A Central Limit Theorem for the stochastic heat equation
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🧮 math.PR
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centralequationheatlimitstochastictheoremconsiderconverges
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We consider the one-dimensional stochastic heat equation driven by a multiplicative space-time white noise. We show that the spatial integral of the solution from $-R$ to $R$ converges in total variance distance to a standard normal distribution as $R$ tends to infinity, after renormalization. We also show a functional version of this central limit theorem.
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Spatial ergodicity for SPDEs via Poincar\'e-type inequalities
Solutions to the SPDE ∂_t u = 1/2 Δu + σ(u)η with u(0)≡1 are spatially stationary and ergodic for t>0 under mild decay on the spatial correlation f of the noise.
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