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Mathematics > Probability

Title: Gaussian fluctuations for the wave equation under rough random perturbations

Abstract: In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with Hurst index $H \in (\frac{1}{4},\frac{1}{2})$. First, we prove that the solution is strictly stationary and ergodic in the spatial variable. Then, we show that with proper normalization and centering, the spatial average of the solution converges to the standard normal distribution, and we estimate the rate of this convergence in the total variation distance. We also prove the corresponding functional convergence result.
Comments: 31 pages
Subjects: Probability (math.PR)
Cite as: arXiv:2307.00103 [math.PR]
  (or arXiv:2307.00103v1 [math.PR] for this version)

Submission history

From: Raluca Balan [view email]
[v1] Fri, 30 Jun 2023 19:43:38 GMT (27kb)

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