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Functional central limit theorems for spatial averages of the parabolic Anderson model with delta initial condition in dimension $d\geq 1$

Published 24 Aug 2022 in math.PR | (2208.11323v2)

Abstract: Let ${u(t,x)}{t>0,x\in{{\mathbb R}{d}}}$ denote the solution to a $d$-dimensional parabolic Anderson model with delta initial condition and driven by a multiplicative noise that is white in time and has a spatially homogeneous covariance given by a nonnegative-definite measure $f$. Let $S{N,t}:=N{-d}\int_{{[0,N]}d}{[U(t,x)-1]}{\rm d}x$ denote the spatial average on ${{\mathbb R}{d}}$. We obtain various functional central limit theorems (CLTs) for spatial averages based on the quantitative analysis of $f$ and spatial dimension $d$. In particular, when $f$ is given by Riesz kernel, that is, $f({\rm x})={\Vert x \Vert}{-\beta}{\rm d}x$, $\beta\in(0,2\wedge d)$, the functional CLT is also based on the index $\beta$.

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