Law of large numbers and central limit theorem for randomly forced PDE's |
| |
Authors: | Armen Shirikyan |
| |
Institution: | (1) Laboratoire de Mathématiques, Université de Paris-Sud XI, Batiment 425, 91405 Orsay Cedex, France |
| |
Abstract: | We consider a class of dissipative PDE's perturbed by an external random force. Under the condition that the distribution
of perturbation is sufficiently non-degenerate, a strong law of large numbers (SLLN) and a central limit theorem (CLT) for
solutions are established and the corresponding rates of convergence are estimated. It is also shown that the estimates obtained
are close to being optimal. The proofs are based on the property of exponential mixing for the problem in question and some
abstract SLLN and CLT for mixing-type Markov processes. |
| |
Keywords: | 35Q30 60F05 60H15 60J05 |
本文献已被 SpringerLink 等数据库收录! |
|