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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
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