A central limit theorem for the KPZ equation
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Published version
Author(s)
Hairer, Martin
Shen, Hao
Type
Journal Article
Abstract
We consider the KPZ equation in one space dimension driven by a stationary centred space–time random field, which is sufficiently integrable and mixing, but not necessarily Gaussian. We show that, in the weakly asymmetric regime, the solution to this equation considered at a suitable large scale and in a suitable reference frame converges to the Hopf–Cole solution to the KPZ equation driven by space–time Gaussian white noise. While the limiting process depends only on the integrated variance of the driving field, the diverging constants appearing in the definition of the reference frame also depend on higher order moments.
Date Issued
2017-12-12
Date Acceptance
2016-08-01
Citation
Annals of Probability, 2017, 45 (6B), pp.4167-4221
ISSN
0091-1798
Publisher
Institute of Mathematical Statistics
Start Page
4167
End Page
4221
Journal / Book Title
Annals of Probability
Volume
45
Issue
6B
Copyright Statement
© Institute of Mathematical Statistics, 2017
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000419140000001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Subjects
Science & Technology
Physical Sciences
Statistics & Probability
Mathematics
KPZ equation
central limit theorem
Wiener chaos
cumulants
REGULARITY STRUCTURES
PARTICLE-SYSTEMS
RENORMALIZATION
Publication Status
Published