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Hyperbolic Anderson model with Levy white noise: Spatial ergodicity and fluctuation.
- Source :
- Transactions of the American Mathematical Society; Jun2024, Vol. 377 Issue 6, p4171-4221, 51p
- Publication Year :
- 2024
-
Abstract
- In this paper, we study one-dimensional hyperbolic Anderson models (HAM) driven by space-time pure-jump Lévy white noise in a finite-variance setting. Motivated by recent active research on limit theorems for stochastic partial differential equations driven by Gaussian noises, we present the first study in this Lévy setting. In particular, we first establish the spatial ergodicity of the solution and then a quantitative central limit theorem (CLT) for the spatial averages of the solution to HAM in both Wasserstein distance and Kolmogorov distance, with the same rate of convergence. To achieve the first goal (i.e. spatial ergodicity), we exploit some basic properties of the solution and apply a Poincaré inequality in the Poisson setting, which requires delicate moment estimates on the Malliavin derivatives of the solution. Such moment estimates are obtained in a soft manner by observing a natural connection between the Malliavin derivatives of HAM and a HAM with Dirac delta velocity. To achieve the second goal (i.e. CLT), we need two key ingredients: (i) a univariate second-order Poincaré inequality in the Poisson setting that goes back to Last, Peccati, and Schulte (Probab. Theory Related Fields, 2016) and has been recently improved by Trauthwein (arXiv:2212.03782); (ii) aforementioned moment estimates of Malliavin derivatives up to second order. We also establish a corresponding functional CLT by (a) showing the convergence in finite-dimensional distributions and (b) verifying Kolmogorov's tightness criterion. Part (a) is made possible by a linearization trick and the univariate second-order Poincaré inequality, while part (b) follows from a standard moment estimate with an application of Rosenthal's inequality. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00029947
- Volume :
- 377
- Issue :
- 6
- Database :
- Complementary Index
- Journal :
- Transactions of the American Mathematical Society
- Publication Type :
- Academic Journal
- Accession number :
- 177372849
- Full Text :
- https://doi.org/10.1090/tran/9135