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arXiv 1507.01237math.PRmath-phmath.APmath.MP
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KPZ方程的中心极限定理

A central limit theorem for the KPZ equation

Martin Hairer, Hao Shen

摘要:

我们考虑一维空间中的KPZ方程,该方程由一个稳定的中心时空随机场驱动,它是充分可积和混合的,但不一定是高斯的。我们表明,在弱非对称制度,该方程的解决方案认为在一个适当的大规模和在一个适当的参考框架收敛到霍普夫-科尔解决方案的KPZ方程驱动的时空高斯白噪声。虽然限制过程仅取决于驱动场的积分方差,但参考系定义中出现的发散常数也取决于高阶矩。

英文摘要:

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.

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