Law of large numbers and central limit theorem for randomly forced PDE's

DOI10.1007/s00440-005-0427-6zbMath1099.35188OpenAlexW2058100347MaRDI QIDQ816992

Armen R. Shirikyan

Publication date: 2 March 2006

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00440-005-0427-6

zbMATH Keywords

rate of convergencestrong law of large numberscentral limit theoremexponential mixingdissipative partial differential equationsexternal random force

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Navier-Stokes equations (35Q30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (13)

Law of large numbers for random dynamical systems ⋮ Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization ⋮ Limit theorems for additive functionals of path-dependent SDEs ⋮ Limit theorems in Wasserstein distance for empirical measures of diffusion processes on Riemannian manifolds ⋮ Central limit theorem for Markov processes with spectral gap in the Wasserstein metric ⋮ Limit theorems of additive functionals for regime-switching diffusions with infinite delay ⋮ Central Limit Theorem for some non-stationary Markov chains ⋮ Exponential mixing for the white-forced damped nonlinear wave equation ⋮ Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing ⋮ Large deviations for the Navier-Stokes equations driven by a white-in-time noise ⋮ Multiplicative ergodic theorem for a non-irreducible random dynamical system ⋮ A useful version of the central limit theorem for a general class of Markov chains ⋮ Limit theorems for additive functionals of stochastic functional differential equations with infinite delay

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