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research article

The Almost-Sure Asymptotic Behavior Of The Solution To The Stochastic Heat Equation With Levy Noise

Chong, Carsten  
•
Kevei, Peter
May 1, 2020
Annals Of Probability

We examine the almost-sure asymptotics of the solution to the stochastic heat equation driven by a Levy space-time white noise. When a spatial point is fixed and time tends to infinity, we show that the solution develops unusually high peaks over short time intervals, even in the case of additive noise, which leads to a breakdown of an intuitively expected strong law of large numbers. More precisely, if we normalize the solution by an increasing nonnegative function, we either obtain convergence to 0, or the limit superior and/or inferior will be infinite. A detailed analysis of the jumps further reveals that the strong law of large numbers can be recovered on discrete sequences of time points increasing to infinity. This leads to a necessary and sufficient condition that depends on the Levy measure of the noise and the growth and concentration properties of the sequence at the same time. Finally, we show that our results generalize to the stochastic heat equation with a multiplicative nonlinearity that is bounded away from zero and infinity.

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Type
research article
DOI
10.1214/19-AOP1401
Web of Science ID

WOS:000542157900014

Author(s)
Chong, Carsten  
Kevei, Peter
Date Issued

2020-05-01

Publisher

INST MATHEMATICAL STATISTICS

Published in
Annals Of Probability
Volume

48

Issue

3

Start page

1466

End page

1494

Subjects

Statistics & Probability

•

Mathematics

•

additive intermittency

•

almost-sure asymptotics

•

integral test

•

levy noise

•

poisson noise

•

stochastic heat equation

•

stochastic pde

•

strong law of large numbers

•

intermittency

•

superpositions

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
PROB  
Available on Infoscience
July 10, 2020
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/169962
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