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research article

Kantorovich distance in the martingale CLT and quantitative homogenization of parabolic equations with random coefficients

Mourrat, Jean-Christophe  
2014
Probability Theory And Related Fields

The article begins with a quantitative version of the martingale central limit theorem, in terms of the Kantorovich distance. This result is then used in the study of the homogenization of discrete parabolic equations with random i.i.d. coefficients. For smooth initial condition, the rescaled solution of such an equation, once averaged over the randomness, is shown to converge polynomially fast to the solution of the homogenized equation, with an explicit exponent depending only on the dimension. Polynomial rate of homogenization for the averaged heat kernel, with an explicit exponent, is then derived. Similar results for elliptic equations are also presented.

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Type
research article
DOI
10.1007/s00440-013-0529-5
Web of Science ID

WOS:000341865900008

Author(s)
Mourrat, Jean-Christophe  
Date Issued

2014

Publisher

Springer Heidelberg

Published in
Probability Theory And Related Fields
Volume

160

Issue

1-2

Start page

279

End page

314

Subjects

Quantitative homogenization

•

Martingale

•

Central limit theorem

•

Random walk in random environment

Note

National Licences

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
ISC  
Available on Infoscience
October 23, 2014
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/107622
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