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  4. A CENTRAL LIMIT THEOREM FOR THE KPZ EQUATION
 
journal article

A CENTRAL LIMIT THEOREM FOR THE KPZ EQUATION

Hairer, Martin  
•
Shen, Hao
November 1, 2017
ANNALS OF PROBABILITY

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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Type
journal article
DOI
10.1214/16-AOP1162
Web of Science ID

WOS:000419140000001

Author(s)
Hairer, Martin  
Shen, Hao
Date Issued

2017-11-01

Publisher

INST MATHEMATICAL STATISTICS

Published in
ANNALS OF PROBABILITY
Volume

45

Issue

6B

Start page

4167

End page

4221

Subjects

REGULARITY STRUCTURES

•

PARTICLE-SYSTEMS

•

RENORMALIZATION

•

KPZ equation

•

central limit theorem

•

Wiener chaos

•

cumulants

•

Science & Technology

•

Physical Sciences

Editorial or Peer reviewed

REVIEWED

Written at

OTHER

EPFL units
PROPDE  
FunderFunding(s)Grant NumberGrant URL

European Research Council

Philip Leverhulme Trust

Available on Infoscience
September 17, 2024
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/241189
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