Gaussian fluctuations of spatial averages of a system of stochastic heat equations
Gaussian fluctuations of spatial averages of a system of stochastic heat equations
We consider a system of d non-linear stochastic heat equations driven by an m-dimensional space-time white noise on R+×R. In this article, we study the asymptotic behavior of spatial averages over large intervals [−R,R]. We establish a rate of convergence to a multivariate normal distribution in the Wasserstein distance and …