Ju n 20 17 A CENTRAL LIMIT THEOREM FOR THE ANNEALED PATH MEASURES FOR THE STOCHASTIC HEAT EQUATION AND THE CONTINUOUS DIRECTED POLYMER IN d ≥ 3
Ju n 20 17 A CENTRAL LIMIT THEOREM FOR THE ANNEALED PATH MEASURES FOR THE STOCHASTIC HEAT EQUATION AND THE CONTINUOUS DIRECTED POLYMER IN d ≥ 3
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17年6月20日随机热方程和d≥3连续定向聚合物退火路径测度的中心极限定理
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发表时间:
2017
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通讯作者:
Chiranjib Mukherjee
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作者:
Chiranjib Mukherjee
Abstract: In d ≥ 3, we consider the mollified stochastic heat equation given by dvε,t = 1/2∆vε,t + βε (d−2)/2 vε,t dBε,t with initial condition vε,0 = 1. Here Bε,t is spatiotemporally smoothened space-time Gaussian white noise and β > 0 is a parameter. When the white noise potential was smoothened only spatially, in an early work ([MSZ16]), a phase transition was obtained, depending on the value of β > 0 in the limiting object of the smoothened solution vε as the smoothing parameter ε → 0 was turned off. In the language of directed polymer in a random environment, the solution vε represent the partition function of the polymer path measure and the aforementioned phase transition was characterized by weak and strong disorder. In the present article, under space-time smoothing of the noise, we consider the polymer path measure in the annealed set up and show that for any value of β > 0 and in d ≥ 3, the distribution of the rescaled Brownian path under the annealed path measure converges to a Gaussian law with a non-degenerate diffusion constant.