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William D. Stephenson

Publications and source records attributed to William D. Stephenson.

3 recordsLinked to original sources

Gaussian fluctuations for the stochastic wave equation with drift

In this article, we study Gaussian fluctuations of spatial averages of the solution to the stochastic wave equation with a nonlinear drift and multiplicative Gaussian noise in dimensions one and two. The noise is white in time, and its spatial covariance is either integrable or given by a Riesz kernel; space-time white noise in dimension one is also included. We establish spatial ergodicity and convergence of the rescaled covariance, and prove a quantitative central limit theorem for the centered spatial average over a ball of radius $R$. The bounds in total variation distance are of order $R^{-d/2}$ in the integrable case and $R^{-β/2}$ for a Riesz kernel of order $β$. We also obtain a functional central limit theorem in the space of continuous functions. Our approach combines a second-order Gaussian Poincaré inequality with spatially integrated estimates for the second Malliavin derivative, exploiting the compact support of the wave kernel. Further arguments based on the Clark-Ocone formula are used to control the drift contributions.

math.PR

Almost sure CLT for hyperbolic Anderson model with Lévy colored noise

In this note, we prove the Almost Sure Central Limit Theorem (ASCLT) for the spatial integral of the solution of the hyperbolic Anderson model driven by the Lévy colored noise introduced in Balan (2015). For this, we use the central limit theorem for the normalized spatial integral, and an estimate for the Malliavin derivative of the solution, both derived in the recent preprint Balan and Stephenson (2026). We assume that the spatial correlation kernel of the noise is either integrable, or it is given by the Riesz kernel.

math.PR

Gaussian fluctuations for hyperbolic Anderson model with Lévy colored noise

In this article, we study the asymptotic behaviour of the spatial integral $F_R(t)$ of the solution to the hyperbolic Anderson model in dimension $d=1$, driven by the Lévy colored noise introduced in Balan and Jiménez (2026). We assume that the spatial coloration kernel of the noise is either integrable on $\mathbb{R}$, or is the Riesz kernel of order $α\in (0,1)$, and the Lévy measure of the noise has finite moments of order $p$ and $2p$ for some $p \in (1,2]$. By applying a recent result of Trauthwein (2025), we prove that $F_R(t)/\sqrt{{\rm Var}\big(F_R(t)\big)}$ converges to the standard normal distribution as $R \to \infty$, and we give an estimate for the rate of this convergence in the Fortet-Mourier distance, the 1-Wasserstein distance, or the Kolmogorov distance. We also provide the corresponding functional limit result.

math.PR