Functional central limit theorems for spatial averages of the parabolic Anderson model with delta initial condition in dimension $d\geq 1$

Abstract

Let $\{u(t,x)\}_{t>0,x\in{{\mathbb R}^{d}}}$ denote the solution to a $d$-dimensional parabolic Anderson model with delta initial condition and driven by a multiplicative noise that is white in time and has a spatially homogeneous covariance given by a nonnegative-definite measure $f$. Let $S_{N,t}:=N^{-d}\int_{{[0,N]}^d}{[U(t,x)-1]}{\rm d}x$ denote the spatial average on ${{\mathbb R}^{d}}$. We obtain various functional central limit theorems (CLTs) for spatial averages based on the quantitative analysis of $f$ and spatial dimension $d$. In particular, when $f$ is given by Riesz kernel, that is, $f({\rm x})={\Vert x \Vert}^{-\beta}{\rm d}x$, $\beta\in(0,2\wedge d)$, the functional CLT is also based on the index $\beta$.