A nonlinear Strassen law for singular SPDEs

Abstract

A result of Arcones implies that if a measure-preserving linear operator S on an abstract Wiener space (X,H,μ) is strongly mixing, then the set of limit points of the random sequence ((2 n)-1/2Sn(x))n∈ N equals the unit ball of H for a.e. x ∈ X, which may be seen as a generalization of the classical Strassen's law of the iterated logarithm. We extend this result to the case of a continuous parameter n and higher Gaussian chaoses, and we also prove a contraction-type principle for Strassen laws of such chaoses. We then use these extensions to recover or prove Strassen-type laws for a broad collection of processes derived from a Gaussian measure, including "nonlinear" Strassen laws for singular SPDEs such as the KPZ equation.

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