Spatial integral of the solution to hyperbolic Anderson model with time-independent noise

Abstract

In this article, we study the asymptotic behavior of the spatial integral of the solution to the hyperbolic Anderson model in dimension d≤2, as the domain of the integral gets large (for fixed time t). This equation is driven by a spatially homogeneous Gaussian noise, whose covariance function is either integrable, or is given by the Riesz kernel. The novelty is that the noise does not depend on time, which means that Itô’s martingale theory for stochastic integration cannot be used. Using a combination of Malliavin calculus with Stein’s method, we show that with proper normalization and centering, the spatial integral of the solution converges to a standard normal distribution, by estimating the speed of this convergence in the total variation distance. We also prove the corresponding functional limit theorem for the spatial integral process.