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- W4310553027 abstract "In order to characterize quantitatively the fluctuations between the ergodic limit and the time-averaging estimator, we establish a central limit theorem for a full discretization of the parabolic SPDE, which shows that the normalized time-averaging estimator converges weakly to a normal distribution as the time stepsize tends to 0. A key ingredient in the proof is to extract an appropriate martingale difference series sum from the normalized time-averaging estimator via the Poisson equation, so that convergences of such a sum and the remainder are well balanced." @default.
- W4310553027 created "2022-12-12" @default.
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- W4310553027 date "2023-03-01" @default.
- W4310553027 modified "2023-10-15" @default.
- W4310553027 title "CLT for approximating ergodic limit of SPDEs via a full discretization" @default.
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- W4310553027 doi "https://doi.org/10.1016/j.spa.2022.11.015" @default.
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