arXiv (math.PR)
2026-06-24 12:00
DOI:
arXiv:2606.23865
Uniform-in-time Gaussian fluctuations for multiscale nonlinear stochastic systems via Malliavin Calculus
作者:
摘要 / Abstract
arXiv:2606.23865v1 Announce Type: new
Abstract: We establish a uniform-in-time quantitative central limit theorem (QCLT) for a nonlinear slow-fast stochastic system. We identify significant weaker sufficient conditions that enable us to obtain time-independent bounds for the Wasserstein distance between the fluctuation process and a centered Gaussian random variable. To prove our main result, we utilize tools from Malliavin calculus, specifically the second-order Poincaré inequality. In this context, applying the Poincaré inequality requires demonstrating uniform bounds over time for both the first- and second-order Malliavin derivatives.