Fractional Brownian Motion Limit for a Model of Turbulent Transport
Probability
2007-05-23 v1 Dynamical Systems
Abstract
Passive scalar motion in a family of random Gaussian velocity fields with long-range correlations is shown to converge to persistent fractional Brownian motions in long times.
Keywords
Cite
@article{arxiv.math/9906052,
title = {Fractional Brownian Motion Limit for a Model of Turbulent Transport},
author = {Albert Fannjiang and Tomasz Komorowski},
journal= {arXiv preprint arXiv:math/9906052},
year = {2007}
}