Passive tracer in non-Markovian, Gaussian velocity field
Probability
2018-05-08 v2
Abstract
We consider the trajectory of a tracer that is the solution of an ordinary differential equation , with the right hand side, that is a stationary, zero-mean, Gaussian vector field with incompressible realizations. It is known, see [K-F;C-X;K-L-O], that converges in law, as , to a normal, zero mean vector, provided that the field is Markovian and has the spectral gap property. We wish to extend this result to the case when the field is not Markovian and its covariance matrix is given by a completely monotone Bernstein function.
Keywords
Cite
@article{arxiv.1802.03215,
title = {Passive tracer in non-Markovian, Gaussian velocity field},
author = {Tymoteusz Chojecki},
journal= {arXiv preprint arXiv:1802.03215},
year = {2018}
}
Comments
10 pages