A quenched local limit theorem for stochastic flows
Probability
2022-02-09 v3 Mathematical Physics
Analysis of PDEs
math.MP
Abstract
We consider a particle undergoing Brownian motion in Euclidean space of any dimension, forced by a Gaussian random velocity field that is white in time and smooth in space. We show that conditional on the velocity field, the quenched density of the particle after a long time can be approximated pointwise by the product of a deterministic Gaussian density and a spacetime-stationary random field . If the velocity field is additionally assumed to be incompressible, then almost surely and we obtain a local central limit theorem.
Cite
@article{arxiv.2105.07907,
title = {A quenched local limit theorem for stochastic flows},
author = {Alexander Dunlap and Yu Gu},
journal= {arXiv preprint arXiv:2105.07907},
year = {2022}
}
Comments
24 pages; fixed typos, added a reference, improved some exposition, and added new statement about temporal decorrelation of the spacetime-stationary solution in this version