English

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 UU. If the velocity field is additionally assumed to be incompressible, then U1U\equiv 1 almost surely and we obtain a local central limit theorem.

Keywords

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

R2 v1 2026-06-24T02:11:09.354Z