English

A Weak Limit Shape Theorem For Planar Isotropic Brownian Flows

Probability 2010-07-01 v1

Abstract

It has been shown by various authors under different assumptions that the diameter of a bounded non-trivial set γ\gamma under the action of a stochastic flow grows linearly in time. We show that the asymptotic linear expansion speed if properly defined is deterministic i.e. we show for a 22-dimensional isotropic Brownian flow Φ\Phi with a positive Lyapunov exponent that there exists a non-random set B\mathcal{B} such that we have for ϵ>0\epsilon>0, arbitrary connected γR2\gamma\subset\subset\R^2 consisting of at least two different points and arbitrarily large times TT that (1ϵ)TB0tTxγΦ0,t(x)(1+ϵ)TB.(1-\epsilon)T\mathcal{B}\subset \cup_{0\leq t\leq T}\cup_{x\in\gamma} \Phi_{0,t}(x)\subset(1+\epsilon)T\mathcal{B}.

Keywords

Cite

@article{arxiv.1006.5851,
  title  = {A Weak Limit Shape Theorem For Planar Isotropic Brownian Flows},
  author = {Holger Matthias van Bargen},
  journal= {arXiv preprint arXiv:1006.5851},
  year   = {2010}
}
R2 v1 2026-06-21T15:42:55.115Z