Asymptotic support theorem for planar isotropic Brownian flows
Abstract
It has been shown by various authors that the diameter of a given nontrivial bounded connected set grows linearly in time under the action of an isotropic Brownian flow (IBF), which has a nonnegative top-Lyapunov exponent. In case of a planar IBF with a positive top-Lyapunov exponent, the precise deterministic linear growth rate K of the diameter is known to exist. In this paper we will extend this result to an asymptotic support theorem for the time-scaled trajectories of a planar IBF , which has a positive top-Lyapunov exponent, starting in a nontrivial compact connected set ; that is, we will show convergence in probability of the set of time-scaled trajectories in the Hausdorff distance to the set of Lipschitz continuous functions on [0,1] starting in 0 with Lipschitz constant K.
Keywords
Cite
@article{arxiv.1007.1112,
title = {Asymptotic support theorem for planar isotropic Brownian flows},
author = {Moritz Biskamp},
journal= {arXiv preprint arXiv:1007.1112},
year = {2013}
}
Comments
Published in at http://dx.doi.org/10.1214/11-AOP701 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)