English

Asymptotic support theorem for planar isotropic Brownian flows

Probability 2013-03-18 v2

Abstract

It has been shown by various authors that the diameter of a given nontrivial bounded connected set X\mathcal{X} 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 φ\varphi, which has a positive top-Lyapunov exponent, starting in a nontrivial compact connected set XR2\mathcal{X}\subseteq \mathbf{R}^2; 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)

R2 v1 2026-06-21T15:45:26.731Z