کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1152634 1489888 2014 9 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On positivity of the variance of a tracer moving in a divergence-free Gaussian random field
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
On positivity of the variance of a tracer moving in a divergence-free Gaussian random field
چکیده انگلیسی
We consider the trajectory of a tracer that is the solution of an ordinary differential equation Ẋ(t)=V(t,X(t)), with the right hand side, that is a stationary, zero-mean, Gaussian vector field with incompressible realizations. It is known, see Komorowski and Papanicolaou (1997), that X(t)/t converges in law, as t→+∞, to a normal vector N(0,κ), provided that the covariance matrix of the field is compactly supported in t. The question whether the limiting diffusivity matrix vanishes or not has been left open. In the present note we formulate a sufficient condition for the matrix κ to be non-vanishing.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 91, August 2014, Pages 98-106
نویسندگان
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