Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1156139 | Stochastic Processes and their Applications | 2009 | 14 Pages |
Abstract
We study transport properties of isotropic Brownian flows. Under a transience condition for the two-point motion, we show asymptotic normality of the image of a finite measure under the flow and–under slightly stronger assumptions–asymptotic normality of the distribution of the volume of the image of a set under the flow. Finally, we show that for a class of isotropic flows, the volume of the image of a nonempty open set (which is a martingale) converges to a random variable which is almost surely strictly positive.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
G. Dimitroff, M. Scheutzow,