A Central Limit Theorem for isotropic flows

M. Cranston; Yves Le Jan

doi:10.1016/j.spa.2009.07.006

A Central Limit Theorem for isotropic flows

M. Cranston, Yves Le Jan

Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

We establish that the image of a measure, which satisfies a certain energy condition, moving under a standard isotropic Brownian flow will, when properly scaled, have an asymptotically normal distribution under almost every realization of the flow. We derive the same result for an initial point mass moved by an isotropic Kraichnan flow.

Original language	English (US)
Pages (from-to)	3767-3784
Number of pages	18
Journal	Stochastic Processes and their Applications
Volume	119
Issue number	10
DOIs	https://doi.org/10.1016/j.spa.2009.07.006
State	Published - Oct 2009

Keywords

Central Limit Theorem
Kraichnan flows

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation
Applied Mathematics

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10.1016/j.spa.2009.07.006

Cite this

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title = "A Central Limit Theorem for isotropic flows",

abstract = "We establish that the image of a measure, which satisfies a certain energy condition, moving under a standard isotropic Brownian flow will, when properly scaled, have an asymptotically normal distribution under almost every realization of the flow. We derive the same result for an initial point mass moved by an isotropic Kraichnan flow.",

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author = "M. Cranston and {Le Jan}, Yves",

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AB - We establish that the image of a measure, which satisfies a certain energy condition, moving under a standard isotropic Brownian flow will, when properly scaled, have an asymptotically normal distribution under almost every realization of the flow. We derive the same result for an initial point mass moved by an isotropic Kraichnan flow.

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KW - Kraichnan flows

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A Central Limit Theorem for isotropic flows

Abstract

Keywords

ASJC Scopus subject areas

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