A quenched local limit theorem for stochastic flows
نویسندگان
چکیده
We consider a particle undergoing Brownian motion in Euclidean space of any dimension, forced by Gaussian random velocity field that is white time and smooth space. show conditional on the field, quenched density after long can be approximated pointwise product deterministic spacetime-stationary $U$. If additionally assumed to incompressible, then $U\equiv 1$ almost surely we obtain local central limit theorem.
منابع مشابه
The Local Limit Theorem: A Historical Perspective
The local limit theorem describes how the density of a sum of random variables follows the normal curve. However the local limit theorem is often seen as a curiosity of no particular importance when compared with the central limit theorem. Nevertheless the local limit theorem came first and is in fact associated with the foundation of probability theory by Blaise Pascal and Pierre de Fer...
متن کاملA quenched limit theorem for the local time of random walks on Z
Abstract Let X and Y be two independent random walks on Z with zero mean and finite variances, and let Lt(X,Y ) be the local time of X −Y at the origin at time t. We show that almost surely with respect to Y , Lt(X,Y )/ log t conditioned on Y converges in distribution to an exponential random variable with the same mean as the distributional limit of Lt(X,Y )/ log t without conditioning. This q...
متن کاملA Limit Theorem for Stochastic Acceleration
We consider the motion of a particle in a weak mean zero random force field F, which depends on the position, x(t), and the velocity, v(t) = 2(0. The equation of motion is 2(0 = ef(x( t ) , v(t), 0~), where x( ') and v(-) take values in R d, d > 3, and co ranges over some probability space. We show, under suitable mixing and moment conditions on F, that as e--+ 0, v~( t ) v(t/e 2) converges wea...
متن کاملA Central Limit Theorem for Fluctuations in 1d Stochastic Homogenization
In this paper, we analyze the random fluctuations in a 1D stochastic homogenization problem and prove a central limit theorem: the first order fluctuations is described by a Gaussian process that solves an SPDE with an additive spatial white noise. Using a probabilistic approach, we obtain a precise error decomposition up to the first order, which also helps to decompose the limiting Gaussian p...
متن کاملA Limit Shape Theorem for Periodic Stochastic Dispersion
We consider the evolution of a connected set on the plane carried by a space periodic incompressible stochastic flow. While for almost every realization of the stochastic flow at time t most of the particles are at a distance of order √ t away from the origin, there is a measure zero set of points that escape to infinity at the linear rate. We study the set of points visited by the original set...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Functional Analysis
سال: 2022
ISSN: ['0022-1236', '1096-0783']
DOI: https://doi.org/10.1016/j.jfa.2021.109372