Surface Stretching for Ornstein Uhlenbeck Velocity Fields
نویسندگان
چکیده
منابع مشابه
Surface Stretching for Ornstein Uhlenbeck Velocity Fields
The present note deals with large time properties of the Lagrangian trajectories of a turbulent flow in IR and IR. We assume that the flow is driven by an incompressible time-dependent random velocity field with Gaussian statistics. We also assume that the field is homogeneous in space and stationary and Markovian in time. Such velocity fields can be viewed as (possibly infinite dimensional) Or...
متن کاملElectronic Communications in Probability Surface Stretching for Ornstein Uhlenbeck Velocity Fields
The present note deals with large time properties of the Lagrangian trajectories of a turbulent ow in IR 2 and IR 3. We assume that the ow is driven by an incompressible time-dependent random velocity eld with Gaussian statistics. We also assume that the eld is homogeneous in space and stationary and Markovian in time. Such velocity elds can be viewed as (possibly innnite dimensional) Ornstein-...
متن کاملOrnstein - Uhlenbeck Process
Also, a process {Yt : t ≥ 0} is said to have independent increments if, for all t0 < t1 < . . . < tn, the n random variables Yt1 − Yt0 , Yt2 − Yt1 , ..., Ytn − Ytn−1 are independent. This condition implies that {Yt : t ≥ 0} is Markovian, but not conversely. The increments are further said to be stationary if, for any t > s and h > 0, the distribution of Yt+h− Ys+h is the same as the distributio...
متن کاملMultivariate Generalized Ornstein-Uhlenbeck Processes
De Haan and Karandikar [12] introduced generalized Ornstein–Uhlenbeck processes as one-dimensional processes (Vt)t≥0 which are basically characterized by the fact that for each h > 0 the equidistantly sampled process (Vnh)n∈N0 satisfies the random recurrence equation Vnh = A(n−1)h,nhV(n−1)h + B(n−1)h,nh, n ∈ N, where (A(n−1)h,nh, B(n−1)h,nh)n∈N is an i.i.d. sequence with positive A0,h for each ...
متن کاملMarkov-modulated Ornstein-Uhlenbeck processes
In this paper we consider an Ornstein-Uhlenbeck (ou) process (M(t))t>0 whose parameters are determined by an external Markov process (X(t))t>0 on a nite state space {1, . . . , d}; this process is usually referred to as Markov-modulated Ornstein-Uhlenbeck (or: mmou). We use stochastic integration theory to determine explicit expressions for the mean and variance of M(t). Then we establish a sys...
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: Electronic Communications in Probability
سال: 1997
ISSN: 1083-589X
DOI: 10.1214/ecp.v2-980