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Diffusion approximation for particle convection in Markovian flows

Identyfikatory
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
We prove the Taylor-Kubo formula for a class of isotropic, non-mixing flows with long-range correlation. For the proof, we develop the method of high order correctors expansion.
Rocznik
Strony
253--275
Opis fizyczny
Bibliogr. 14 poz., wykr.
Twórcy
autor
  • Department of Mathemathics, University of California, Davis, Ca 95616-8633, USA
  • Institute of Mathematics, Polish Academy of Sciences, Śniadeckich 8, 00-950 Warszawa, Poland
  • Institute of Mathematics, Maria-Curie Skłodowska University, Pl. Marii-Curie Skłodowskiej 1, 20-031 Lublin, Poland
Bibliografia
  • [1] R. J. Adler, Geometry of random fields, Wiley, New York 1981.
  • [2] R. A. Carmona, J. P. Fouque, Diffusion approximation for the advection diffusion of a passive scalar by a space-time Gaussian velocity field, in: Seminar on stochastic analysis, random fields and applications, eds.: E. Bolthausen, M. Dozzi, F. Russo, Birkhäuser, Basel (1994) 37-50.
  • [3] A. Fannjiang, T. Komorowski, Limit theorem for motions in allow with a non-zero drift, Bull. Pol. Ac.: Math., 47 (1999) 393--413.
  • [4] J. Glimm, A. Jaffe, Quantum physics, Springer-Verlag, New York 1981.
  • [5] I. S. Helland, Central limit theorems for martingales with discrete or continuous time, Scand. J. Statist., 9 (1982) 79-94.
  • [6] S. Janson, Gaussian Hilbert spaces, Cambridge Tracts in Math. 129, Cambridge Univ. Press, Cambridge 1997.
  • [7] H. Kesten, G. C. Papanicolaou, A limit theorem for turbulent diffusion, Comm. Math. Phys., 65 (1979) 97-128.
  • [8] H. J. Kushner, Approximation and weak convergence methods for random processes, with applications to stochastic systems theory, MIT Press, Cambridge Mass., London 1984.
  • [9] S. C. Port, C. Stone, Random measures and their application to motion in an incompressible fluid, J. Appl. Probab., 13 (1976) 499-506.
  • [10] M. Rosenblatt, Markov processes. Structure and asymptotic behavior, Springer:Verlag, Berlin, Heidelberg, New York 1971.
  • [11] Yu. A. Rozanov, Stationary random processes, Holden-Day, San Fransisco, Cambridge, London, Amsterdam 1967.
  • [12] Yu. A. Rozanov, Markov random fields, Springer-Verlag, New York 1980.
  • [13] Ya. G. Sinai, On higher order spectral measures of ergodic stationary processes, Theory Probab. Appl., 8 (1963) 429-436.
  • [14] A. N. Shirayaev, Some questions on spectral theory of higher moments (in Russian), Teor. Veroyatnost. Primen., 5 (1960) 295-313.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-article-BAT2-0001-0353
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