A Central Limit Theorem for isotropic flows

被引：1

作者：

Cranston, M. ^{[1
]}

Le Jan, Yves ^{[2
]}

机构：

[1] Univ Calif Irvine, Dept Math, Irvine, CA 92612 USA

[2] Univ Paris 11, Dept Math, Orsay, France

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2009年 / 119卷 / 10期

基金：

美国国家科学基金会;

关键词：

Kraichnan flows; Central Limit Theorem; STOCHASTIC FLOWS;

D O I：

10.1016/j.spa.2009.07.006

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (C) 2009 Elsevier B.V. All rights reserved.

引用

页码：3767 / 3784

页数：18

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