Fractional Brownian motions in a limit of turbulent transport

• 成果类型: Article
• 署名作者: Fannjiang, A; Komorowski, T
• 署名单位: University of California System; University of California Davis; Maria Curie-Sklodowska University; Polish Academy of Sciences
• 刊物名称: ANNALS OF APPLIED PROBABILITY
• ISSN/ISSBN: 1050-5164
• 发表日期: 2000
• 页码: 1100-1120
• 关键词: theorem

摘要

We show that the motion of a particle advected by a random Gaussian velocity held with long-range correlations converges to a fractional Brownian motion in the long time limit.