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作者：Cranston, M; Scheutzow, M
作者单位：University of Rochester; Technical University of Berlin
摘要：We consider the growth rate of a collection of passive tracers moving in the plane under the influence of a random, fluctuating, velocity field. The velocity field we consider is a finite mode approximation to Kolmogorov velocity fields, which are commonly used as models for turbulent diffusion. We show that the diameter of the body of passive tracers grows linearly in time under the influence of these velocity fields.
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作者：Shen, L
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：We discuss a class of anisotropic random walks in a random media on Z(d), d greater than or equal to 1, which have reversible transition kernels when the environment is fixed. The aim is to derive a strong law of large numbers and a functional central limit theorem for this class of models. The technique of the environment viewed from the particle does not seem to apply well in this setting. Our approach is based on the technique of introducing certain times similar to the regeneration times i...
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作者：Madras, N; Randall, D
作者单位：York University - Canada; University System of Georgia; Georgia Institute of Technology; University System of Georgia; Georgia Institute of Technology
摘要：In this paper we develop tools for analyzing the rate at which a reversible Markov chain converges to stationarity. Our techniques are useful when the Markov chain can be decomposed into pieces which are themselves easier to analyze. The main theorems relate the spectral gap of the original Markov chains to the spectral gaps of the pieces. In the first case the pieces are restrictions of the Markov chain to subsets of the state space; the second case treats a Metropolis-Hastings chain whose eq...
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作者：Takemura, A; Kuriki, S
作者单位：University of Tokyo; Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan
摘要：Consider a Gaussian random field with a finite Karhunen-Loeve expansion of the form Z(u) = Sigma(i=1)(n) u(i)z(i), where z(i), i = 1,..., n, are independent standard normal variables and u = (u(1),..., u(n))' ranges over an index set M, which is a subset of the unit sphere Sn-1 in R-n. Under a very general assumption that M is a manifold with a piecewise smooth boundary, we prove the validity and the equivalence of two currently available methods for obtaining the asymptotic expansion of the t...
