Homogenization of random transport along periodic two-dimensional flows

被引：2
|
作者：
Franke, Brice [1 ]
机构：
[1] Ruhr Univ Bochum, Inst Math, Bochum, Germany
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2009年 / 119卷 / 02期
关键词：
Rotation number; Stable Levy process; Central limit theorem; Random-dynamical system;
D O I：
10.1016/j.spa.2008.02.012
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 present a model for random transport along periodic two-dimensional flows and use the concept of rotation numbers from dynamical systems to prove a functional central limit theorem for this model. The limiting law turns out to be a stable Levy process. (C) 2009 Elsevier B.V. All rights reserved.
引用
收藏
页码：327 / 346
页数：20
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