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Ergodicity and fluctuations of a fluid particle driven by diffusions with jumps
- Publication Year :
- 2015
-
Abstract
- In this paper, we study the long-time behavior of a fluid particle immersed in a turbulent fluid driven by a diffusion with jumps, that is, a Feller process associated with a non-local operator. We derive the law of large numbers and central limit theorem for the evolution process of the tracked fluid particle in the cases when the driving process: (i) has periodic coefficients, (ii) is ergodic or (iii) is a class of L\'evy processes. The presented results generalize the classical and well-known results for fluid flows driven by elliptic diffusion processes.
- Subjects :
- Mathematics - Probability
60F17, 60G17, 60J75
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1502.04440
- Document Type :
- Working Paper