A Central Limit Theorem for isotropic flows

M. Cranston and Yves Le Jan

Stochastic Processes and their Applications, 2009, vol. 119, issue 10, 3767-3784

Abstract: 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.

Keywords: Kraichnan; flows; Central; Limit; Theorem (search for similar items in EconPapers)
Date: 2009
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(09)00130-6
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:119:y:2009:i:10:p:3767-3784

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().