Homogenization of random transport along periodic two-dimensional flows
Brice Franke
Stochastic Processes and their Applications, 2009, vol. 119, issue 2, 327-346
Abstract:
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 Lévy process.
Keywords: Rotation; number; Stable; Lévy; process; Central; limit; theorem; Random-dynamical; system (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:119:y:2009:i:2:p:327-346
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