Finite Correlation Time

Leonid I. Piterbarg and Alexander G. Ostrovskii
Additional contact information
Leonid I. Piterbarg: University of Southern California, Center for Applied Mathematical Sciences
Alexander G. Ostrovskii: Kyushu University, Research Institute for Applied Mechanics

Chapter Chapter 5 in Advection and Diffusion in Random Media, 1997, pp 103-117 from Springer

Abstract: Abstract All the approximations thus far considered address situations with infinitesimally small Eulerian correlation times τ E whereas the observation time t is of order 1. Here we will discuss the situation when τ E is fixed and t goes to infinity. Naively the two approaches should be the same. However their asymptotics are similar but not exactly identical. A definite advantage of the second approach is that it can be checked by numerical simulations.

Keywords: Velocity Field; Correlation Time; Central Limit Theorem; Random Matrice; Tracer Concentration (search for similar items in EconPapers)
Date: 1997
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

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:spr:sprchp:978-1-4757-4458-3_5

Ordering information: This item can be ordered from
http://www.springer.com/9781475744583

DOI: 10.1007/978-1-4757-4458-3_5

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().