16 research outputs found

    Passive tracer in a flow corresponding to a two dimensional stochastic Navier Stokes equations

    Full text link
    In this paper we prove the law of large numbers and central limit theorem for trajectories of a particle carried by a two dimensional Eulerian velocity field. The field is given by a solution of a stochastic Navier--Stokes system with a non-degenerate noise. The spectral gap property, with respect to Wasserstein metric, for such a system has been shown in [9]. In the present paper we show that a similar property holds for the environment process corresponding to the Lagrangian observations of the velocity. In consequence we conclude the law of large numbers and the central limit theorem for the tracer. The proof of the central limit theorem relies on the martingale approximation of the trajectory process

    On a Unique Ergodicity of Some Markov Processes

    Get PDF
    It is proved that the sufficient condition for the uniqueness of an invariant measure for Markov processes with the strong asymptotic Feller property formulated by Hairer and Mattingly (Ann Math 164(3):993–1032, 2006) entails the existence of at most one invariant measure for e-processes as well. Some application to timehomogeneous Markov processes associated with a nonlinear heat equation driven by an impulsive noise is also given

    The Central Limit Theorem for Random Dynamical Systems

    Get PDF
    We consider random dynamical systems with randomly chosen jumps. The choice of deterministic dynamical system and jumps depends on a position. The Central Limit Theorem for random dynamical systems is established
    corecore