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Diffusion in Long-Range Correlated Ornstein-Uhlenbeck Flows


 
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1. Title Title of document Diffusion in Long-Range Correlated Ornstein-Uhlenbeck Flows
 
2. Creator Author's name, affiliation, country Albert Fannjiang; University of California, Davis
 
2. Creator Author's name, affiliation, country Tomasz Komorowski; UMCS
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) Ornstein-Uhlenbeck flow, martingale central limit theorem, homogenization, Peclet number.
 
3. Subject Subject classification 60F17, 35B27.
 
4. Description Abstract We study a diffusion process with a molecular diffusion and random Markovian-Gaussian drift for which the usual (spatial) Peclet number is infinite. We introduce a temporal Peclet number and we prove that, under the finiteness of the temporal Peclet number, the laws of diffusions under the diffusive rescaling converge weakly, to the law of a Brownian motion. We also show that the effective diffusivity has a finite, nonzero limit as the molecular diffusion tends to zero.
 
5. Publisher Organizing agency, location
 
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7. Date (YYYY-MM-DD) 2002-05-31
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/119
 
10. Identifier Digital Object Identifier 10.1214/EJP.v7-119
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 7
 
12. Language English=en en
 
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