On stationarity of Lagrangian observations of passive tracer velocity in a compressible environ\-ment (Q1769407): Difference between revisions

The article is devoted to the limiting behavior of the process \(\{ x(t);t\geq 0\}\) which is described by the Itô stochastic differential equation \[ dx(t)=u(x(t))dt+\sqrt{k}w(t),\;t\geq 0,\quad x(0)=0. \] Here \(u:R^d\times \Omega\rightarrow R^d\) is a \(d\)-dimensional random vector field, and \(w(\cdot )\) is a standard \(d\)-dimensional Brownian motion independent from \(u,\) and \(k\) is a positive constant. The authors prove the existence of the new probability measure, which is absolutely continuous with respect to initial probability, under which the process \(\{ u(x(t));t\geq 0\}\) is stationary and ergodic. Then the convergence a.s. of \(x(t)/t=\frac{1}{t}\int _0^t u(x(s))\,ds\) under \(t\rightarrow \infty\) with respect to initial probability is established. This leads to the existence of a constant \(v_\ast\) such that \(\lim _{t\rightarrow \infty }(x(t/t)=v_\ast\) a.s.. The main tool in the proof of the above mentioned results is the sequence of special nonretraction times describing the renewal of the velocity field and some geometric behavior of the solution. The authors build the operator in the space of random variables based on this sequence. This operator is an analogue of the shift operator for the stationary sequence. Then the density of the above mentioned new probability measure can be obtained as a fixed point of this operator.