Time-scales for Gaussian approximation and its breakdown under a hierarchy of periodic spatial heterogeneities (Q1903606)

Let a solute particle be moving in a velocity field \(b(x) + \beta(x/a)\) and subject to a white noise perturbation; here \(a\) is a large scalar parameter. In the range \(1 \ll t \ll a^{2/3}\), the position \(X\) of the object is asymptotically Gaussian if \(b\) is periodic and \(\beta\) Lipschitzian. After this initial period, the object begins to feel the effects of the fluctuations in the large scale velocity field. In the range \(t \gg a^2\), with both \(b\) and \(\beta\) periodic and divergence-free, the Gaussian approximation may be valid. But if \(a \ll t \leq O(a^2)\), there is some kind of phase change and the scaling is most likely to different from that in other ranges.