Finite time approach to equilibrium in a fractional Brownian velocity field (Q2370003)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Finite time approach to equilibrium in a fractional Brownian velocity field
scientific article

    Statements

    Finite time approach to equilibrium in a fractional Brownian velocity field (English)
    0 references
    0 references
    0 references
    0 references
    21 June 2007
    0 references
    This article studies the solution to the equation arising in a fractional Brownian motion with Hurst exponent. It is showed that for almost all realizations of the Brownian motion the trajectory reaches in finite time the nearest equilibrium point and that it will stay in it forever. The problem is motivated by studying the separation between two particles in a Gaussian velocity field which satisfies a local self-similarity hypothesis. The main tools are the time reversibility properties of the Brownian motion law.
    0 references
    0 references
    0 references
    0 references
    0 references
    passive tracer
    0 references
    fractional Brownian motion
    0 references
    two points separation function
    0 references
    0 references