Ergodicity and fluctuations of a fluid particle driven by diffusions with jumps

DOI10.4310/CMS.2016.V14.N2.A2zbMATH Open1337.60195OpenAlexW2964289863MaRDI QIDQ259352FDOQ259352

Authors Guodong Pang, Nikola Sandrić

Publication date 11 March 2016

Published in Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1502.04440

zbMATH Keywords

ergodicitycentral limit theoremjumpsdiffusionlaw of large numbersFeller processfluid particlesemi-martingale characteristicsturbulent fluidLévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Diffusion processes (60J60) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Sample path properties (60G17) Applications of stochastic analysis (to PDEs, etc.) (60H30) Turbulence (76F99)

Abstract: In this paper, we study the long-time behavior of a fluid particle immersed in a turbulent fluid driven by a diffusion with jumps, that is, a Feller process associated with a non-local operator. We derive the law of large numbers and central limit theorem for the evolution process of the tracked fluid particle in the cases when the driving process: (i) has periodic coefficients, (ii) is ergodic or (iii) is a class of L'evy processes. The presented results generalize the classical and well-known results for fluid flows driven by elliptic diffusion processes.

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Cited in

(4)

• Subexponential upper and lower bounds in Wasserstein distance for Markov processes
• On sub-geometric ergodicity of diffusion processes
• Periodic homogenization of a Lévy-type process with small jumps
• Ergodicity of Lévy-type processes

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