Sample path properties of the stochastic flows.

DOI10.1214/AOP/1078415827MaRDI QIDQ1879844zbMATH OpenOpenAlexFDO

Authors D. Dolgopyat, Leonid Koralov, Vadim Kaloshin

Publication date 15 September 2004

Published in The Annals of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0111011

central limit theorems Lyapunov exponents passive scalar random diffeomorphisms stochastic flows

Ergodicity, mixing, rates of mixing (37A25) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25) Random dynamical systems aspects of multiplicative ergodic theory, Lyapunov exponents (37H15) Central limit and other weak theorems (60F05) Large deviations (60F10) Sample path properties (60G17) Turbulent transport, mixing (76F25)

Abstract: We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the equilibrium state and the central limit theorem. The proof uses new estimates of the mixing rates of the multipoint motion.

Review text

Let \(\{x_t: t > 0\}\) be a stochastic flow of diffeomorphisms on a \(C^\infty\) smooth, connected, compact Riemannian manifold \(M\): \[ d x_t = \sum_{k=1}^d X(x_t)\circ d \theta_k(t) + X_0 (x_t) dt, \] where \(X_0, X_1, \ldots, X_d\) are \(C^\infty\)-vector fields on \(M\) and \(\vec \theta(t)= (\theta_1(t),\) \( \ldots, \theta_d(t))\) is a standard \({\mathbb R}^d\)-valued Brownian motion. Under certain conditions, the authors show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the equilibrium state and central limit theorems. Their proof uses new estimates of the mixing rates of the multi-point motion.

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