Homogenization of random transport along periodic two-dimensional flows

We present a model for random transport along periodic two-dimensional flows and use the concept of rotation numbers from dynamical systems to prove a functional central limit theorem for this model. The limiting law turns out to be a stable Lévy process.

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Year of publication:	2009
Authors:	Franke, Brice
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 119.2009, 2, p. 327-346
Publisher:	Elsevier
Keywords:	Rotation number Stable Lévy process Central limit theorem Random-dynamical system

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008874469