Mathematics – Probability
Scientific paper
2009-01-19
Annals of Probability 2008, Vol. 36, No. 6, 1999-2049
Mathematics
Probability
Published in at http://dx.doi.org/10.1214/07-AOP372 the Annals of Probability (http://www.imstat.org/aop/) by the Institute of
Scientific paper
10.1214/07-AOP372
We consider a process on $\mathbb{T}^2$, which consists of fast motion along the stream lines of an incompressible periodic vector field perturbed by white noise. It gives rise to a process on the graph naturally associated to the structure of the stream lines of the unperturbed flow. It has been shown by Freidlin and Wentzell [Random Perturbations of Dynamical Systems, 2nd ed. Springer, New York (1998)] and [Mem. Amer. Math. Soc. 109 (1994)] that if the stream function of the flow is periodic, then the corresponding process on the graph weakly converges to a Markov process. We consider the situation where the stream function is not periodic, and the flow (when considered on the torus) has an ergodic component of positive measure. We show that if the rotation number is Diophantine, then the process on the graph still converges to a Markov process, which spends a positive proportion of time in the vertex corresponding to the ergodic component of the flow.
Dolgopyat Dmitry
Koralov Leonid
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