Fractional Brownian Motion Limit for a Model of Turbulent Transport

Details Fractional Brownian Motion Limit for a Model of Turbulent Transport Fractional Brownian Motion Limit for a Model of Turbulent Transport

1999-06-09

arxiv.org/abs/math/9906052v1

Mathematics

Probability

Scientific paper

Passive scalar motion in a family of random Gaussian velocity fields with
long-range correlations is shown to converge to persistent fractional Brownian
motions in long times.

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