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Fractional Brownian Motion Limit for a Model of Turbulent Transport

Albert Fannjiang·Tomasz Komorowski
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Abstract

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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Albert Fannjiang, Tomasz Komorowski. 1999-06-09. Fractional Brownian Motion Limit for a Model of Turbulent Transport. https://arxiv.org/abs/math/9906052

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