A quenched local limit theorem for stochastic flows

We consider a particle undergoing Brownian motion in Euclidean space of any dimension, forced by a Gaussian random velocity field that is white in time and smooth in space. We show that conditional on the velocity field, the quenched density of the particle after a long time can be approximated pointwise by the product of a deterministic Gaussian density and a spacetime-stationary random field U. If the velocity field is additionally assumed to be incompressible, then U≡1 almost surely and we obtain a local central limit theorem.

Duke Scholars

Author Alexander J Dunlap Mathematics