The Annals of Applied Probability

On stationarity of Lagrangian observations of passive tracer velocity in a compressible environment

Tomasz Komorowski and Grzegorz Krupa

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Abstract

We study the transport of a passive tracer particle in a steady strongly mixing flow with a nonzero mean velocity. We show that there exists a probability measure under which the particle Lagrangian velocity process is stationary. This measure is absolutely continuous with respect to the underlying probability measure for the Eulerian flow.

Article information

Source
Ann. Appl. Probab., Volume 14, Number 4 (2004), 1666-1697.

Dates
First available in Project Euclid: 5 November 2004

Permanent link to this document
https://projecteuclid.org/euclid.aoap/1099674074

Digital Object Identifier
doi:10.1214/105051604000000945

Mathematical Reviews number (MathSciNet)
MR2099648

Zentralblatt MATH identifier
1075.60021

Subjects
Primary: 60F17: Functional limit theorems; invariance principles 35B27: Homogenization; equations in media with periodic structure [See also 74Qxx, 76M50]
Secondary: 60G44: Martingales with continuous parameter

Keywords
Random field diffusions in random media Lagrangian process invariant measure

Citation

Komorowski, Tomasz; Krupa, Grzegorz. On stationarity of Lagrangian observations of passive tracer velocity in a compressible environment. Ann. Appl. Probab. 14 (2004), no. 4, 1666--1697. doi:10.1214/105051604000000945. https://projecteuclid.org/euclid.aoap/1099674074


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