Article ID: | iaor1997411 |
Country: | United Kingdom |
Volume: | 28 |
Issue: | 1 |
Start Page Number: | 53 |
End Page Number: | 74 |
Publication Date: | Mar 1996 |
Journal: | Advances in Applied Probability |
Authors: | Zirbel Craig L., inlar Erhan |
Keywords: | probability |
The authors study the dispersion of a collection of particles carried by an isotropic Brownian flow in ℝ’àd. Of particular interest are the center of mass and the centered spatial second moments. Their asymptotic behavior depends strongly on the spatial dimension and the largest Lyapunov exponent of the flow. The authors use estimates for the pair separation process to give a fairly complete picture of this behavior as