Math @ Duke
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Publications [#371971] of Alexander J Dunlap
Papers Published
- Dunlap, A; Gu, Y, A quenched local limit theorem for stochastic flows,
Journal of Functional Analysis, vol. 282 no. 6
(March, 2022) [doi]
(last updated on 2025/05/10)
Abstract: 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.
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