A Central Limit Theorem for isotropic flows |
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| Authors: | M Cranston Yves Le Jan |
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| Institution: | 1. Department of Mathematics, University of California, Irvine, Irvine, CA 92612, USA;2. Department de Mathematiques, Universitè de Paris Sud, Batiment 425, Orsay, France |
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| Abstract: | We establish that the image of a measure, which satisfies a certain energy condition, moving under a standard isotropic Brownian flow will, when properly scaled, have an asymptotically normal distribution under almost every realization of the flow. We derive the same result for an initial point mass moved by an isotropic Kraichnan flow. |
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| Keywords: | primary 60F05 60F10 secondary 60E07 60G70 |
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