Moderate deviations for diffusions in a random gaussian shear flow drift
Annales de l'I.H.P. Probabilités et statistiques (2004)
- Volume: 40, Issue: 3, page 337-366
- ISSN: 0246-0203
Access Full Article
topHow to cite
topCastell, Fabienne. "Moderate deviations for diffusions in a random gaussian shear flow drift." Annales de l'I.H.P. Probabilités et statistiques 40.3 (2004): 337-366. <http://eudml.org/doc/77814>.
@article{Castell2004,
author = {Castell, Fabienne},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Large and moderate deviations; Additive functionals of Brownian motion; Random media; Anderson model},
language = {eng},
number = {3},
pages = {337-366},
publisher = {Elsevier},
title = {Moderate deviations for diffusions in a random gaussian shear flow drift},
url = {http://eudml.org/doc/77814},
volume = {40},
year = {2004},
}
TY - JOUR
AU - Castell, Fabienne
TI - Moderate deviations for diffusions in a random gaussian shear flow drift
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2004
PB - Elsevier
VL - 40
IS - 3
SP - 337
EP - 366
LA - eng
KW - Large and moderate deviations; Additive functionals of Brownian motion; Random media; Anderson model
UR - http://eudml.org/doc/77814
ER -
References
top- [1] A. Asselah, F. Castell, Quenched large deviations for diffusions in a random Gaussian shear flow drift, Stochastic Process. Appl.103 (1) (2003) 1-29. Zbl1075.60508MR1947958
- [2] A. Asselah, F. Castell, Large deviations for Brownian motion in a random scenery, Probab. Theory Related Fields, in press, DOI:10.1007/s00440-003-0276-0. Zbl1043.60018MR2001196
- [3] M. Avellaneda, A. Majda, Mathematical models with exact renormalization for turbulent transport, Comm. Math. Phys.131 (1990) 381-429. Zbl0703.76042MR1065678
- [4] M. Avellaneda, A. Majda, Mathematical models with exact renormalization for turbulent transport II, Comm. Math. Phys.146 (1992) 139-204. Zbl0754.76046MR1163672
- [5] M. Biskup, W. König, Long-time tails in the parabolic Anderson model with bounded potential, Ann. Probab.29 (2) (2001) 636-682. Zbl1018.60093MR1849173
- [6] H. Brezis, Analyse fonctionnelle. Théorie et applications, Collection Mathématiques Appliquées pour la Maîtrise, Masson, Paris, 1983. Zbl0511.46001MR697382
- [7] R. Carmona, Transport properties of Gaussian velocity fields, in: Real and Stochastic Analysis. Probab. Stochastics Series, CRC, Boca Raton, FL, 1997, pp. 9-63. Zbl0897.60051MR1464221
- [8] R. Carmona, L. Xu, Homogenization for time dependent 2-D incompressible Gaussian flows, Ann. Appl. Probab.7 (1) (1997) 265-279. Zbl0879.60063MR1428759
- [9] F. Castell, F. Pradeilles, Annealed large deviations for diffusions in a random Gaussian shear flow drift, Stochastic Process. Appl.94 (2001) 171-197. Zbl1051.60028MR1840830
- [10] T. Chiyonobu, S. Kusuoka, The large deviation principle for hypermixing processes, Probab. Theory Related Fields78 (4) (1988) 627-649. Zbl0634.60025MR950350
- [11] A. Dembo, O. Zeitouni, Large Deviations Techniques and Applications, Applications of Mathematics, vol. 38, Springer, New York, 1998. Zbl0896.60013MR1619036
- [12] M.D. Donsker, S.R.S. Varadhan, Asymptotic evaluation of certain Markov process expectations for large time, I, II, Comm. Pure Appl. Math.28 (1975) 1-47, Comm. Pure Appl. Math.28 (1975) 279-301. Zbl0348.60031MR386024
- [13] M.D. Donsker, S.R.S. Varadhan, Asymptotics for the Wiener sausage, Comm. Pure Appl. Math.28 (1975) 525-565. Zbl0333.60077MR397901
- [14] A. Fannjiang, T. Komorowski, A martingale approach to homogenization of unbounded random flows, Ann. Probab.25 (1997) 1872-1894. Zbl0902.60028MR1487440
- [15] A. Fannjiang, T. Komorowski, An invariance principle for diffusion in turbulence, Ann. Probab.27 (2) (1999) 751-781. Zbl0943.60030MR1698963
- [16] A. Fannjiang, T. Komorowski, Turbulent diffusion in Markovian flows, Ann. Appl. Probab.9 (3) (1999) 591-610. Zbl0960.60034MR1722274
- [17] A. Fannjiang, T. Komorowski, Fractional Brownian motion limit for a model of turbulent transport, Ann. Appl. Probab.10 (2000) 1100-1120. Zbl1073.60532MR1810866
- [18] A. Fannjiang, T. Komorowski, Diffusive and nondiffusive limits of transport in nonmixing flows, SIAM J. Appl. Math.62 (3) (2002) 909-923. Zbl0995.60036MR1897728
- [19] A. Fannjiang, G. Papanicolaou, Diffusion in turbulence, Probab. Theory Related Fields105 (3) (1996) 279-334. Zbl0847.60062MR1425865
- [20] J. Gärtner, W. König, Moment asymptotics for the continuous parabolic Anderson model, Ann. Appl. Probab.10 (1) (2000) 192-217. Zbl1171.60359MR1765208
- [21] J. Gärtner, W. König, S.A. Molchanov, Almost sure asymptotics for the continuous parabolic Anderson model, Probab. Theory Related Fields118 (4) (2000) 547-573. Zbl0972.60056MR1808375
- [22] J. Gärtner, S.A. Molchanov, Parabolic problems for the Anderson model I. Intermittency and related topics, Comm. Math. Phys.132 (1990) 613-655. Zbl0711.60055MR1069840
- [23] J. Gärtner, S.A. Molchanov, Parabolic problems for the Anderson model II. Second order asymptotics ans structure of high peaks, Probab. Theory Related Fields111 (1998) 17-55. Zbl0909.60040MR1626766
- [24] D. Horntrop, A. Majda, Subtle statistical behavior in simple models for random advection-diffusion, J. Math. Sci. Univ. Tokyo1 (1) (1994) 23-70. Zbl0813.76073MR1298540
- [25] H. Kesten, F. Spitzer, A limit theorem related to a new class of self-similar processes, Z. Wahrsch. Verw. Gebiete50 (1) (1979) 5-25. Zbl0396.60037MR550121
- [26] T. Komorowski, S. Olla, On the superdiffusive behavior of passive tracer with a Gaussian drift, J. Statist. Phys.108 (3–4) (2002) 647-668. Zbl1158.76329
- [27] C. Landim, S. Olla, H.T. Yau, Convection-diffusion equation with space-time ergodic random flow, Probab. Theory Related Fields112 (2) (1998) 203-220. Zbl0914.60070MR1653837
- [28] G. Matheron, G. de Marsily, Is transport in porous media always diffusive? A counterexample, Water Resources Res.16 (1980) 901-907.
- [29] F. Merkl, M.V. Wüthrich, Phase transition of the principal Dirichlet eigenvalue in a scaled Poissonian potential, Probab. Theory Related Fields119 (2001) 475-507. Zbl1037.82022MR1826404
- [30] F. Merkl, M.V. Wüthrich, Annealed survival asymptotics for Brownian motion in a scaled Poissonian potential, Stochastic Process. Appl.96 (2001) 191-211. Zbl1062.82022MR1865355
- [31] F. Merkl, M.V. Wüthrich, Infinite volume asymptotics of the ground state energy in a scaled Poissonian potential, Ann. I.H. Poincaré-PR38 (3) (2002) 253-284. Zbl0996.82036MR1899454
- [32] L. Piterbarg, Short-correlation approximation in models of turbulent diffusion, in: Stochastic Models in Geosystems, Minneapolis, MN, 1994, IMA Vol. Math. Appl., vol. 85, Springer, New York, 1997, pp. 313-352. Zbl0866.60073MR1480980
- [33] E.M. Stein, Singular Integrals and Differentiability Properties of Functions, Princeton Mathematical Series, vol. 30, Princeton University Press, Princeton, NJ, 1970. Zbl0207.13501MR290095
- [34] A.S. Sznitman, Brownian Motion, Obstacles and Random Media, Springer Monographs in Mathematics, Springer, Berlin, 1998. Zbl0973.60003MR1717054
- [35] M. Talagrand, Sharper bounds for Gaussians and empirical processes, Ann. Probab.22 (1) (1994) 28-76. Zbl0798.60051MR1258865
Citations in EuDML Documents
topNotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.