The statistical equilibrium of an isotropic stochastic flow with negative lyapounov exponents is trivial

  • R. W. R. Darling
  • Yves Le Jan
Chapter
Part of the Lecture Notes in Mathematics book series (LNM, volume 1321)

Abstract

It is well known that every stochastic flow on Rd, whose one-point motion has an invariant measure m, gives rise to a measure-valued process (vt, t≥0) with v0=m, which converges almost surely to a random measure ℝd, called the statistical equilibrium. We prove here that if the flow is spatially homogeneous and isotropic, and if either the covariance is smooth and the top Lyapounov exponent is strictly negative, or if the flow is “of coalescing type” (these phenomena can only occur when d≤3), then v=0 a.s.

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References

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    P.H. Baxendale and T.E. Harris, Isotropic stochastic flows, Annals of Probability 14, 1155–1179 (1986).MathSciNetCrossRefMATHGoogle Scholar
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    R.W.R. Darling, Constructing nonhomeomorphic stochastic flows, Memoirs of the AMS 376, (1987)Google Scholar
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    R.W.R. Darling, Rate of growth of the coalescent set in a coalescing stochastic flow, Stochastics (1988).Google Scholar
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    Y.Le Jan, On isotropic Brownian motions, Z.f. Wahrsch. 70, 609–620 (1985).MathSciNetCrossRefGoogle Scholar
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    Y.Le Jan, Equilibre statistique pour les produits de difféomorphismes aléatoires indépendants. Ann. Inst. H. Poincaré 23, 111–120 (1987).MATHGoogle Scholar

Copyright information

© Springer-Verlag 1988

Authors and Affiliations

  • R. W. R. Darling
    • 1
    • 2
  • Yves Le Jan
    • 1
    • 2
  1. 1.Mathematics DeptUniversity of South FloridaTampa
  2. 2.Université Paris VI, Lab. de ProbabilitésParis Cedex 05

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