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Finite Correlation Time

  • Leonid I. Piterbarg
  • Alexander G. Ostrovskii
Chapter

Abstract

All the approximations thus far considered address situations with infinitesimally small Eulerian correlation times τ E whereas the observation time t is of order 1. Here we will discuss the situation when τ E is fixed and t goes to infinity. Naively the two approaches should be the same. However their asymptotics are similar but not exactly identical. A definite advantage of the second approach is that it can be checked by numerical simulations.

Keywords

Velocity Field Correlation Time Central Limit Theorem Random Matrice Tracer Concentration 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media Dordrecht 1997

Authors and Affiliations

  • Leonid I. Piterbarg
    • 1
  • Alexander G. Ostrovskii
    • 2
  1. 1.Center for Applied Mathematical SciencesUniversity of Southern CaliforniaLos AngelesUSA
  2. 2.Research Institute for Applied MechanicsKyushu UniversityKasugaJapan

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