Publication: Lyapunov exponents of poisson shot-noise velocity fields
Program
KU-Authors
KU Authors
Co-Authors
Cinlar, Erhan
Advisor
Publication Date
Language
English
Type
Journal Title
Journal ISSN
Volume Title
Abstract
We consider the Lyapunov exponents of flows generated by a class of Markovian velocity fields. The existence of the exponents is obtained for Rows on a compact set, but with the most general form of the velocity field. As a particular class, we study the homogeneous and incompressible Rows. In this case, the exponents are nonrandom, free of the: initial position of the particle path, and their sum is zero. We numerically compute the top Lyapunov exponent on R(2) for a range of parameters to conjecture that it is strictly positive.
Source:
Stochastic Processes and Their Applications
Publisher:
Elsevier Science Bv
Keywords:
Subject
Statistics, Probability