Finite Correlation Time

  • Leonid I. Piterbarg
  • Alexander G. Ostrovskii


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.


Velocity Field Correlation Time Central Limit Theorem Random Matrice Tracer Concentration 
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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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