On the divergence and vorticity of vector ambit fields

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This paper studies the asymptotic behaviour of the flux and circulation of a subclass of random fields within the family of 2-dimensional vector ambit fields. We show that, under proper normalization, the flux and the circulation converge stably in distribution to certain stationary random fields that are defined as line integrals of a Lévy basis. A full description of the rates of convergence and the limiting fields is given in terms of the roughness of the background driving Lévy basis and the geometry of the ambit set involved. We further discuss the connection of our results with the classical Divergence and Vorticity Theorems. Finally, we introduce a class of models that are capable to reflect stationarity, isotropy and null divergence as key properties.

OriginalsprogEngelsk
TidsskriftStochastic Processes and Their Applications
Vol/bind130
Nummer10
Sider (fra-til)6184-6225
Antal sider42
ISSN0304-4149
DOI
StatusUdgivet - okt. 2020

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