W show that the motion of a particle advected by a random Gaussian
velocity field with long-range correlations converges to a fractional Brownian
motion in the long time limit.
@article{1019487608,
author = {Fannjiang, Albert and Komorowski, Tomasz},
title = {Fractional Brownian motions in a limit of turbulent
transport},
journal = {Ann. Appl. Probab.},
volume = {10},
number = {2},
year = {2000},
pages = { 1100-1120},
language = {en},
url = {http://dml.mathdoc.fr/item/1019487608}
}
Fannjiang, Albert; Komorowski, Tomasz. Fractional Brownian motions in a limit of turbulent
transport. Ann. Appl. Probab., Tome 10 (2000) no. 2, pp. 1100-1120. http://gdmltest.u-ga.fr/item/1019487608/