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A new approach to the construction of multi-dimensional diffusion processes via Dirichlet forms and iso perimetric inequalities

Research Project

Project/Area Number 11440029
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionGraduate School of Mathematics, Nagoya University

Principal Investigator

OSADA Hirofumi  Nagoya University, Graduate school of mathemati professor, 大学院・多元数理科学研究科, 教授 (20177207)

Co-Investigator(Kenkyū-buntansha) LIANG Song  Nagoya University, Graduate school of mathemati Assistant, 大学院・多元数理科学研究科, 助手 (60324399)
ISHIGE Kazuhiro  Nagoya University, Graduate school of mathemati Associate Professor, 大学院・多元数理科学研究科, 助教授 (90272020)
HATTORI Tetsaya  Nagoya University, Graduate school of mathemati Associate Professor, 大学院・多元数理科学研究科, 助教授 (10180902)
UEMURA Hideaki  Aichi Univ.of Education, Dops.of Math, Scien AP., 教育学部, 助教授 (30203483)
SHINODA Masato  Nara Women's University, Facs Science, Leeture, 理学部, 講師 (50271044)
千代延 大造  名古屋大学, 大学院・多元数理科学研究科, 助手 (50197638)
市原 完治  名古屋大学, 大学院・多元数理科学研究科, 助教授 (00112293)
Project Period (FY) 1999 – 2002
Project Status Completed (Fiscal Year 2002)
Budget Amount *help
¥12,900,000 (Direct Cost: ¥12,900,000)
Fiscal Year 2002: ¥3,500,000 (Direct Cost: ¥3,500,000)
Fiscal Year 2001: ¥3,300,000 (Direct Cost: ¥3,300,000)
Fiscal Year 2000: ¥3,000,000 (Direct Cost: ¥3,000,000)
Fiscal Year 1999: ¥3,100,000 (Direct Cost: ¥3,100,000)
Keywordsdiffusion processes / Dirichlet forms / Fractal / Sierpinski Carpet / Iso perimetic inequality / Marka process / Random Matrix / determinantal randomu-point field / Dirichlet form / heat kernel / ディリクレ形式 / パーコレーション
Research Abstract

The purpose of this research is by using a method the head investigator developed to construct diffusion on infinitely ramified fractals such as Sierpinski carpets, configuration spaces and path spaces. These space are outstandingly of interest and hard to construct nice diffusion processes by using usual methods.
In case of fractals we construct diffusion processes which are self-similar and reversible with respect to the Hausdroff measures on the fractals. We used here the method of singular time change. As for random fractals we introduce "bubbles" which has a statistical self-similarity. Although we construct diffusion by using our general theory based on Dirichlet form approach, the detailed investigation of them are future's themes.
Some new facts about percolation on fractal lattices are discovered. As for infinite particle systems, we construct diffusions whose stationary measures are so-called "determinantal random point fields". This class of probability measures is very interesting because they are related to random matrix theory and special functions such as Airy functions. This class of probability measures Are different from Ruelle's class Gibbs measures and, I suppose, will be studied extensively in future. As for path spaces we construct diffusions whose invariant measures are Gibbs measures on path spaces, which we also constructed in a course of this research.

Report

(5 results)
  • 2002 Annual Research Report   Final Research Report Summary
  • 2001 Annual Research Report
  • 2000 Annual Research Report
  • 1999 Annual Research Report
  • Research Products

    (63 results)

All Other

All Publications (63 results)

  • [Publications] Osada, Hirofumi: "Gibbs measures relative to Brownian motion"Ann. Probab. 27. 1183-1207 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Osada, Hirofumi: "A family of diffusion processes on Sierpinski carpets"Probab. Theory Related Fields. 119. 275-310 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Osada, Hirofumi: "Tagged particles of interacting Brownian motions with skew symmetric drifts"Monte Carlo Methods Appl.. 7. 339-348 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Hariya, Yuu: "Diffusion processes on path spaces with interactions"Rev. Math. Phys.. 13. 199-220 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Osada, Hirofumi: "Harnack inequalities for exotic Brownian motions"Kyushu J. Math. 56. 363-380 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Ichihara, Kanji: "Long time asymptotic properties of heat kernels on negatively curved Riemannian manifolds"Infin. Dimens. Anal. Quantum Probab. Relat. Top. 4. 377-400 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Ichihara, Kanji: "Large deviation for pinned covering diffusion"Bull. Sci. Math.. 125. 529-551 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Ichihara, Kanji: "Birth and death processes in randomly fluctuating environments"Nagoya Math. J.. 166. 93-115 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Hara, Takashi: "Triviality of hierarchical Ising model in four dimensions."Comm. Math. Phys. 220. 13-40 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Hambly, B. M.: "Self-repelling walk on the SierpiY'nski gasket"Probab. Theory Related Fields. 124. 1-25 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Hattori, Tetsuya: "Renormalization group analysis of the self-avoiding paths on the $d$-dimensional SierpiY'nski gaskets"J. Statist. Phys. 109. 39-66 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Uemura, Hideaki: "Plane wave decomposition of odd-dimensional Brownian local times"J. Math. Kyoto Univ.. 39. 365-375 (1999)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Uemura, Hideaki: "Plane wave decomposition of even-dimensional Brownian local times"J. Funct. Anal. 173. 481-496 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Uemura, Hideaki: "Substitution to parametrized generalized Wiener functionals and pinned Brownian local times"Bull. Sci. Math. 125. 457-479 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Shinoda, Masato: "Existence of phase transition of percolation on SierpiY'nski carpet lattices"J. Appl. Probab.. 39. 1-10 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Shinoda Masato: "Non-Existence of phase transition of oriented percolation on SierpiY'nski carpet lattices"Probab. Theory Related Fields. (to appear).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Sugiura, Makoto: "Asymptotic behaviors on the small parameter exit problems and the singularly perturbation problems"Ryukyu Math. J.. 14. 79-118 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Chivonobu, Taizo: "A limit formula for a class of Gibbs measures with long range pair interactions"J. Math. Sci. Univ. Tokyo. 7. 463-486 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Chiyonobu, Taizo: "Hypothesis testing for signal detection problem and large deviations"Nagoya. Math. J.. 162. 187-203 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Kusuoka, Shigeo: "Laplace approximations for sums of independent random vectors"Probab. Theory Related Fields. 116. 221-238 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Liang, Song: "Laplace approximations for sums of independent random vectors---the degenerate case"J. Math. Sci. Univ. Tokyo. 7. 195-220 (2000)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Kusuoka, Shigeo: "Laplace approximations for diffusion processes on torus: nondegenerate case"J. Math. Sci. Univ. Tokyo. 8. 43-70 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Ishige, Kazuhiro: "Blow-up time and blow-up set of the solutions for semilinear heat equations with large diffusion"Adv. Differential Equations. 7. 1003-1024 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Osada,Hirofumi: "Spohn. Herbert Gibbs measures relative to Brownian motion"Ann.Probab. 27,no.3. 1183-1207 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Osada,Hirofumi: "A family of diffusion processes on Sierpmski carpets"Probab.Theory Related Fields. 119,no.2. 275-310 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Osada,Hirofumi: "Tagged particles of interacting Brownian motions with skew symmetric drifts."Monte Carlo Methods Appl. 7,no.3-4. 339-348 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Hariya,Yuu, Osada,Hirofumi: "Diffusion processes on path spaces with Interactions"Rev.Math.Phys.. 13,no.2. 199-220 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Osada,Hirofumi: "Harnack inequalities for exotic Brownian motions"Kyushu J.Math.. 56,no.2. 363-380 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Ichihara,Kanji: "Long time asymptotic properties of heat kernels on negatively curved Riemannian manifolds"Infin.Dimens.Anal.Quantum Probab.Relat.Top.. 4,no.3. 377-400 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Ichihara,Kanji: "Large deviation for pinned covering diffusion"Bull.Sci.Math.. 125,no.6-7. 529-551 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Ichihara,Kanji: "Birth and death processes in randomly fluctuating environments"Nagoya Math.J.. 166. 93-115 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Hara,Takashi, Hattori,Tetsuya, Watanabe,Hiroshi: "Triviality of hierarchical Ising model in four dimensions"Comm.Math.Phys.. 220,no.1. 13-40 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Hambly,B.M., Hattori,Kumiko, Hattori,Tetsuya: "Self-repelling walk on the SierpiY'nski gasket"Probab.Theory Related Fields. 124. 1-25 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Hattori,Tetsuya, Tsuda,Toshiro: "Renormalization group analysis of the self-avoiding paths on the $d$-dimensional SierpiY'nski gaskets"J.Statist.Phys.. 109,no.1-2. 39-66 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Uemura,Hideaki: "Plane wave decomposition of odd-dimensional Brownian local times"J.Math.Kyoto Univ.. 39,no.2. 365-375 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Uemura,Hideaki: "Plane wave decomposition of even-dimensional Brownian local times"J.Funct.Anal.. 173,no.2. 481-496 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Uemura,Hideaki: "Substitution to parametrized generalized Wiener functionals and pinned Brownian local times"Bull.Sci.Math.. 125,no.6-7. 457-479 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Shinoda,Masato: "Existence of phase transition of percolation on SierpiY'nski carpet lattices"J.Appl.Probab.. 39,no.1. 1-10 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Shinoda,Masato: "Existence of phase transition of percolation on SierpiY'nski carpet lattices"(to appear in Probab. Theory relate. Fields).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Suqiura,Makoto: "Asymptotic behaviors on the small parameter exit problems and the singularly perturbation problems"Ryukyu Math.J.. 14. 79-118 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Chiyonobu,Taizo: "A limit formula for a class of Gibbs measures with long range pair interactions"J.Math.Sci.Univ.Tokyo. 7,no.3. 463-486 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Chiyonobu,Taizo: "Hypothesis testing for signal detection problem and large deviations"Nagoya Math.J.. 162. 187-203 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Kusuoka,Shigeo, Liang,Song: "Laplace approximations for sums of independent random vectors"Probab.Theory Related Fields. 116,no.2. 221-238 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Liang,Song: "Laplace approximations for sums of independent random vectors---the degenerate case"J.Math.Sci.Univ.Tokyo. 7,no.2. 195-220 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Kusuoka,Shigeo, Liang,Song: "Laplace approximations for diffusion processes on torus : nondegenerate case"J.Math.Sci.Univ.Tokyo. 8,no.1. 43-70 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Ishige,Kazuhiro: "Blow-up time and blow-up set of the solutions for semilinear heat equations with large diffusion"Adv.Differential Equations. 7,no.8. 1003-1024 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2002 Final Research Report Summary
  • [Publications] Osada, Hirofumi: "Harnack inequalities for exotic Brownian motions"Kyushu J. Math. 56. 363-380 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Hambly, B.M., Hattori, Kumiko, Hattori, Tetsuya: "Self-repelling walk on the Sierpi\'nski gasket"Probab. Theory Related Fields. 124. 1-25 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Hattori, Tetsuya, Tsuda, Toshiro: "Renormalization group analysis of the self-avoiding paths on the $d$-dimensional Sierpi\'nski gaskets"J. Statist. Phys. 109. 39-66 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Shinoda, Masato: "Existence of phase transition of percolation on Sierpi\'nski carpet lattices"J. Appl. Probab.. 39. 1-10 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Ishige, Kazuhiro: "Blow-up time and blow-up set of the solutions for semilinear heat equations with large diffusion"Adv. Differential Equations. 7. 1003-1024 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] H.Osada: "Tagged particles of interacting Brownian motions with skew symmetric drifts"Monte Carlo Methods Appl.. 7 no 3-4. 339-348 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] H.Hariya: "Diffusion processes on path spaces with interactions"Rev.Math.Phys.. 13 no 2. 199-220 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] H.Osada: "A family of diffusion processes on Sierpinski carpets"Probab.Theory Related Fields. 119 no 2. 275-310 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] K.Ichihara: "Large deviation for pinned covering diffusion"Bull.Sci.math.. 125 no 6-7. 529-551 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] Yuu Hariya: "Diffusion processes on path Spaces with interactions"Rev.Math.Phys.. (to appear).

    • Related Report
      2000 Annual Research Report
  • [Publications] Hirofumi Osada: "A family of diffusion processes on Sierpinski Carpet"Probab.Theory and Related Fields. (to appear). (2001)

    • Related Report
      2000 Annual Research Report
  • [Publications] S.Kusuoka : "Laplace approximations for sums of independent random vectors"Probab.Theory and Related Fields. 116-2. 221-238 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] Song Liang: "Laplace approximations for sums of independent random vectors -the degenerate case-"J.Math.Sci.Univ.Tokyo. 7. 195-220 (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] T.Chiyonobu: "A limit formula for a class of Gibbs measures with long range pair interactions"J.Math.Sci.Univ.Tokyo. (in press).

    • Related Report
      2000 Annual Research Report
  • [Publications] Hirofumi Osada: "Gibbs measures relative to Brownian motion"The Annals of Probability. 27・3. 1183-1207 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] Hideaki Uemura: "Plane wave decomposition of odd-dimensional Brownian local times"Journal of Mathematics of Kyoto University. 39・2. 365-375 (1999)

    • Related Report
      1999 Annual Research Report
  • [Publications] Tetsuya Hattori: "A limit theorem for Bohr-Jessen's probability measures of the Riemann zeta-function"Journal fur die reine and angewandte Mathematik. 57. 219-232 (1999)

    • Related Report
      1999 Annual Research Report

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Published: 1999-04-01   Modified: 2016-04-21  

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