• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to previous page

Symmetric Markov processes and large deviation theory

Research Project

Project/Area Number 12640099
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionTohoku University

Principal Investigator

TAKEDA Masayoshi  Tohoku University, Graduate School of Science, Professor, 大学院・理学研究科, 教授 (30179650)

Co-Investigator(Kenkyū-buntansha) OSHIMA Yuichi  Kumamoto University, Faculty of Engineering, 工学部, 教授 (20040404)
TACHIZAWA Kazuya  Tohoku University, Graduate School of Science, Associate Professor, 大学院・理学研究科, 助教授 (80227090)
TSUTSUMI Yoshiro  Tohoku University, Graduate School of Science, Professor, 大学院・理学研究科, 教授 (10180027)
Project Period (FY) 2000 – 2001
Project Status Completed (Fiscal Year 2001)
Budget Amount *help
¥2,700,000 (Direct Cost: ¥2,700,000)
Fiscal Year 2001: ¥1,100,000 (Direct Cost: ¥1,100,000)
Fiscal Year 2000: ¥1,600,000 (Direct Cost: ¥1,600,000)
KeywordsSymmetric Markov processes / large deviation / Diricblet form / additive functional / ディリクン形式 / ブラウン運動
Research Abstract

The integrability of Feynman-Kac functional is called gaugeability or conditional gaugeability. The conditional gaugeability is closely related to the subcriticality of Schrodinger operators, that is, the existence of the Green function. In this study, we obtained a necessary and sufficient condition for conditional gaugeability; moreover we showed the equivalence between conditional gaugeability and subcriticality of generalized Schrodinger operators. We applied this condition to show the subcriticality of concrete Schrodinger operators; for example, we considered the Schrodinger operator whose potential is the surface measure of sphare. We obtained a necessary and sufficient condition the Schrodinger operator being subcritical in terms of the radius of the sphere. To prove the necessary and sufficient condition for conditional gaugeability, we extended the full large deviation principle of Donsker-Varadhan type to symmetric Markov processes with finite lifetime and applied it to a time changed process of the Brownian motion.

Report

(3 results)
  • 2001 Annual Research Report   Final Research Report Summary
  • 2000 Annual Research Report
  • Research Products

    (18 results)

All Other

All Publications (18 results)

  • [Publications] 竹田雅好: "Some variational formulas on additive functionals of symmetric Maskov chains"Proceedings of Amer. Math. Soc.. (in Press).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 竹田雅好: "Conditional gaugeability and subcriticality of geueraliged sclivadinger operators"J. Fumct. Anal.. (in Press).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 堤誉志雄: "非線形波動方程式の解の大域存在と爆発"数学. 53・2. 139-156 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 立澤一哉: "On weigbted dyadic Carleson's inequalities"J. Inequal. Appl.. 6・4. 415-433 (2001)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 大島洋一: "On the exceptionality of some polar sets of time inhomogeneous Marikov processes"Tohoku Math. J.. (in Press).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] M. Takeda: "Some variation formulas on additive functional of symmetric Markov chains"Proceeding of Amer. Math. Soc.. (in press).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] M. Takeda: "Conditional gaugealility and subcriticality of generalized Schrodinger operators"J. Funct. Anal.. (in press).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y. Tsutsumi: "Global existence and explosion of solution of non-linear wave equations"Mathematics. 53-2. 139-156 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] K. Tachizawa: "On weighted dyadic Carleson's inegualities"J. Inegual, Appl.. 6-4. 415-433 (2001)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] Y. Oshima: "On the exceptionality of some polar sets of time inhomogeueous Markov processes"Tohoku Math. J. (in press).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2001 Final Research Report Summary
  • [Publications] 竹田 雅好: "Some variational formulas on additive funtionals of symmetry Markov chains"Proceedings of Amer, Math. Soc.. (in press).

    • Related Report
      2001 Annual Research Report
  • [Publications] 竹田 雅好: "Conditional gaugeability and subcriticality of generalized Schrodinger operators"J.Funct. Anal. (in press).

    • Related Report
      2001 Annual Research Report
  • [Publications] 堤 誉志雄: "非線形波動方程式の解の大域存在と爆発"数学. 53・2. 139-156 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] 大島 洋一: "On the exceptionality of some semipolar sets of time inhonogeneous Markou processes"Tohoku Math.J.. (in press).

    • Related Report
      2001 Annual Research Report
  • [Publications] 立澤 一哉: "On weighted dyadic Carleson's inequalities"J.Inequalities and Applications. 6・4. 415-433 (2001)

    • Related Report
      2001 Annual Research Report
  • [Publications] 竹田雅好: "L^P-independence of the spectral radius of symmetric Markov semigroups"Proceedings of "Stochastic Processes, Physics and Geometry : New Interplays . (in Press). (2000)

    • Related Report
      2000 Annual Research Report
  • [Publications] 竹田雅好: "Some variational formulas on additive functionals of symmetric Markov chains"Proceedings of AMS. (in Press).

    • Related Report
      2000 Annual Research Report
  • [Publications] 堤誉志雄: "On the coupled system of nonlinear wave equations with different propagation speeds."Banach Center Publ.. 52. 181-188 (2000)

    • Related Report
      2000 Annual Research Report

URL: 

Published: 2000-04-01   Modified: 2016-04-21  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi