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INteraction between probability and analysis on disordered media

Research Project

Project/Area Number 14540113
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 InstitutionKYOTO UNIVERSITY

Principal Investigator

KUMAGAI Takashi  KYOTO UNIVERSITY, Research Institute for Mathematical Sciences, Associate Professor, 数理解析研究所, 助教授 (90234509)

Co-Investigator(Kenkyū-buntansha) SHIGEKAWA Ichiro  KYOTO UNIVERSITY, Graduate School of Science/Faculty of Science, Professor, 理学研究科, 教授 (00127234)
TAKAHASHI Yoichiro  KYOTO UNIVERSITY, Research Institute for Mathematical Sciences, Professor, 数理解析研究所, 教授 (20033889)
WATANABE Shinzo  Ritsumeikan University, Faculty of Science and Engineering, Professor, 理工学部, 教授 (90025297)
HINO Masanori  KYOTO UNIVERSITY, Graduate School of Informatics, Associate Professor, 情報学研究科, 助教授 (40303888)
KIGAMI Jun  KYOTO UNIVERSITY, Graduate School of Informatics, Professor, 情報学研究科, 教授 (90202035)
Project Period (FY) 2002 – 2003
Project Status Completed (Fiscal Year 2003)
Budget Amount *help
¥4,100,000 (Direct Cost: ¥4,100,000)
Fiscal Year 2003: ¥1,200,000 (Direct Cost: ¥1,200,000)
Fiscal Year 2002: ¥2,900,000 (Direct Cost: ¥2,900,000)
KeywordsDisordered media / Heat kernel / Nash Inequality / Parabolic Harnack inequality / Besov space / Jump-type stochastic process / Homogenization / ソボレフ空間 / 拡散過程 / 無限次元空間
Research Abstract

1.We have obtained new results for the problem to construct diffusion processes penetrating disordered media and to study properties of the processes when there are countable number of disordered media on a space. When domains of Dirichlet forms on each medium are Besov spaces, we apply the theory of Besov spaces and construct the penetrating diffusion process. We also obtain a short time asymptotic behavior of the heat kernel for the process and express the "most probable path" by means of the solution of variational formula of energy functions. This is a joint work with B.M.Hambly and appears in Probab. Theory Relat. Fields.
2.We have constructed jump-type processes on d-sets (fractal sets) and obtained detailed heat kernel estimates of the processes. The corresponding domains of Dirichlet forms are again Besov spaces and the trace formula of Besov spaces are very useful. Probabilistic techniques are used to obtain the off-diagonal estimates. Using the heat kernel estimates, we show transience/recurrence of the process and computed the Hausdorff dimension of the range of the process. This is a joint work with Z.Q.Chen and appears in Stoch. Proc. Their Appl.
3.We have studied the asymptotic behavior of the heat kernels for diffusion processes on self-similar sets. We prove an equivalence between the volume doubling property of the measure and some on-diagonal heat kernel estimates. Furthermore, we prove an equivalence between some estimates of escaping times plus local Nash inequalities and some type of heat kernel estimates from above.

Report

(3 results)
  • 2003 Annual Research Report   Final Research Report Summary
  • 2002 Annual Research Report
  • Research Products

    (79 results)

All Other

All Publications (79 results)

  • [Publications] Takashi Kumagai: "Some remarks for stable-like jump processes on fractals"In : Trends in Math., Fractals in Graz 2001 (P.Grabner and W.Woess (eds.)). 185-196 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Asymptotics for the spectral and walk dimension as fractals approach Euclidean space"Fractals. 10. 403-412 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Laws of the iterated logarithm for the range of random walks in two and three dimensions"Ann.Probab.. 30. 1369-1396 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Multifractal formalisms for the local spectral and walk dimensions"Math.Proc.Cambridge Philos.Soc.. 132. 555-571 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Function spaces and stochastic processes on fractals"数理解析研究所講究録. 1293. 42-54 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Heat kernel estimates for stable-like processes on d-sets"Stoch.Proc.Their Appl.. 108. 27-62 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Diffusion processes on fractal fields and their large deviations"Probab.Theory Relat.Fields. 127. 305-352 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Heat kernel estimates for symmetric random walks on a class of fractal graphs and stability under rough isometries"Proc.of Symposia in Pure Math.. (発表予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Homogenization on Finitely Ramified Fractals"Advanced Studies in Pure Math.. (発表予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Heat Kernel Estimates and Law of the Iterated Logarithm for Symmetric Random Walks on Fractal Graphs"Contemporary Mathematics. (発表予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Function spaces and stochastic processes on fractals"Progr.Probab., Birkhauser. (発表予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Shinzo Watanabe: "On Spectra of noises associated with Harris flows"Advanced Studies in Pure Math.. (発表予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Yoichiro Takahashi: "Random point fields associated with certain Fredholm determinants. II. Fermion shifts and their ergodic and Gibbs properties"Ann.Probab.. 31. 1533-1564 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Yoichiro Takahashi: "Random point fields associated with certain Fredholm determinants I : fermion, Poisson and boson point processes"Journal of Functional Analysis. 205. 414-463 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Yoichiro Takahashi: "Random point fields associated with fermion, boson and other statistics"Advanced Studies in Pure Math.. (発表予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Ichiro Shigekawa: "Littlewood-Paley inequality for a diffusion satisfying a logarithmic Sobolev inequality and for the Brownian motion on a Riemannian manifold with boundary"Osaka J.Math.. 39. 897-930 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Ichiro Shigekawa: "Vanishing theorem of the Hodge-Kodaira operator for differential forms on a convex domain of the Wiener space"Infin.Dimens.Anal.Quantum Probab.Relat.Top.. 6. 53-63 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Ichiro Shigekawa: "Orlicz norm equivalence for the Ornstein-Uhlenbeck operator"Advanced Studies in Pure Math.. (発表予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Jun Kigami: "Harmonic analysis for resistance forms"Journal of Functional Analysis. 204. 399-444 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Jun Kigami: "Local Nash inequality and inhomogeneity of heat kernels"Proc.London Math.Soc.. (発表予定).

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Masanori Hino: "On short time asymptotic behavior of some symmetric diffusions on general state spaces"Potential Anal.. 16. 249-264 (2002)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Masanori Hino: "On Dirichlet spaces over convex sets in infinite dimensions"Contemporary Mathematics, AMS. 317. 143-156 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Masanori Hino: "Small-time Gaussian behavior of symmetric diffusion semigroups"Ann.Probab.. 31. 1254-1295 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Masanori Hino: "Integral representation of linear functionals on vector lattices and its application to BV functions on Wiener space"Advanced Studies in Pure Math.. 発表予定.

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] 熊谷 隆: "確率論"共立出版. 207 (2003)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Some remarks for stable-like jump processes on fractals"Trends in Math., Fractals in Graz 2001(P.Grabner and W.Woess(eds.)). 185-196 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Asymptotics for the spectral and walk dimension as fractals approach Euclidean space"Fractals. 10. 403-412 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Laws of the iterated logarithm for the range of random walks in two and three dimensions"Ann.Probab.. 30. 1369-1396 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Multifractal formalisms for the local spectral and walk dimensions"Math.Proc.Cambridge Philos.Soc.. 132. 555-571 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Function spaces and stochastic processes on fractals"Surikaisekikenkyusho Kokyuroku. 1293. 42-54 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Heat kernel estimates for stable-like processes on de-sets"Stoch.Proc.Their Appl.. 108. 27-62 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Diffusion processes on fractal fields and their large deviations"Probab.Theory Relat.Fields. 127. 305-352 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Heat kernel estimates for symmetric random walks on a class of fractal graphs and stability under rough isometries"Proc. of Symposia in Pure Math.. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Homogenization on Finitely Ramified Fractals"Advanced Studies in Pure Math.. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Heat Kernel Estimates and Low of the Iterated Logarithm for Symmetric Random Walks of Fractal Graphs"Contemporary Mathematics. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Function spaces and stochastic processes on fractals"Progr.Probab., Birkhauser. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Shinzo Watanabe: "On Spectra of noises associated with Harris flows"Advanced Studies in Pure Math.. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Yoichiro Takahashi: "Random point fields associated with certain Fredholm determinants. II. Fermion shifts and their ergodic and Gibbs properties"Ann.Probab.. 31. 1533-1564 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Yoichiro Takahashi: "Random point fields associated with certain Fredholm determinants I: fermion, Poisson and boson point processes"Journal of Functional Analysis. 205. 414-463 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Yoichiro Takahashi: "Random point fields associated with fermion, boson and other statistics"Advanced Studies in Pure Math.. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Ichiro Shigekawa: "Littlewood-Paley inequality for a diffusion satisfying the logarithmic Sobolev inequality and for the Brownian motion on a Riemannian manifold with boundary"Osaka, J.Math.. 897-930 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Ichiro Shigekawa: "Vanishing theorem of the Hodge-Kodaira operator for differential forms on a convex domain of the Wiener space"Infin.Dimens.Anal.Quantum Probab.Relat.Top.. 6. 53-63 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Ichiro Shigekawa: "Orlicz norm equivalence for the Ornstein-Uhlenbeck operator"Advanced Studies in Pure Math.. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Jun Kigami: "Harmonic analysis for resistance forms"Journal of Functional Analysis. 204. 399-444 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Jun Kigami: "Local Nash inequality and inhomogeneity of heat kernels"Proc.London Math.Soc.. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Masanori Hino: "On short time asymptotic behavior of some symmetric diffusions on general state spaces"Potential Anal.. 16. 249-264 (2002)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Masanori Hino: "On Dirichlet spaces over convex sets in infinite dimensions"Contemporary Mathematics, AMS. 317. 143-156 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Masanori Hino: "Small-time Gaussian behavior of symmetric diffusion semigroups"Ann.Probab.. 31. 1254-1295 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Masanori Hino: "Integral representation of linear functionals on vector lattices and its application to BV functions on Wiener space"Advanced Studies in Pure Math.. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Probability (Japanese)"Kyoritsu Shuppan. 207 (2003)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2003 Final Research Report Summary
  • [Publications] Takashi Kumagai: "Heat kernel estimates for stable-like processes on d-sets"Stoch.Proc.Their Appl.. 108. 27-62 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Takashi Kumagai: "Diffusion processes on fractal fields and their large deviations"Probab.Theory Relat.Fields. 127. 305-352 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Takashi Kumagai: "Heat kernel estimates for symmetric random walks on a class of fractal graphs and stability under rough isometries"Proc.of Symposia in Pure Math.. (発表予定).

    • Related Report
      2003 Annual Research Report
  • [Publications] Takashi Kumagai: "Homogenization on Finitely Ramified Fractals"Advanced Studies in Pure Math.. (発表予定).

    • Related Report
      2003 Annual Research Report
  • [Publications] Takashi Kumagai: "Heat Kernel Estimates and Law of the Iterated Logarithm for Symmetric Random Walks on Fractal Graphs"Contemporary Mathematics. (発表予定).

    • Related Report
      2003 Annual Research Report
  • [Publications] Takashi Kumagai: "Function spaces and stochastic processes on fractals"Progr.Probab., Birkhauser. (発表予定).

    • Related Report
      2003 Annual Research Report
  • [Publications] Shinzo Watanabe: "On Spectra of noises associated with Harris flows"Advanced Studies in Pure Math.. (発表予定).

    • Related Report
      2003 Annual Research Report
  • [Publications] Yoichiro Takahashi: "Random point fields associated with certain Fredholm determinants. II. Fermion shifts and their ergodic and Gibbs properties"Ann.Probab.. 31. 1533-1564 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Yoichiro Takahashi: "Random point fields associated with certain Fredholm determinants I : fermion, Poisson and boson point processes"Journal of Functional Analysis. 205. 414-463 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Yoichiro Takahashi: "Random point fields associated with fermion, boson and other statistics"Advanced Studies in Pure Math.. (発表予定).

    • Related Report
      2003 Annual Research Report
  • [Publications] Ichiro Shigekawa: "Vanishing theorem of the Hodge-Kodaira operator for differential forms on a convex domain of the Wiener space"Infin.Dimens.Anal.Quantum Probab.Relat.Top.. 6. 53-63 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Ichiro Shigekawa: "Orlicz norm equivalence for the Ornstein-Uhlenbeck operator"Advanced Studies in Pure Math.. (発表予定).

    • Related Report
      2003 Annual Research Report
  • [Publications] Jun Kigami: "Harmonic analysis for resistance forms"Journal of Functional Analysis. 204. 399-444 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Jun Kigami: "Local Nash inequality and inhomogeneity of heat kernels"Proc.London Math.Soc.. (発表予定).

    • Related Report
      2003 Annual Research Report
  • [Publications] Masanori Hino: "On Dirichlet spaces over convex sets in infinite dimensions"Contemporary Mathematics, AMS. 317. 143-156 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Masanori Hino: "Small-time Gaussian behavior of symmetric diffusion semigroups"Ann.Probab.. 31. 1254-1295 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Masanori Hino: "Integral representation of linear functionals on vector lattices and its application to BV functions on Wiener space"Advanced Studies in Pure Math.. (発表予定).

    • Related Report
      2003 Annual Research Report
  • [Publications] 熊谷 隆: "確率論"共立出版. 207 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] Takashi Kumagai: "Some remarks for stable-like jump processes on fractals"In : Trends in Math., Fractals in Graz 2001 (P. Grabner and W. Woess (eds.)). 185-196 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Takashi Kumagai: "Asymptotics for the spectral and walk dimension as fractals approach Euclidean space"Fractals. 10. 403-412 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Takashi Kumagai: "Laws of the iterated logarithm for the range of random walks in two and three dimensions"Ann. Probab.. 30. 1369-1396 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Takashi Kumagai: "Multifractal formalisms for the local spectral and walk dimensions"Math. Proc. Cambridge Philos. Soc.. 132. 555-571 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Ichiro Shigekawa: "Littlewood-Paley inequality for a diffusion satisfying the logarithmic Sobolev inequality and for the Brownian motion on a Riemannian manifold with boundary"Osaka J. Math.. 39. 897-930 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Masanori Hino: "On short time asymptotic behavior of some symmetric diffusions on general state spaces"Potential Anal.. 16. 249-264 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Takashi Kumagai: "Function spaces and stochastic processes on fractals"数理解析研究所講究録. 1293. 42-54 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] Yoichiro Takahashi: "Random point fields associated with certain Fredholm determinants II : Fermion shifts and their ergodic and Gibbs properties"Ann. Probab.. (発表予定).

    • Related Report
      2002 Annual Research Report
  • [Publications] Masanori Hino: "Small-time Gaussian behavior of symmetric diffusion semigroups"Ann. Probab.. (発表予定).

    • Related Report
      2002 Annual Research Report
  • [Publications] Masanori Hino: "On Dirichiet spaces over convex sets in infinite dimensions"Contemporary Mathematics, AMS. (発表予定).

    • Related Report
      2002 Annual Research Report
  • [Publications] 熊谷 隆: "確率論"共立出版(発表予定). (2003)

    • Related Report
      2002 Annual Research Report

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Published: 2002-04-01   Modified: 2016-04-21  

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