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Large deviations for symmetric Markov processes and Dirichlet forms

Research Project

Project/Area Number 15540103
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) HATTORI Tetsuya  Tohoku University, Graduate School of Science, Professor, 大学院・理学研究科, 教授 (10180902)
SHIOYA Takashi  Tohoku University, Graduate School of Science, Professor, 大学院・理学研究科, 教授 (90235507)
中野 史彦  高知大学, 理学部, 助教授 (10291246)
堤 誉志雄  東北大学, 大学院・理学研究科, 教授 (10180027)
Project Period (FY) 2003 – 2005
Project Status Completed (Fiscal Year 2005)
Budget Amount *help
¥3,600,000 (Direct Cost: ¥3,600,000)
Fiscal Year 2005: ¥1,400,000 (Direct Cost: ¥1,400,000)
Fiscal Year 2004: ¥1,100,000 (Direct Cost: ¥1,100,000)
Fiscal Year 2003: ¥1,100,000 (Direct Cost: ¥1,100,000)
KeywordsMarkov process / Dirichlet form / Feynman-Kac functional / time-changed process / ファインマンーカッツ汎関数 / ファインマン-カッツの公式 / 対称マルコフ過程 / 大偏差原理 / 分枝対称マルコフ過程 / 対称安定過程
Research Abstract

We proved that the integrability of Feynman-Kac functionals (gaugeability) is equivalent to that the principal eigenvalue of time-changed process is greater than 1, which is also equivalent to the subcriticality of Schroedinger operators. This fact says that the principal eigenvalue of time-changed process accurately measures the size of measures. Using this fact, we obtained three results : The first result is that the ultracontractiyity of Schroedinger semigroups holds if and only if the princilal eigenvalue of time-changed process is greater than 1. The second result is that the expectation of the number of branches hitting a closed set in a branching symmetric stable process is finite if and only if the princilal eigenvalue is greater than 1. The final result is as foolows : Suppose that the heat kernel on a complete Riemannian manifold satisfies the global Gaussian bounds, so called Li-Yau estimate. Then the heat kernel of the Schroedinger operator also possesses the global Gaussian bounds, if and anly if the princilal eigenvalue is greater than 1.

Report

(4 results)
  • 2005 Annual Research Report   Final Research Report Summary
  • 2004 Annual Research Report
  • 2003 Annual Research Report
  • Research Products

    (26 results)

All 2005 2004 Other

All Journal Article (19 results) Book (1 results) Publications (6 results)

  • [Journal Article] Variational formula for Dirichlet forms and estimates of principal eigenvalues for symmetric α-stable processes2005

    • Author(s)
      竹田雅好
    • Journal Title

      Potential Analysis 23

      Pages: 135-151

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Annual Research Report 2005 Final Research Report Summary
  • [Journal Article] Displacement exponents of self-repelling walks and self-attracting walks on the pre-Sierpinski gasket2005

    • Author(s)
      服部哲弥
    • Journal Title

      Journal of Math. Sci. University of Tokyo 12

      Pages: 417-443

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Volume collapsed three-manifolds with a lower curvature bound2005

    • Author(s)
      塩谷隆
    • Journal Title

      Math. Ann. 333

      Pages: 131-155

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Variational formula for Dirichlet forms and estimates of principal eigenvalues for symmetric α-stable processes2005

    • Author(s)
      M.Takeda
    • Journal Title

      Potential Analysis 23

      Pages: 135-151

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Displacement exponents of self-repelling walks and self-attracting walks on the pre-Sierpinski gasket2005

    • Author(s)
      T.Hattori
    • Journal Title

      Journal of Math.Sci. University of Tokyo 12

      Pages: 417-443

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Volume collapsed three-manifolds with a lower curvature bound2005

    • Author(s)
      T.Shioya
    • Journal Title

      Math.Ann. 333

      Pages: 131-155

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Displacement exponents of self-repelling walks and self-attracting walks on the pre-Sierpinski gasket2005

    • Author(s)
      服部哲弥
    • Journal Title

      Journal of Mathematical Science University of Tokyo 12

      Pages: 417-443

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Volume collapsed three-manifolds with a lower curvature bound2005

    • Author(s)
      塩谷隆
    • Journal Title

      Math.Ann. 333

      Pages: 131-155

    • Related Report
      2005 Annual Research Report
  • [Journal Article] Variational formula for Dirichlet forms and estimates of principal eigenvalues for symmetric α-stable process2005

    • Author(s)
      竹田 雅好
    • Journal Title

      Potential Analysis (in press)(to appear)

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Subcriticality and gaugeability for symmetric α-stable processes2004

    • Author(s)
      竹田雅好
    • Journal Title

      Forum math. 16

      Pages: 505-517

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Subcriticality and gaugeability for symmetric α-stable processes2004

    • Author(s)
      M.Takeda
    • Journal Title

      Forum math. 16

      Pages: 505-517

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Absolute continuity of symmetric Markov processes2004

    • Author(s)
      竹田 雅好
    • Journal Title

      Ann.Probab. 32

      Pages: 2067-2098

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Subcriticality and gaugeability for symmetric α-stable processes2004

    • Author(s)
      竹田 雅好
    • Journal Title

      Forum Math. 16

      Pages: 505-517

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Parabolic isometries of CAT(0) spaces and CAT(0) dimensions2004

    • Author(s)
      塩谷 隆
    • Journal Title

      Algebr.Geom.Topol. 4

      Pages: 861-892

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Behavior of distant maximal geodesics in finitely connected complete two-dimensional Riemannian manifolds II2004

    • Author(s)
      塩谷 隆
    • Journal Title

      Geom.Dedicate 103

      Pages: 1-32

    • Related Report
      2004 Annual Research Report
  • [Journal Article] Differentiability of spectral functions for symmetric α-stable processes

    • Author(s)
      竹田雅好
    • Journal Title

      Trans. Amer. Math. Soc. (In press)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Gaugeability for Feynman-Kac functionals with applications to symmetric α-stable processes

    • Author(s)
      竹田雅好
    • Journal Title

      Proc. Amer. Math. Soc. (In press)

    • NAID

      120002069925

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Differentiability of spectral functions for symmetric α-stable processes

    • Author(s)
      M.Takeda
    • Journal Title

      Trans.Amer.Math.Soc. (In press)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Journal Article] Gaugeability for Feynman-Kac functionals with applications to symmetric α-stable processes

    • Author(s)
      M.Takeda
    • Journal Title

      Proc.Amer.Math.Soc. (In press)

    • NAID

      120002069925

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2005 Final Research Report Summary
  • [Book] ランダムウォークとくりこみ群2004

    • Author(s)
      服部哲弥
    • Total Pages
      352
    • Publisher
      共立出版
    • Related Report
      2004 Annual Research Report
  • [Publications] 竹田 雅好: "Large deviation principle for additive functionals of Brownian motion corresponding to Kato measures"Potential Analysis. 19. 51-67 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 竹田 雅好: "Subcriticality and Gaugeability for symmetric α-stable processes"Fourm Math.. (to appear).

    • Related Report
      2003 Annual Research Report
  • [Publications] 竹田 雅好: "Criticality of generalized Scbvodinger operators and differentiability of spectral functious"Advanced Studies in Pure Mathematics. 41. 333-350 (2004)

    • Related Report
      2003 Annual Research Report
  • [Publications] 堤 誉志雄: "Stability constant eguilibium for the Maxwell-Higge equations"Funkcial. Ekvac.. 46. 41-62 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 堤 誉志雄: "Global solutions for the Dirac-Proca equations"J.Math.Anal.Appl.. 278. 485-499 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 中野 史彦: "Random magnetic fields on line graphs"J.Math.Phys. 44. 4988-5502 (2003)

    • Related Report
      2003 Annual Research Report

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Published: 2003-04-01   Modified: 2016-04-21  

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