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Analysis of global properties of symmetric Markov processes

Research Project

Project/Area Number 17K05299
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Basic analysis
Research InstitutionOsaka University

Principal Investigator

Shiozawa Yuichi  大阪大学, 理学研究科, 准教授 (60454518)

Project Period (FY) 2017-04-01 – 2021-03-31
Project Status Completed (Fiscal Year 2020)
Budget Amount *help
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2019: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2018: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2017: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Keywordsマルコフ過程 / ディリクレ形式 / 分枝ブラウン運動 / コンパクト性 / 過度的 / 対称マルコフ過程 / ファインマン・カッツ汎関数
Outline of Final Research Achievements

In this research project, we characterized the global properties of a jump-type symmetric Markov process and the functional analytic properties of a Markov semigroup in terms of the spatial dimension, and of the coefficients and jumping kernel of the associated Dirichlet form. We further provided a sufficient condition for the LIL-type asymptotic properties of a non-symmetric jump process in terms of the existence of the second moment of the jumping kernel. We also revealed the global properties and the asymptotic properties of the tail distribution for the maximal displacement of a branching Brownian motion.

Academic Significance and Societal Importance of the Research Achievements

確率過程の長時間挙動の解析は,でたらめさの織り成す現象をとらえることであり,確率論の基本的な研究課題の一つである。本研究成果は,マルコフ過程の長時間挙動に関して,空間非一様性に起因する様々な現象の解析的および定量的特徴づけを与えている。このような特徴づけを通じて,マルコフ過程の大域的性質を詳しく理解できる。本研究成果は確率過程論と解析学との関係によるものであり,解析学の諸分野とも関わりを持つ。

Report

(5 results)
  • 2020 Annual Research Report   Final Research Report ( PDF )
  • 2019 Research-status Report
  • 2018 Research-status Report
  • 2017 Research-status Report
  • Research Products

    (28 results)

All 2019 2018 2017 Other

All Int'l Joint Research (4 results) Journal Article (3 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 3 results) Presentation (19 results) (of which Int'l Joint Research: 5 results,  Invited: 9 results) Remarks (2 results)

  • [Int'l Joint Research] 福建師範大学(中国)

    • Related Report
      2020 Annual Research Report
  • [Int'l Joint Research] Fujian Normal University(中国)

    • Related Report
      2019 Research-status Report
  • [Int'l Joint Research] 福建師範大学(中国)

    • Related Report
      2018 Research-status Report
  • [Int'l Joint Research] 福建師範大学(中国)

    • Related Report
      2017 Research-status Report
  • [Journal Article] Maximal displacement and population growth for branching Brownian motions2019

    • Author(s)
      Shiozawa Yuichi
    • Journal Title

      Illinois Journal of Mathematics

      Volume: 63 Issue: 3 Pages: 353-402

    • DOI

      10.1215/00192082-7854864

    • Related Report
      2019 Research-status Report
    • Peer Reviewed
  • [Journal Article] Long-time heat kernel estimates and upper rate functions of Brownian motion type for symmetric jump processes2019

    • Author(s)
      Shiozawa Yuichi、Wang Jian
    • Journal Title

      Bernoulli

      Volume: 25 Issue: 4B Pages: 3796-3831

    • DOI

      10.3150/19-bej1111

    • Related Report
      2019 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Spread Rate of Branching Brownian Motions2018

    • Author(s)
      Shiozawa Yuichi
    • Journal Title

      Acta Applicandae Mathematicae

      Volume: 155 Issue: 1 Pages: 113-150

    • DOI

      10.1007/s10440-017-0148-8

    • Related Report
      2018 Research-status Report
    • Peer Reviewed
  • [Presentation] Limiting distributions for the maximal displacement of branching Brownian motions2019

    • Author(s)
      Yuichi Shiozawa
    • Organizer
      The first China-Japan-Korea probability workshop
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] 分枝ブラウン運動の粒子配置の解析2019

    • Author(s)
      塩沢 裕一
    • Organizer
      談話会(東北大学理学研究科)
    • Related Report
      2019 Research-status Report
    • Invited
  • [Presentation] Limiting distributions for the maximal displacement of branching Brownian motions2019

    • Author(s)
      塩沢 裕一
    • Organizer
      大阪大学確率論セミナー
    • Related Report
      2019 Research-status Report
  • [Presentation] Limiting distributions for the maximal displacement of branching Brownian motions2019

    • Author(s)
      Yuichi Shiozawa
    • Organizer
      Japanese-German Open Conference on Stochastic Analysis 2019
    • Related Report
      2019 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Limiting distributions for the maximal displacement of branching Brownian motions2019

    • Author(s)
      塩沢 裕一,西森 康人
    • Organizer
      日本数学会2019年度秋季総合分科会
    • Related Report
      2019 Research-status Report
  • [Presentation] Forefront of branching Brownian motions2019

    • Author(s)
      Yuichi Shiozawa
    • Organizer
      大規模相互作用系の確率解析
    • Related Report
      2019 Research-status Report
  • [Presentation] 分枝ブラウン運動の最大値過程の解析2019

    • Author(s)
      塩沢 裕一
    • Organizer
      早春セミナー
    • Related Report
      2018 Research-status Report
    • Invited
  • [Presentation] Spread rate of branching Brownian motions2018

    • Author(s)
      Yuichi Shiozawa
    • Organizer
      14th Workshop on Markov Processes and Related Topics
    • Related Report
      2018 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Maximal displacement and population growth for branching Brownian motions2018

    • Author(s)
      塩沢 裕一
    • Organizer
      福岡大学確率論セミナー
    • Related Report
      2018 Research-status Report
  • [Presentation] Maximal displacement and population growth for branching Brownian motions2018

    • Author(s)
      塩沢 裕一
    • Organizer
      関西確率論セミナー
    • Related Report
      2018 Research-status Report
  • [Presentation] Spread rate of branching Brownian motions2018

    • Author(s)
      塩沢裕一
    • Organizer
      東北確率論セミナー
    • Related Report
      2017 Research-status Report
  • [Presentation] Upper rate functions of Brownian motion type for symmetric jump processes2018

    • Author(s)
      塩沢裕一
    • Organizer
      数理ファイナンスセミナー
    • Related Report
      2017 Research-status Report
  • [Presentation] Upper rate functions of Brownian motion type for symmetric jump processes2018

    • Author(s)
      塩沢裕一
    • Organizer
      福岡大確率論セミナー
    • Related Report
      2017 Research-status Report
  • [Presentation] Upper rate functions of Brownian motion type for symmetric jump processes2018

    • Author(s)
      塩沢裕一
    • Organizer
      日本数学会2018年度年会
    • Related Report
      2017 Research-status Report
  • [Presentation] Spread rate of branching Brownian motions2017

    • Author(s)
      塩沢裕一
    • Organizer
      大阪大学確率論セミナー
    • Related Report
      2017 Research-status Report
  • [Presentation] Spread rate of branching Brownian motion2017

    • Author(s)
      塩沢裕一
    • Organizer
      関西大学確率論セミナー
    • Related Report
      2017 Research-status Report
    • Invited
  • [Presentation] Upper rate functions of Brownian motion type for symmetric jump processes2017

    • Author(s)
      Yuichi Shiozawa
    • Organizer
      Workshop on Jump Processes and Stochastic Analysis
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Spread rate of branching Brownian motions2017

    • Author(s)
      Yuichi Shiozawa
    • Organizer
      Japanese-German Open Conference on Stochastic Analysis 2017
    • Related Report
      2017 Research-status Report
    • Int'l Joint Research / Invited
  • [Presentation] Spread rate of branching Brownian motions2017

    • Author(s)
      Yuichi Shiozawa
    • Organizer
      セミナー(福建師範大学)
    • Related Report
      2017 Research-status Report
    • Invited
  • [Remarks]

    • URL

      http://www4.math.sci.osaka-u.ac.jp/~shiozawa/

    • Related Report
      2020 Annual Research Report
  • [Remarks]

    • URL

      http://www4.math.sci.osaka-u.ac.jp/~shiozawa/

    • Related Report
      2019 Research-status Report

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Published: 2017-04-28   Modified: 2022-02-22  

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