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Spectral properties of symmetric Markov processes and stochastic analysis

Research Project

Project/Area Number 18H01121
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Review Section Basic Section 12010:Basic analysis-related
Research InstitutionKansai University (2019-2022)
Tohoku University (2018)

Principal Investigator

Takeda Masayoshi  関西大学, システム理工学部, 教授 (30179650)

Co-Investigator(Kenkyū-buntansha) 桑田 和正  東北大学, 理学研究科, 教授 (30432032)
Project Period (FY) 2018-04-01 – 2023-03-31
Project Status Completed (Fiscal Year 2022)
Budget Amount *help
¥10,660,000 (Direct Cost: ¥8,200,000、Indirect Cost: ¥2,460,000)
Fiscal Year 2022: ¥2,600,000 (Direct Cost: ¥2,000,000、Indirect Cost: ¥600,000)
Fiscal Year 2021: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2020: ¥2,470,000 (Direct Cost: ¥1,900,000、Indirect Cost: ¥570,000)
Fiscal Year 2019: ¥1,950,000 (Direct Cost: ¥1,500,000、Indirect Cost: ¥450,000)
Fiscal Year 2018: ¥2,080,000 (Direct Cost: ¥1,600,000、Indirect Cost: ¥480,000)
Keywords対称マルコフ過程 / 対称ディリクレ形式 / 準定常分布 / シュレディンガー形式 / ハーディ型不等式 / ディリクレ形式 / ハーディの不等式 / 臨界性 / ハーディ不等式 / シュレディンガー作用素 / 最大値原理 / リューヴィル性 / ランダム時間変更 / ヤグロム極限 / 処罰問題 / 測度距離空間
Outline of Final Research Achievements

We call symmetric Markov processes with tightness property Class (T) and propose that they are the next target to be considered, We show some sample path properties and spectral properties of generators.As an application, we show the existence and uniqueness of quasi-stationary distributions for symmetric Markov processes in Class (T). We construct a criticality theory of Schroedinger forms, The criticality and subcriticality of Schroedinger forms are regarded as generalized notions of the recurrence and transience of Dirichlet forms and critical Schroedinger forms are constructed by h-transform of recurrent Dirichlet forms. Critical Schroedinger forms lead to critical Hardy-type inequalities. Thus we obtain critical Hardy-type inequalities by h-transform of recurrent Dirichlet forms. As an application, we derive in unified manner optimal Hardy-type inequalities from Feller's recurrence criterion.

Academic Significance and Societal Importance of the Research Achievements

一次元拡散過程の結果を多次元の場合に拡張するためには、取り扱いやすいクラスを設定する必要がある。本研究でクラス(T)を提案し、そのスペクトル的性質を調べることで、実際に取り扱い易いクラスであることが実証でき、応用として広い応用を持つ準定常分布やヤグロム極限の存在と一意性がクラス(T)に対して示せたことは意義深い。
シュレディンガー形式における臨界性理論の構築し、ディリクレ形式における再帰性から、臨界的なハーディ型不等式が示せることは新しい。フェラーの再帰性の判定条件から、臨界的なハーディ型不等式を系統的に導ける事実は、数学における基本的な不等式であるハーディ型不等式に関する理解が深まる。

Report

(6 results)
  • 2022 Annual Research Report   Final Research Report ( PDF )
  • 2021 Annual Research Report
  • 2020 Annual Research Report
  • 2019 Annual Research Report
  • 2018 Annual Research Report
  • Research Products

    (11 results)

All 2023 2022 2021 2020 2019 2018

All Journal Article (7 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 7 results) Presentation (4 results) (of which Int'l Joint Research: 1 results,  Invited: 3 results)

  • [Journal Article] Criticality of Schrodinger forms and recurrence of Dirichlet forms2023

    • Author(s)
      Takeda Masayoshi、Uemura Toshihiro
    • Journal Title

      Transactions of the American Mathematical Society

      Volume: 376 Issue: 6 Pages: 4145-4171

    • DOI

      10.1090/tran/8865

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Criticality of Schrodinger forms and Liouville-type property2022

    • Author(s)
      Masayoshi Takeda
    • Journal Title

      Mathematische Nachrichten

      Volume: 295 Issue: 2 Pages: 395-413

    • DOI

      10.1002/mana.202000047

    • Related Report
      2021 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Maximum principles for generalized Schroedinger equations2020

    • Author(s)
      Masayoshi Takeda
    • Journal Title

      Illinois J. Math

      Volume: 64 Issue: 1 Pages: 119-139

    • DOI

      10.1215/00192082-8165622

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Potential theory for Green functions of Schrodinger-type operators2020

    • Author(s)
      Takeda Masayoshi
    • Journal Title

      Studia Mathematica

      Volume: 250 Issue: 2 Pages: 109-127

    • DOI

      10.4064/sm171220-6-11

    • Related Report
      2019 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Feynman-Kac penalizations of rotationally symmetric alpha-stable processes2019

    • Author(s)
      Yunke Li and Masayoshi Takeda
    • Journal Title

      Statistics and Probability Letters

      Volume: 148 Pages: 82-87

    • DOI

      10.1016/j.spl.2019.01.006

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Compactness of symmetric Markov semigroups and boundedness of eigenfunctions2019

    • Author(s)
      Masayoshi Takeda
    • Journal Title

      Trans. Amer. Math. Soc.

      Volume: 印刷中 Issue: 6 Pages: 3905-3920

    • DOI

      10.1090/tran/7664

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Existence and uniqueness of quasi-stationary distributions for symmetric Markov processes with tightness property2019

    • Author(s)
      Masayoshi Takeda
    • Journal Title

      J. Theor. Probab.

      Volume: 印刷中 Issue: 4 Pages: 2006-2019

    • DOI

      10.1007/s10959-019-00878-0

    • Related Report
      2018 Annual Research Report
    • Peer Reviewed
  • [Presentation] Optimal Hardy-type inequalities for Schrodinger forms2021

    • Author(s)
      M.Takeda
    • Organizer
      The workshop``Pseudo-Differential Operators and Markov Processes"
    • Related Report
      2021 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] ディリクレ形式と緊密性を持つ対称マルコフ過程2020

    • Author(s)
      竹田雅好
    • Organizer
      日本数学会秋季総合分科会
    • Related Report
      2020 Annual Research Report
    • Invited
  • [Presentation] Schroedinger形式におけるLiouville型定理について2019

    • Author(s)
      竹田雅好
    • Organizer
      研究集会「マルコフ過程とその周辺」
    • Related Report
      2018 Annual Research Report
  • [Presentation] Quasi-stationary distributions for absorbing symmetric stable processrs2018

    • Author(s)
      竹田雅好
    • Organizer
      研究集会「The tenth meeting on probability and PDE」
    • Related Report
      2018 Annual Research Report
    • Invited

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Published: 2018-04-23   Modified: 2024-01-30  

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