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Probabilistic derivation of asymptotic estimates of heat kernels and study of convex inequalities

Research Project

Project/Area Number 24740080
Research Category

Grant-in-Aid for Young Scientists (B)

Allocation TypeMulti-year Fund
Research Field Basic analysis
Research InstitutionTohoku University

Principal Investigator

HARIYA Yuu  東北大学, 理学(系)研究科(研究院), 准教授 (20404030)

Project Period (FY) 2012-04-01 – 2015-03-31
Project Status Completed (Fiscal Year 2014)
Budget Amount *help
¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000)
Fiscal Year 2014: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2013: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2012: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Keywords確率解析
Outline of Final Research Achievements

1. The Brascamp-Lieb inequality has importance in statistical mechanics, such as in the analysis of interface models. We give a simple proof of the inequality based on stochastic analysis; as an application of our method, also derived are error estimates of the inequality and its extensions to nonconvex potentials.
2. We recover the principle terms in asymptotic estimates for tail probabilities of first hitting times of Bessel process in a relatively simple manner based on the weak convergence of probability measures; sharp asymptotics of remainder terms are also derived.
3. We clarify sufficient conditions for expectations of the Feynman-Kac type with singular potentials to diverge in the following three cases: Brownian motion, symmetric stable process, and Brownian motion in the half-space with singular potentials on the boundary.

Report

(4 results)
  • 2014 Annual Research Report   Final Research Report ( PDF )
  • 2013 Research-status Report
  • 2012 Research-status Report
  • Research Products

    (7 results)

All 2014 2013 Other

All Journal Article (1 results) (of which Peer Reviewed: 1 results,  Open Access: 1 results,  Acknowledgement Compliant: 1 results) Presentation (4 results) (of which Invited: 1 results) Remarks (2 results)

  • [Journal Article] A connection of the Brascamp-Lieb inequality with Skorokhod embedding2014

    • Author(s)
      Yuu Hariya
    • Journal Title

      Electronic Communications in Probability

      Volume: 19 Issue: none Pages: 1-12

    • DOI

      10.1214/ecp.v19-3025

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed / Open Access / Acknowledgement Compliant
  • [Presentation] 特異ポテンシャルをもつFeynman-Kac型期待値の発散について2014

    • Author(s)
      針谷 祐
    • Organizer
      偏微分方程式に付随する確率論的問題
    • Place of Presentation
      京都大学
    • Year and Date
      2014-09-16 – 2014-09-19
    • Related Report
      2014 Annual Research Report
  • [Presentation] A connection of the Brascamp-Lieb inequality with Skorokhod embedding2013

    • Author(s)
      針谷 祐
    • Organizer
      新潟確率論ワークショップ
    • Place of Presentation
      新潟大学駅南キャンパス「ときめいと」
    • Related Report
      2013 Research-status Report
  • [Presentation] A connection of the Brascamp-Lieb inequality with Skorokhod embedding2013

    • Author(s)
      針谷 祐
    • Organizer
      復旦大学確率論セミナー
    • Place of Presentation
      上海,中華人民共和国
    • Related Report
      2013 Research-status Report
  • [Presentation] 境界に特異ポテンシャルをもつ熱方程式に対する解の爆発の確率論的導出2013

    • Author(s)
      針谷 祐
    • Organizer
      日本数学会東北支部会
    • Place of Presentation
      東北大学大学院理学研究科
    • Related Report
      2012 Research-status Report
    • Invited
  • [Remarks]

    • URL

      http://arxiv.org/abs/1403.0716

    • Related Report
      2014 Annual Research Report
  • [Remarks]

    • URL

      http://arxiv.org/abs/1409.6951

    • Related Report
      2014 Annual Research Report

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Published: 2013-05-31   Modified: 2019-07-29  

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