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Quasi-stationary distribution for Markov processes with tightness property

Research Project

Project/Area Number 25610018
Research Category

Grant-in-Aid for Challenging Exploratory Research

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

Principal Investigator

Takeda Masayoshi  東北大学, 理学研究科, 教授 (30179650)

Project Period (FY) 2013-04-01 – 2017-03-31
Project Status Completed (Fiscal Year 2016)
Budget Amount *help
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2015: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2014: ¥1,690,000 (Direct Cost: ¥1,300,000、Indirect Cost: ¥390,000)
Fiscal Year 2013: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Keywords準定常分布 / 対称マルコフ過程 / 半群の超縮小性 / ヤグロム極限 / 半群のコンパクト性 / マルコフ過程の緊密性 / ディリクレ形式
Outline of Final Research Achievements

I consider the existence and uniqueness of quasi-stationary distributions (QSD) for irreducible, strong Feller, symmetric Markov processes with tightness property. A Markov process with these properties is said to be in Class(T). I show that the semi-group of a Markov process in Class (T) is a compact operator, and thus the ground state of the Markov generator exists. We see that if the ground state is integrable with respect to the symmetrized measure, a QSD can be constructed explicitly. I can see from a result of Y. Miura, my teaching doctoral student, that if the semigroup of the symmetric Markov process in Class (T) is intrinsic ultracontractive, the existence and uniqueness of QSD follows. Combining Miura's result with Tomisaki's result on the intrinsic ultracontractivity, we can show the existence and uniqueness of QSD for one-dimensional diffusion processes in terms of speed measure and scale function.

Report

(5 results)
  • 2016 Annual Research Report   Final Research Report ( PDF )
  • 2015 Research-status Report
  • 2014 Research-status Report
  • 2013 Research-status Report
  • Research Products

    (11 results)

All 2017 2016 2014 2013

All Journal Article (6 results) (of which Int'l Joint Research: 2 results,  Peer Reviewed: 6 results,  Acknowledgement Compliant: 1 results) Presentation (5 results) (of which Int'l Joint Research: 2 results,  Invited: 5 results)

  • [Journal Article] Large time asymptotics of Feynman-Kac functionals for symmetric stable processes2016

    • Author(s)
      M. Takeda, M. Wada
    • Journal Title

      Math. Nachr.

      Volume: 289 Issue: 16 Pages: 2069-2082

    • DOI

      10.1002/mana.201500136

    • Related Report
      2016 Annual Research Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] Criticality for Schr\"odinger type operators based on recurrent symmetric stable processes2016

    • Author(s)
      M. Takeda
    • Journal Title

      Trans. Amer. Math. Soc.

      Volume: 368 Issue: 1 Pages: 149-167

    • DOI

      10.1090/tran/6319

    • Related Report
      2016 Annual Research Report 2015 Research-status Report
    • Peer Reviewed / Int'l Joint Research / Acknowledgement Compliant
  • [Journal Article] Criticality and subcriticality of generalized Schroedinger forms2014

    • Author(s)
      竹田雅好
    • Journal Title

      Illinois J. Math.

      Volume: 58 Pages: 251-277

    • Related Report
      2014 Research-status Report
    • Peer Reviewed
  • [Journal Article] A variational formula for Dirichlet forms and existence of ground states2014

    • Author(s)
      竹田雅好
    • Journal Title

      J. Funct. Anal

      Volume: 266 Issue: 2 Pages: 660-675

    • DOI

      10.1016/j.jfa.2013.10.024

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] A large deviation principle for symmetric Markov processes normalized by Feynman-Kac functionals2013

    • Author(s)
      竹田雅好、田原喜宏
    • Journal Title

      Osaka Journal of Mathematics

      Volume: 50 Pages: 287-307

    • NAID

      120005294078

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Journal Article] A tightness property of a symmetric Markov process and the uniform large deviation principle2013

    • Author(s)
      竹田雅好
    • Journal Title

      Proc. Amer. Math. Soc

      Volume: 141 Issue: 12 Pages: 4371-4383

    • DOI

      10.1090/s0002-9939-2013-11696-5

    • Related Report
      2013 Research-status Report
    • Peer Reviewed
  • [Presentation] Some properties of symmetric Markov processes with tightness property2017

    • Author(s)
      Masayoshi Takeda
    • Organizer
      Workshop on Markov processes and its geometric aspects
    • Place of Presentation
      福岡市
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Spectral properties of symmetric Markov processes with tightness property2016

    • Author(s)
      Masayoshi Takeda
    • Organizer
      International Conference, Stochastic Partial Differential Equations and Related Fields
    • Place of Presentation
      Bielefeld, ドイツ
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] 対称マルコフ過程の緊密性と関連する話題2014

    • Author(s)
      竹田雅好
    • Organizer
      九州確率論セミナー
    • Place of Presentation
      九州大学(福岡市西区)
    • Year and Date
      2014-12-05
    • Related Report
      2014 Research-status Report
    • Invited
  • [Presentation] 対称マルコフ過程におけるディリクレ形式理論2014

    • Author(s)
      竹田雅好
    • Organizer
      研究集会「確率解析」
    • Place of Presentation
      京都
    • Related Report
      2013 Research-status Report
    • Invited
  • [Presentation] A variational formula for Dirichlet forms and existence of ground states2013

    • Author(s)
      竹田雅好
    • Organizer
      German-Japanese Open Meeting on Stochastic Analysis
    • Place of Presentation
      ドイツ, ライプチヒ
    • Related Report
      2013 Research-status Report
    • Invited

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Published: 2014-07-25   Modified: 2019-07-29  

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