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2000 Fiscal Year Final Research Report Summary

Analytical Problems of a Gaussian measure

Research Project

Project/Area Number 10440052
Research Category

Grant-in-Aid for Scientific Research (B).

Allocation TypeSingle-year Grants
Section一般
Research Field Basic analysis
Research InstitutionKYUSHU UNIVERSITY

Principal Investigator

HIROSHI Sato  Kyushu Univ. (Fac.of Mathematics), Prof., 大学院・数理学研究院, 教授 (30037254)

Co-Investigator(Kenkyū-buntansha) OKAZAKI Yoshiaki  Kyushu Inst.Tech.(Fac.of Information), Prof., 情報工学部, 教授 (40037297)
SUGITA Hiroshi  Kyushu Univ.(Fac.of Mathematics) Assoc.Prof, 大学院・数理学研究院, 助教授 (50192125)
TANIGUCHI Setsuo  Kyushu Univ.(Fac.of Mathematics) Assoc.Prof., 大学院・数理学研究院, 助教授 (70155208)
AIDA Shigeki  Osaka Univ.(Fac.of Fund.Tech.) Assoc.Prof., 大学院・基礎工学研究科, 助教授 (90222455)
SHIGEKAWA Ichiro  Kyoto Univ.(Fac.of Science) Prof., 大学院・理学研究科, 教授 (00127234)
Project Period (FY) 1998 – 2000
Keywordsabstract Wiener space / stochastic oscillatory integral / Sierpinski gasket / Martin boundary / heat kernel / stationary phase / random translation / Gaussian sequence
Research Abstract

Absolute Continuity of a Random Translation. Let G = {G_k} be a standard Gaussian sequence, Y = {Y_k} be an independent random sequence which is also independent of G.We gave necessary and sufficient conditions for μ_G 〜 μ_G+Y (mutually absolutely continuous) when each Y_k has symmetric three values.
G measure. We proved that two probability measures on a Polish space which have quasi-invariant and ergodic actions are mutually absolutely continuous or singular. This dichotomy includes that of G-measures as a special case.
Asymptotic Estimations of Stochastic Oscillatory Integrals. We have obtained several results on the asymptotic estimations of stochastic oscillatory integrals I (λ ; q, Ψ) on an abstract Wiener space as |λ|→ ∞ under hypothesis on the phase function q and the oscillation function Ψ. Among those are the exponential decay, the principle of the stationary phase, a complex transformation of the Wiener measure based on the Jacobi equation, the localisation, etc..
Stochastic An … More alysis on the Path Space Analysing the path space on a Riemannian manifold, we obtained the short time estimation of Varadhan type of an infinite dimensional diffusion, the existense and the estimation of the spectral gap, and fine estimations of the heat kernel, etc..
Harmonic Analysis of a Fractal. We have expressed the Sierpinski gasket as a Martin boundary of a certain Markov chain, proved that the harmonic measure coincides with the canonical Hausdorff measure, compared the Mrtin metric with the Euclidean one explicitly.
Absolute Continuity of a Random Translation. Let G = {G_k} be a standard Gaussian sequence, Y = {Y_A} be an independent random sequence which is also independent of G.We gave necessary and sufficient conditions for μ_G 〜 μ_G+Y (mutually absolutely continuous) when each Y_k has symmetric three values.
G measure. We proved that two probability. measure on a Polisla space which have quasi-invariant and ergodic actions are mutually absolutely continuous or singular. This dichotomy includes that of G-measures as a special case.
Asymptotic Estimations of Stochastic Oscillatory Integrals. We have obtained several results on the asymptotic estimations of stochastic oscillatory integrals I (λ ; q, Ψ) on an abstract Wiener space as |λ|→ ∞ under hypothesis on the phase function q and the oscillation function Ψ. Among those are the exponential decay, the principle of the stationary phase, a complex transformation of the Wiener measure based on the Jacobi equation, the localisation, etc..
Stochastic Analysis on the Path Space Analysing the path space on a Riemannian manifold, we obtained the short time estimation of Varadhan type of an infinite dimensional diffusion, the existense and the estimation of the spectral gap, and fine estimations of the heat kernel, etc..
Harmonic Analysis of a Fractal. We have expressed the Sierpinski gasket as a Martin boundary of a certain Markov chain, proved that the harmonic measure coincides with the canonical Hausdorff measure, compared the Mrtin metric with the Euclidean one explicitly. Less

  • Research Products

    (28 results)

All Other

All Publications (28 results)

  • [Publications] M.Denker and H.Sato: "Sierpi\′nski gasket as a Martin boundary I (The Martin Kernels)"Potential Analysis. (to appear).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] S.Taniguchi: "Stochastic oscillatory integrals with quadratic phase function and Jacobi equations."Probability Theory and Related Fields. 114. 291-308 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Sugita and S.Taniguchi: "Oscillatory integrals with quadratic function on a real abstract Wiener space."Journal of Functional Analysis. 155. 229-262 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] S.Aida: "Logarithmic derivatives of heat kernels and logarithmic Sobolev inequalities With unbounded diffusion coefficients on loop spaces."Journal of Functional Analysis. 174. 430-477 (2000)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] I.Shigekawa: "Semigroup domination on on a Riemannian manifold with boundary"Acta Applicandae Math.. (to appear).

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] Y.Ishii and D.Sands: "Monotonicity of the Lozi family near the tent-maps"Communications of Mathematical Physics. 198. 397-406 (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 重川一郎: "確率解析"岩波書店. (1998)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] 佐藤坦: "ウィーナー空間"神戸大学理学部数学教室. 51 (1999)

    • Description
      「研究成果報告書概要(和文)」より
  • [Publications] H.Mizumachi, H.Sato and Y.Shinowaki: "Absolute continuity of a symmetric three-valued random translation of a Gaussian sequence."Trends in Probability and Related Analysis. World Scientific. 263-272 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] M.Denker and H.Sato: "Sierpinski gasket as a Martin boundary II (The Intrinsic Metric)"Publ.RIMS, Kyoto Univ.. 35. 769-794 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] M.Denker and H.Sato: "Sierpinski gasket as a Martin bundary I (The Martin Kernels)"Potential Analysis. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Taniguchi: "On the exponential decay of oscillatory integrals on an abstract Wiener space"Journal of Functional Analysis. 154. 424-443 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] H.Sugita and S.Taniguchi: "Oscillatory integrals with quadratic phase function on a real abstract Wiener space"Journal of Functional Analysis. 155. 229-262 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Taniguchi: "Stochastic oscillatory integrals with quadratic phase function and Jacobi equations"Probability Theory and Related Fields. 114. 291-308 (1999)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Taniguchi: "Levy's stochastic area and the principle of stationary phase"Journal of Functional Analysis. 172. 165-176 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Taniguchi: "Analytic functions on abstract Wiener spaces"Journal of Functional Analysis. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Aida: "Uniform positivity improving property, Sobolev inequalities and spectral gaps"Journal of Functional Analysis. 158. 152-185 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Aida: "Logarithmic derivatives of heat Kernels and logarithmic Sobolev inequalities with unbounded diffusion coefficients on loop spaces"Journal of Functional Analysis. 174. 430-477 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Aida and B.Driver: "Equivalence of heat kernel measure and pinned Wiener measure on loop groups"C.R.Acad. Sci. Paris. 331 Serie I. 709-712 (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Aida: "On the irreducibility of the Dirichlet forms in infinite dimensional spaces"Osaka Journal of Mathematics. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Aida and T-S.Zhang: "On the short time asymptotics of transition probability of diffusion on path groups"Potential Analysis. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] S.Aida: "An estimate of the gap of spectrum of Schroedinger operators which generate hyperbounded semigroups"Journal of Functional Analysis. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] I.Shigekawa: "Semigroup domination on a Riemannian manifold with boundary"Acta Applicandae Math. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] K.Yasuda: "Extension of measures to infinite dimensional spaces over p-adic field"Osaka Journal of Mathematics. (to appear).

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] K.Yasuda: "On infinitely divisible distributions on locally compact Abelian groups"Journal of Theoretical Probability. 13. (2000)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] Y.Ishii and D.Sands: "Monotonicity of the Lozi family near the tent-maps."Communications of Mathematical Physics. 198. 397-406 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] T.Nakata: "Pianigiani-Yorke measures for non-Holder-continuous potentials"Hiroshima Mathematical Journal. 28. 95-111 (1998)

    • Description
      「研究成果報告書概要(欧文)」より
  • [Publications] T.Nakata, H.Imahayashi and M.Yamashita: "A probabilistic local majority polling game on weighted directed graphs with and application to the distributed agreement problem"Networks. 35. 266-273 (2000)

    • Description
      「研究成果報告書概要(欧文)」より

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Published: 2002-03-26  

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