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2013 Fiscal Year Final Research Report

Markov chains on disordered media and their scaling limits

Research Project

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Project/Area Number 22340017
Research Category

Grant-in-Aid for Scientific Research (B)

Allocation TypeSingle-year Grants
Section一般
Research Field General mathematics (including Probability theory/Statistical mathematics)
Research InstitutionKyoto University

Principal Investigator

KUMAGAI Takashi  京都大学, 数理解析研究所, 教授 (90234509)

Co-Investigator(Kenkyū-buntansha) AIKAWA Hiroaki  北海道大学, 大学院理学研究院, 教授 (20137889)
SHIGEKAWA Ichiro  京都大学, 大学院理学研究科, 教授 (00127234)
KIGAMI Jun  京都大学, 大学院情報学研究科, 教授 (90202035)
HINO Masanori  京都大学, 大学院情報学研究科, 准教授 (40303888)
UEMURA Toshihiro  関西大学, システム理工学部, 教授 (30285332)
Co-Investigator(Renkei-kenkyūsha) FUNAKI Tadahisa  東京大学, 大学院数理科学研究科, 教授 (60112174)
TAKEDA Masayoshi  東北大学, 大学院理学研究科, 教授 (30179650)
KOTANI Motoko  東北大学, 大学院理学研究科, 教授 (50230024)
YOSHIDA Nobuo  京都大学, 大学院理学研究科, 教授 (40240303)
Project Period (FY) 2010-04-01 – 2013-03-31
Keywords確率論 / 数理物理 / 解析学 / 複雑系 / 統計力学 / 飛躍型確率過程 / 国際研究者交流 / イギリス:アメリカ:カナダ:ドイツ
Research Abstract

We analysed Markov chains on disordered media and their scaling limits in a unified manner by using probabilistic and analytic methods. From the viewpoint of constructing general theory, we established the following results; i) heat kernel estimates for non-symmetric Markov chains satisfying some cycle condition and analyzing their scaling limits, ii) equivalence of the sub-Gaussian heat kernel estimates and generalized Parabolic Harnack inequalities on symmetric diffusions for general metric measure spaces, iii) convergence of jump-type processes for general metric measure spaces. From the viewpoint of concrete examples, we established the following results; i) asymptotic behavior and scaling limits of biased random walks on critical percolation clusters (conditioned to survive forever) on trees, ii) convergence of scaled mixing times on Markov chains on random finite graphs.

  • Research Products

    (56 results)

All 2014 2013 2012 2011 2010 Other

All Journal Article (22 results) Presentation (32 results) (of which Invited: 32 results) Book (1 results) Remarks (1 results)

  • [Journal Article] Biased random walk on critical Galton-Watson trees conditioned to survive2013

    • Author(s)
      D.A. Croydon, A. Fribergh, and T. Kumagai
    • Journal Title

      Probab. Theory Relat. Fields

      Volume: 157 Pages: 453-507

    • DOI

      10.1007/s00440-012-0462-z

  • [Journal Article] Fluctuations of recentered maxima of discrete Gaussian Free Fields on a class of recurrent graphs2013

    • Author(s)
      T. Kumagai, and Zeitouni
    • Journal Title

      Electron. Commun. Probab.

      Volume: 18 Pages: 1-12

    • DOI

      10.1214/ECP.v18-2632

  • [Journal Article] Markov chain approximations to non-symmetric diffusions with bounded coefficients2013

    • Author(s)
      J.-D. Deuschel, and T. Kumagai
    • Journal Title

      Comm. Pure Appl. Math.

      Volume: 66,no. 6 Pages: 821-866

    • DOI

      10.1002/cpa.21447

  • [Journal Article] Discrete Approximation of Symmetric Jump Processes on Metric Measure Spaces2013

    • Author(s)
      Z.-Q. Chen, P. Kim, and T. Kumagai
    • Journal Title

      Probab. Theory Relat. Fields

      Volume: 155 Pages: 703-749

    • DOI

      10.1007/s00440-012-0411-x

  • [Journal Article] Upper estimate of martingale dimension for self-similar fractals2013

    • Author(s)
      M. Hino
    • Journal Title

      Probab. Theory Relat. Fields

      Volume: 156 Pages: 739-793

    • DOI

      10.1007/s00440-012-044

  • [Journal Article] Measurable Riemannian stru- ctures associated with strong local Dirichlet forms2013

    • Author(s)
      M. Hino
    • Journal Title

      Math. Nachr.

      Volume: 286 Pages: 1466-1478

    • DOI

      10.1002/mana.201200061

  • [Journal Article] Resistance forms, quasi- symmetric maps and heat kernel estimates2012

    • Author(s)
      J. Kigami
    • Journal Title

      Mem. Amer. Math. Soc.

      Volume: 216 Pages: 132

    • DOI

      10.1090/S0065-9266-2011-00632-5

  • [Journal Article] On the equivalence of parabolic Harnack inequalities and heat kernel estimates2012

    • Author(s)
      M.T. Barlow, A. Grigor'yan, and T. Kumagai
    • Journal Title

      J. Math. Soc. Japan

      Volume: 64 Pages: 1091-1146

    • DOI

      10.2969/jmsj/06441091

  • [Journal Article] Convergence of mixing times for sequences of random walks on finite graphs2012

    • Author(s)
      D.A. Croydon, B.M. Hambly, and T. Kumagai
    • Journal Title

      Electron. J. Probab.

      Volume: 17 Pages: 1-32

    • DOI

      10.1214/EJP.v17-1705

  • [Journal Article] Jump-type Hunt processes generated by lower bounded semi-Dirichlet forms2012

    • Author(s)
      M. Fukushima, and T. Uemura
    • Journal Title

      Ann. Probab.

      Pages: 858-889

    • DOI

      10.1214/10-AOP633

  • [Journal Article] Semigroups preserving a convex set in a Banach space2011

    • Author(s)
      I.Shigekawa
    • Journal Title

      Kyoto J. Math.

      Volume: 51 Pages: 647-672

    • DOI

      10.1215/21562261-1299918

  • [Journal Article] Dirichlet spaces on H-convex sets in Wiener space2011

    • Author(s)
      M. Hino
    • Journal Title

      Bull. Sci. Math.

      Volume: 135 Pages: 667-683

    • DOI

      10.1016/j.bulsci.2011.07.008

  • [Journal Article] Global Heat Kernel Estimates for Symmetric Jump Processes2011

    • Author(s)
      Z.-Q. Chen, P. Kim, and T. Kumagai
    • Journal Title

      Trans. Amer. Math. Soc.

      Volume: 363,no. 9 Pages: 5021-5055

    • DOI

      10.1090/S0002-9947-2011-05408-5

  • [Journal Article] Convergence of symmetric Markov chains on Z^d2010

    • Author(s)
      R.F. Bass, T. Kumagai, and T. Uemura
    • Journal Title

      Probab. Theory Relat. Fields.

      Volume: 148 Pages: 107-140

    • DOI

      10.1007/s00440-009-0224-8

  • [Journal Article] A priori Hölder estimate, parabolic Harnack prin- ciple and heat kernel estimates for diffu- sions with jumps2010

    • Author(s)
      Z.-Q. Chen, and T. Kumagai
    • Journal Title

      Rev. Mat. Iberoamericana

      Volume: 26 Pages: 551-589

    • DOI

      10.4171/RMI/609

  • [Journal Article] Uniqueness of Brownian motion on Sierpinski carpets2010

    • Author(s)
      M.T. Barlow, R.F. Bass, T. Kumagai, and A. Teplyaev
    • Journal Title

      J. European Math. Soc.

      Volume: 12 Pages: 655-701

    • DOI

      10.4171/JEMS/211

  • [Journal Article] Modulus of continuity of the Dirichlet solutions2010

    • Author(s)
      H. Aikawa
    • Journal Title

      Bull. London Math. Soc.

      Volume: 42 Pages: 857-867

    • DOI

      10.1112/blms/bdq040

  • [Journal Article] Dirichlet forms and associated heat kernels on the Cantor set induced by random walks on trees2010

    • Author(s)
      J. Kigami
    • Journal Title

      Adv. Math.

      Volume: 225 Pages: 2674-2730

    • DOI

      10.1016/j.aim.2010.04.029

  • [Journal Article] Fractional order Taylor's series and the neo-classical inequality2010

    • Author(s)
      K. Hara, and M. Hino
    • Journal Title

      Bull. London Math. Soc.

      Volume: 42 Pages: 467-477

    • DOI

      10.1112/blms/bdq013

  • [Journal Article] On exit time from balls of jump-type symmetric Markov processes2010

    • Author(s)
      T. Uemura
    • Journal Title

      Acta. Math. Sin.

      Volume: 226 Pages: 185-192

    • DOI

      10.1007/s10114-010-6173-4

  • [Journal Article] Extended Harnack inequali- ties with exceptional sets and a boundary Harnack principle

    • Author(s)
      H. Aikawa
    • Journal Title

      J. Anal. Math.

      Volume: (to appear)

    • URL

      http://www.math.sci.hokudai.ac.jp/~aik/research/AikawaPapers/ehi.pdf

  • [Journal Article] Exponential convergence of Markovian semigroups and their spectra on L^p-spaces

    • Author(s)
      Sei. Kusuoka, and I. Shigekawa
    • Journal Title

      Kyoto Journal of Mathematics

      Volume: (to appear)

    • URL

      https://www.math.kyoto-u.ac.jp/~ichiro/

  • [Presentation] Biased random walk on critical Galton-Watson trees conditioned to survi- ve2013

    • Author(s)
      熊谷隆
    • Organizer
      Random media
    • Place of Presentation
      TU- Berlin(ドイツ)
    • Year and Date
      2013-09-16
    • Invited
  • [Presentation] Fluctuations of recentered maxima of discrete Gaussian Free Fields on a class of recurrent graphs2013

    • Author(s)
      熊谷隆
    • Organizer
      AMC 2013 in BEXCO
    • Place of Presentation
      BEXCO,釜山(韓国)
    • Year and Date
      2013-07-01
    • Invited
  • [Presentation] On the precise Gaussian heat kernel lower bounds2013

    • Author(s)
      熊谷隆
    • Organizer
      IWPT2013 at Sapporo
    • Place of Presentation
      北海道大学
    • Year and Date
      2013-02-04
    • Invited
  • [Presentation] Random walks on graphs and applications to random media2012

    • Author(s)
      熊谷隆
    • Organizer
      Spring School in Probability at Dubrovnik
    • Place of Presentation
      Dubrovnik, Croatia
    • Year and Date
      20120423-27
    • Invited
  • [Presentation] Fluctuations of recentered maxima of discrete Gaussian Free Fields on a class of recurrent graphs2012

    • Author(s)
      熊谷隆
    • Organizer
      2012 Advances on fractals and related topics at CUHK
    • Place of Presentation
      香港中文大学(香港)
    • Year and Date
      2012-12-12
    • Invited
  • [Presentation] Partition, volume doubling property and quasisymmetry on metric measure spaces2012

    • Author(s)
      木上淳
    • Organizer
      International Conference on Advances on Fractals and Related Topics
    • Place of Presentation
      香港中文大学(香港)
    • Year and Date
      2012-12-12
    • Invited
  • [Presentation] Geodesic distances and intrinsic distances on some fractal sets2012

    • Author(s)
      日野正訓
    • Organizer
      International Conference on Advances on Fractals and Related Topics
    • Place of Presentation
      香港中文大学(香港)
    • Year and Date
      2012-12-11
    • Invited
  • [Presentation] On spectra of 1-dimensional diffusion operators2012

    • Author(s)
      重川一郎
    • Organizer
      量子場の数理とその周辺
    • Place of Presentation
      京都大学数理解析研究所
    • Year and Date
      2012-11-15
    • Invited
  • [Presentation] Random walks on disordered media and their scaling limits2012

    • Author(s)
      熊谷隆
    • Organizer
      日本数学会、KMS-MSJ Joint Meeting 2012
    • Place of Presentation
      九州大学
    • Year and Date
      2012-09-17
    • Invited
  • [Presentation] Extended Harnack inequali- ties with exceptional sets and a boundary Harnack principle2012

    • Author(s)
      相川弘明
    • Organizer
      Potential Theory and its Related Fields
    • Place of Presentation
      京都大学数理解析研究所
    • Year and Date
      2012-09-07
    • Invited
  • [Presentation] Geodesic distances and intrinsic distances on some fractal sets2012

    • Author(s)
      日野正訓
    • Organizer
      Potential Theory and its Related Fields
    • Place of Presentation
      京都大学数理解析研究所
    • Year and Date
      2012-09-04
    • Invited
  • [Presentation] Exponential Ccnvergence of Markov processes2012

    • Author(s)
      重川一郎
    • Organizer
      The 8th Workshop on Markov processes and related topics
    • Place of Presentation
      Beijing Normal University, CHINA
    • Year and Date
      2012-07-20
    • Invited
  • [Presentation] Extended Harnack inequali- ties with exceptional sets and a boundary Harnack principle2012

    • Author(s)
      相川弘明
    • Organizer
      International Confe- rence on Complex Analysis and Related Topics, The 13th Romanian-Finnish Seminar
    • Place of Presentation
      Ploiesti, Romania
    • Year and Date
      2012-06-28
    • Invited
  • [Presentation] Analysis on Fractals2012

    • Author(s)
      木上淳
    • Organizer
      The Applications of Fractal Geometry and Dynamical Systems Theory to Biology & Physics
    • Place of Presentation
      UC. Riverside(アメリカ)
    • Year and Date
      2012-06-20
    • Invited
  • [Presentation] ディリクレ形式の指数とその応用2012

    • Author(s)
      日野正訓
    • Organizer
      日本数学会年会
    • Place of Presentation
      東京理科大学
    • Year and Date
      2012-03-26
    • Invited
  • [Presentation] Partition, volume doubling property and quasi symmetry on metric spaces2012

    • Author(s)
      木上淳
    • Organizer
      The 1078th AMS Meeting
    • Place of Presentation
      ハワイ大学(アメリカ)
    • Year and Date
      2012-03-08
    • Invited
  • [Presentation] Extended Harnack inequali- ty2012

    • Author(s)
      相川弘明
    • Organizer
      The 1078th AMS Meeting
    • Place of Presentation
      ハワイ大学(アメリカ)
    • Year and Date
      2012-03-03
    • Invited
  • [Presentation] Random walks on graphs and applications to random media (9 Lectures)2011

    • Author(s)
      熊谷隆
    • Organizer
      The First NIMS Summer School in Proba- Bility
    • Place of Presentation
      Daejeon(韓国)
    • Year and Date
      20110815-26
    • Invited
  • [Presentation] Dirichlet forms on a noncompact Cantor set and random walk on its defining tree2011

    • Author(s)
      木上淳
    • Organizer
      Stochastic Analysis (Banff Meeting)
    • Place of Presentation
      Banff International Research Station(カナダ)
    • Year and Date
      2011-09-21
    • Invited
  • [Presentation] Differential-like structu- res associated with strong local Dirichlet forms2011

    • Author(s)
      日野正訓
    • Organizer
      4th Cornell Conference on Analysis, Probability, and Mathematical Physics on Fractals
    • Place of Presentation
      コーネル大学(アメリカ)
    • Year and Date
      2011-09-11
    • Invited
  • [Presentation] The spectrum of non- symmetric operators and Markov processes2011

    • Author(s)
      重川一郎
    • Organizer
      5th international conferences on Stochas- tic Analysis and itsApplications
    • Place of Presentation
      ボン大学(ドイツ)
    • Year and Date
      2011-09-09
    • Invited
  • [Presentation] Markov chain approximations to non-symmetric diffusions with bounded coefficients2011

    • Author(s)
      熊谷隆
    • Organizer
      5th international confe- rences on Stochastic Analysis and its Applications
    • Place of Presentation
      ボン大学(ドイツ)
    • Year and Date
      2011-09-05
    • Invited
  • [Presentation] Potential analysis on non- smooth domain2011

    • Author(s)
      相川弘明
    • Organizer
      Complex analysis and potential theory
    • Place of Presentation
      モントリオール大学(カナダ)
    • Year and Date
      2011-06-21
    • Invited
  • [Presentation] Convergence of mixing times for sequences of random walks on graphs2011

    • Author(s)
      熊谷隆
    • Organizer
      Stochastic Analysis (Oberwolfach Meeting)
    • Place of Presentation
      Oberwolfach(ドイツ)
    • Year and Date
      2011-06-02
    • Invited
  • [Presentation] Random walks on disordered media and their scaling limits (8 Lectures)2010

    • Author(s)
      熊谷隆
    • Organizer
      40th Probability Summer School, St. Flour
    • Place of Presentation
      St. Flour (フランス)
    • Year and Date
      20100704-17
    • Invited
  • [Presentation] Resistance forms, quasi- symmetric maps and heat kernel estimates2010

    • Author(s)
      木上淳
    • Organizer
      Analysis and Probability on Fractals
    • Place of Presentation
      Fourier Institute, Grenoble France
    • Year and Date
      20100601-04
    • Invited
  • [Presentation] Martingale dimensions and derivatives for some fractals2010

    • Author(s)
      日野正訓
    • Organizer
      Conference in Memory of Paul Malliavin
    • Place of Presentation
      Universite de Bourgogne(フランス)
    • Year and Date
      2010-10-04
    • Invited
  • [Presentation] Modulus of continuity of the Dirichlet solutions2010

    • Author(s)
      相川弘明
    • Organizer
      日本数学会秋季総合分科会
    • Place of Presentation
      名古屋大学
    • Year and Date
      2010-09-22
    • Invited
  • [Presentation] Martingale dimensions for self-similar fractals2010

    • Author(s)
      日野正訓
    • Organizer
      34th conference on Stochastic Processes and Their Appli- cations
    • Place of Presentation
      千里ライフサイエンスセンター
    • Year and Date
      2010-09-10
    • Invited
  • [Presentation] Convergence of symmetric Markov chains on Z^d2010

    • Author(s)
      熊谷隆
    • Organizer
      34th conference on Stochastic Processes and Their Applica- tions
    • Place of Presentation
      千里ライフサイエンスセンター
    • Year and Date
      2010-09-07
    • Invited
  • [Presentation] Dirichlet forms and heat kernels on the Cantor sets as the traces of Random walks on trees2010

    • Author(s)
      木上淳
    • Organizer
      4th Internatio- nal Conference on Stochastic Analysis and Its applications
    • Place of Presentation
      関西大学
    • Year and Date
      2010-09-03
    • Invited
  • [Presentation] Boundary Harnack principle and Carleson estimate2010

    • Author(s)
      相川弘明
    • Organizer
      4th Internatio- nal Conference on Stochastic Analysis and Its applications
    • Place of Presentation
      関西大学
    • Year and Date
      2010-08-31
    • Invited
  • [Book] Springer, New York2014

    • Author(s)
      T. Kumagai
    • Total Pages
      147
    • Publisher
      Random Walks on Disordered Media and their Scaling Limits. Lect. Notes in Math., Vol. 2101, École d'Été de Probabilités de Saint-Flour XL--2010
  • [Remarks]

    • URL

      http://www.kurims.kyoto-u.ac.jp/~kumagai/kumpre.html

URL: 

Published: 2015-07-16  

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