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On structure of random walk traces

Research Project

Project/Area Number 25800064
Research Category

Grant-in-Aid for Young Scientists (B)

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

Principal Investigator

Shiraishi Daisuke  京都大学, 情報学研究科, 講師 (00647323)

Project Period (FY) 2013-04-01 – 2017-03-31
Project Status Completed (Fiscal Year 2016)
Budget Amount *help
¥4,160,000 (Direct Cost: ¥3,200,000、Indirect Cost: ¥960,000)
Fiscal Year 2016: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2015: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2014: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2013: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Keywordsランダムウォーク / ブラウン運動 / ループ除去ランダムウォーク / 非マルコフ過程 / Loop-erased random walk
Outline of Final Research Achievements

In this research, I got the following results. The first main result is to show the existence of the growth exponent of the loop-erased random walk (LERW) in three dimensions. LERW is a random simple path obtained by erasing all loops from a random walk path, which was introduced by Greg Lawler in 1980s. Both in math and physics literatures, it is known that the most difficult case is in three dimensions. I derived such existence of the exponent in three dimensions by establishing a number of delicates estimates on LERW. The second main result is to give a decomposition of a trace of the Brownian motion as follows. I showed that the union of the scaling limit of LERW and a suitable Poisson point process on a loop space is (in law) the Brownian motion. This decomposition can be seen as an analog of Ito's excursion theorem in one dimension.

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

    (4 results)

All 2016 2015 2013

All Presentation (4 results) (of which Int'l Joint Research: 2 results,  Invited: 4 results)

  • [Presentation] On loops of Brownian motion2016

    • Author(s)
      白石大典
    • Organizer
      大規模相互作用系の確率解析
    • Place of Presentation
      東京大学数理科学研究科
    • Year and Date
      2016-11-02
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Geometry of Brownian motion2016

    • Author(s)
      白石大典
    • Organizer
      確率論と幾何学
    • Place of Presentation
      京都大学数理解析研究所
    • Year and Date
      2016-10-26
    • Related Report
      2016 Annual Research Report
    • Int'l Joint Research / Invited
  • [Presentation] Loop-erased walk in three dimensions2015

    • Author(s)
      白石大典
    • Organizer
      Random Motion in Random Media
    • Place of Presentation
      EURANDOM, TU Eindhoven
    • Year and Date
      2015-03-30 – 2015-04-02
    • Related Report
      2014 Research-status Report
    • Invited
  • [Presentation] Growth exponent for loop-erased random walk in three dimensions2013

    • Author(s)
      白石大典
    • Organizer
      確率論シンポジウム
    • Place of Presentation
      京都大学数理解析研究所
    • Related Report
      2013 Research-status Report
    • Invited

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

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