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Symmetric Markov processes and Dirichlet forms

Symmetric Markov processes and Dirichlet forms
对称马尔可夫过程和狄利克雷形式
批准号:
09640265
负责人:
TAKEDA Masayoshi
金额:
$1.73万
依托单位国家:
日本
项目类别:
Grant-in-Aid for Scientific Research (C)
财政年份:
1997
资助国家:
日本
项目状态:
已结题
起止时间:
1997 至 1999

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中文摘要
翻译
本研究的目标是通过使用Dirichlet表格理论来研究对称马尔可夫工艺。对称马尔可夫处理器是Donsker-Varadhan型大偏差理论中的一个特殊类,其意义是,大偏差原则的速率函数是由相关Dirichlet形式赋予的。在1984年, Fukushima和我指出,即使是一些超级martingale多功能功能的对称马尔可夫过程也可以被转化为ergodic过程,即使是对称马尔可夫过程被利用或在内部被杀死。作为一个结果, Donsker-Varadhan型大型调试原则可以用有限的寿命扩展到对称马尔可夫过程。在这项研究中,我发现了一个新的可行条件来容纳上层估计,不仅是紧凑套,而且也是封闭套。在事实上,我展示了如果马尔可夫过程的充分大偏差原则,那么马尔可夫过程就能如此迅速地利用1个身份函数来消失在无限空间中的连续函数。作为这一结果的综述,我展示了L-D1 p-D1-对称马尔可夫半组的光谱半径的独立性。我已经应用了它来为Feynman-Kac功能的完整性提供必要和有效的条件。这也给出了我们对施罗德运算符是间接还是非临界的标准,我们进一步扩展了使用Feynman-Kac功能和考虑到Feynman-Kac semigroups的马尔可夫过程的大偏差原则。
英文摘要
The objective of this study is to investigate symmetric Markov processes by using Dirichlet form theory. Symmetric Markov processes are a special class in Donsker-Varadhan type large deviation theory in the sense that the rate functions of large deviation principle are given by the associated Dirichlet forms. In 1984, Fukushima and I showed that symmetric Markov processes can be transformed to ergodic processes by some supermartingale multiplicative functionals even if a symmetric Markov process is explosive or has the killing inside. As a result, Donsker-Varadhan type large deviation principle could be extended to symmetric Markov processes with finite lifetime. In this study, I found a new sufficient condition for the upper estimate holding for not only compact sets but also for closed sets. In fact, I showed that the full large deviation principle holds if the Markov process explodes so fast that the 1-resolvent of the identity function belongs to the space of continuous functions vanishing at infinity. As a corollary of this result, I showed LィイD1pィエD1-independence of the spectral radius of symmetric Markov semigroups. And I applied it to obtain a necessary and sufficient condition for the integrability of Feynman-Kac functionals. This result also gives us an criterion whether a Schrodinger operators is subcritical or not.We further extended the large deviation principle to Markov processes with Feynman-Kac functional, and consider asymptotic properties of Feynman-Kac semigroups.
期刊论文(26)
专著(0)
科研奖励(0)
会议论文
M. Takeda: "Large deviations and LIL's for Brownian motions on Nested fractals"Osaka J. Math.. (to appear).
M. Takeda:“嵌套分形上布朗运动的大偏差和 LIL”Osaka J. Math..(即将出现)。
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通讯作者:
竹田 雅好: "Large deviations and LIL's for Brownian motions on nested Fractals"Osaka J. Math.. in Press.
Masayoshi Takeda:“嵌套分形上布朗运动的大偏差和 LIL”Osaka J. Math.. 正在出版。
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竹田雅好: "Large deviations and LIL's for Brownian motions on nested fractals"to appear in Osaka J. Math..
Masayoshi Takeda:“嵌套分形上布朗运动的大偏差和 LIL”出现在 Osaka J. Math..
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長井 英生: "Ergodic type Bellman equations of risk-sensitive control with large parameters and singular limits"Asymptotic Analysic. 20. 279-299 (1999)
Hideo Nagai:“具有大参数和奇异极限的风险敏感控制的遍历型贝尔曼方程”渐近分析 20. 279-299 (1999)
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共 26 条
    Functional analytic study on asymptotic properties of Markov processes
    • 批准号:
      22340024
    • 项目类别:
      Grant-in-Aid for Scientific Research (B)
    • 资助金额:
      $8.65万
    • 财政年份:
      2010
    • 负责人:
      TAKEDA Masayoshi
    • 依托单位:
    Dirichlet Forms and Stochastic Analysis of Symmetric Markov Processes
    • 批准号:
      18340033
    • 项目类别:
      Grant-in-Aid for Scientific Research (B)
    • 资助金额:
      $6.9万
    • 财政年份:
      2006
    • 负责人:
      TAKEDA Masayoshi
    • 依托单位:
    Large deviations for symmetric Markov processes and Dirichlet forms
    • 批准号:
      15540103
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $2.3万
    • 财政年份:
      2003
    • 负责人:
      TAKEDA Masayoshi
    • 依托单位:
    Symmetric Markov processes and large deviation theory
    • 批准号:
      12640099
    • 项目类别:
      Grant-in-Aid for Scientific Research (C)
    • 资助金额:
      $1.73万
    • 财政年份:
      2000
    • 负责人:
      TAKEDA Masayoshi
    • 依托单位:
    海外基金