Time Changes of the Brownian Motion : Poincaré Inequality, Heat Kernel Estimate and Protodistance.
Material type:
- text
- computer
- online resource
- 9781470452551
- 530.475
- QA274.75 .K543 2019
Cover -- Title page -- Chapter 1. Introduction -- Chapter 2. Generalized Sierpinski carpets -- Chapter 3. Standing assumptions and notations -- Chapter 4. Gauge function -- Chapter 5. The Brownian motion and the Green function -- Chapter 6. Time change of the Brownian motion -- Chapter 7. Scaling of the Green function -- Chapter 8. Resolvents -- Chapter 9. Poincaré inequality -- Chapter 10. Heat kernel, existence and continuity -- Chapter 11. Measures having weak exponential decay -- Chapter 12. Protodistance and diagonal lower estimateof heat kernel -- Chapter 13. Proof of Theorem 1.1 -- Chapter 14. Random measures having weak exponential decay -- Chapter 15. Volume doubling measure and sub-Gaussian heat kernel estimate -- Chapter 16. Examples -- Chapter 17. Construction of metrics from gauge function -- Chapter 18. Metrics and quasimetrics -- Chapter 19. Protodistance and the volume doubling property -- Chapter 20. Upper estimate of _{ }( , , ) -- Chapter 21. Lower estimate of _{ }( , , ) -- Chapter 22. Non existence of super-Gaussian heat kernel behavior -- Bibliography -- List of Notations -- Index -- Back Cover.
In this paper, time changes of the Brownian motions on generalized Sierpinski carpets including n-dimensional cube [0, 1]^n are studied. Intuitively time change corresponds to alteration to density of the medium where the heat flows. In case of the Brownian motion on [0, 1]^n, density of the medium is homogeneous and represented by the Lebesgue measure. The author's study includes densities which are singular to the homogeneous one. He establishes a rich class of measures called measures having weak exponential decay. This class contains measures which are singular to the homogeneous one such as Liouville measures on [0, 1]^2 and self-similar measures. The author shows the existence of time changed process and associated jointly continuous heat kernel for this class of measures. Furthermore, he obtains diagonal lower and upper estimates of the heat kernel as time tends to 0. In particular, to express the principal part of the lower diagonal heat kernel estimate, he introduces "protodistance" associated with the density as a substitute of ordinary metric. If the density has the volume doubling property with respect to the Euclidean metric, the protodistance is shown to produce metrics under which upper off-diagonal sub-Gaussian heat kernel estimate and lower near diagonal heat kernel estimate will be shown.
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Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2024. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
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