On a representation of additive functionals of zero quadratic variation

For a Markov process X associated to a Dirichlet form, we use continuous additive functionals obtained by Fukushima decompositions in order to represent the class of additive functionals of zero quadratic variation. We do not assume that X is symmetric.     

Nonlinear Filtering for Diffusions in Random Environments

Suppose that the signal X to be estimated is a diffusion process in a random medium W and the signal is correlated with the observation noise. We study the historical filtering problem concerned with estimating the signal path up until the current time based upon the back observations. Using Dirichlet form theory, we introduce a filtering model for general rough signal X ^W and establish a multiple Wiener integrals representation for the unnormalized pathspace filtering process. Then, we construct a precise nonlinear filtering model for the process X itself and give the corresponding Wiener chaos decomposition.     

Generalized Feynman–Kac Semigroups,Associated Quadratic Forms and Asymptotic Properties

In this paper, we study the Feynman–Kac semigroup T _t f(x)=E _x[f(X _t)exp(N _t)],where X _t is a symmetric Levy process and N _t is a continuous additive functional of zero energy which is not necessarily of bounded variation. We identify the corresponding quadratic form and obtain large time asymptotics of the semigroup. The Dirichlet form theory plays an important role in the whole paper.     

Nonparametric bayesian estimation of a survival curve with dependent censoring mechanism

Summary Let (X ₁,Y ₁),..., (X _N ,Y _N ) be a random sample from a bivariate distribution functionF. Based on observing only (δ _i ,Z _i ) whereδ _i =1 ifX _i ≦X _i and =0 otherwise andZ _i =min{X _i ,Y _i } fori=1,...,n, we obtain the Bayes estimator ofF whenF is a Dirichlet process under the usual integrated squared error loss function. It should be pointed out here thatX _i andY _i neednot be independent which is the usual assumption in survival analysis models. The effect of this dependence can be seen clearly in the estimators obtained and also in the given example which illustrates the estimator when Freunds' bivariate exponential distribution is taken as the parameter of the Dirichlet process. The research of this author is supported in part by an NSF Grant MCS80-03244. The research of this author is supported by the NIH Grant NO: 1 R01 GM 28405.     

The existence and regularity of multiple solutions for a class of infinitely degenerate elliptic equations

Let X = (X₁, …, X_m) be an infinitely degenerate system of vector fields. We study the existence and regularity of multiple solutions of the Dirichlet problem for a class of semi‐linear infinitely degenerate elliptic operators associated with the sum of square operator δ_X = ∑_{j = 1}^m X_j^* X_j (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the posterior distribution of a dirichlet process given randomly right censored observations

The purpose of this note is to show that the conditional distribution of a Dirichlet process P given n independent observations X₁… X_n from P and belonging to measurable sets A₁,… A_n with A₁ ? A₁₊₁ for i=1,… n=1 is a mixture of Dirichlet processes as introduced by Antoniak. It is also shown that this result is applicable in Bayesin decision problems concerning a random survival distribution under Dirichlet process priors.     

Inverse Problems for Obstacles in a Waveguide

In this paper we prove that a particular entry in the scattering matrix, if known for all energies, determines certain rotationally symmetric obstacles in a generalized waveguide. The generalized waveguide X can be of any dimension and we allow either Dirichlet or Neumann boundary conditions on the boundary of the obstacle and on ?X. In the case of a two-dimensional waveguide, two particular entries of the scattering matrix suffice to determine the obstacle, without the requirement of symmetry.     

Uniqueness of Dirichlet forms associated with systems of infinitely many Brownian balls in ℝ d

Summary. Dirichlet forms associated with systems of infinitely many Brownian balls in ℝ ^d are studied. Introducing a linear operator L ₀ defined on a space of smooth local functions, we show the uniqueness of Dirichlet forms associated with self adjoint Markovian extensions of L ₀. We also discuss the ergodicity of the reversible process associated with the Dirichlet form. Received: 18 July 1996/In revised form: 13 February 1997     

Hardy's Inequality for Dirichlet Forms

We prove an abstract form of Hardy's L² inequality, in which the Dirichlet integral is replaced by the Dirichlet form of a general symmetric Markov process. A number of examples are provided.     

Dirichlet forms,quasiregular functions and Brownian motion

Summary Given a quasiregular function on an open setU in ⁿ it is shown that there exists a diffusionX _t inU such that mapsX _t inton-dimensional Brownian motion. The process is constructed from a Dirichlet form which can be described explicitly. This enables us to apply stochastic methods in the investigation of quasiregular mappings. Some examples of applications are given, including boundary behaviour and value distribution.     

On general perturbations of symmetric Markov processes

Let X be a symmetric right process, and let be a multiplicative functional of X that is the product of a Girsanov transform, a Girsanov transform under time-reversal and a continuous Feynman–Kac transform. In this paper we derive necessary and sufficient conditions for the strong L²-continuity of the semigroup given by T_tf(x)=E_x[Z_tf(X_t)], expressed in terms of the quadratic form obtained by perturbing the Dirichlet form of X in the appropriate way. The transformations induced by such Z include all those treated previously in the literature, such as Girsanov transforms, continuous and discontinuous Feynman–Kac transforms, and generalized Feynman–Kac transforms.     

Multivariate Liouville distributions

A random vector (X₁, …, X_n), with positive components, has a Liouville distribution if its joint probability density function is of the formf(x₁ + … + x_n)x₁^a₁.1 … x_n^a_n.1 with thea_i all positive. Examples of these are the Dirichlet and inverted Dirichlet distributions. In this paper, a comprehensive treatment of the Liouville distributions is provided. The results pertain to stochastic representations, transformation properties, complete neutrality, marginal and conditional distributions, regression functions, and total positivity and reverse rule properties. Further, these topics are utilized in various characterizations of the Dirichlet and inverted Dirichlet distributions. Matrix analogs of the Liouville distributions are also treated, and many of the results obtained in the vector setting are extended appropriately.     

Vector analysis for Dirichlet forms and quasilinear PDE and SPDE on metric measure spaces

Starting with a regular symmetric Dirichlet form on a locally compact separable metric space X$X$, our paper studies elements of vector analysis, _Lp$L_p$-spaces of vector fields and related Sobolev spaces. These tools are then employed to obtain existence and uniqueness results for some quasilinear elliptic PDE and SPDE in variational form on X$X$ by standard methods. For many of our results locality is not assumed, but most interesting applications involve local regular Dirichlet forms on fractal spaces such as nested fractals and Sierpinski carpets.     

On characterization of power series distributions by a marginal distribution and a regression function

The conditional distribution of Y given X=x, where X and Y are non-negative integer-valued random variables, is characterized in terms of the regression function of X on Y and the marginal distribution of X which is assumed to be of a power series form. Characterizations are given for a binomial conditional distribution when X follows a Poisson, binomial or negative binomial, for a hypergeometric conditional distribution when X is binomial and for a negative hypergeometric conditional distribution when X follows a negative binomial.     

Heat Kernel Asymptotics of Local Dirichlet Spaces as Co-Compact Covers of Finitely Generated Groups

Let X be a complete local Dirichlet space with a local Poincaré inequality, local volume doubling, and volumes of balls of a fixed radius bounded away from both 0 and ∞. When X is a co-compact covering of a finitely generated group, the large time behavior of their heat kernels are comparable. This is an extension of work by Pittet and Saloff-Coste (J Geom Anal 10:713–737, 2000).     

On a Relation between Intrinsic and Extrinsic Dirichlet Forms for Interacting Particle Systems

In this paper we extend the result obtained in [AKR98] (see also [AKR96a]) on the representation of the intrinsic pre–Dirichlet form ℰ^Γ of the Poisson measure π_σ in terms of the extrinsic one ℰ^P. More precisely, replacing π_σ by a Gibbs measure μ on the configuration space Γ_X we derive a relation between the intrinsic prend–Dirichlet form ℰ^Γ_μ of the measure μ and the extrinsic one ℰ^P. As a consequence we prove the closability of ℰ^Γ_μ on L²(Γ_X, μ) under very general assumptions on the interaction potential of the Gibbs measures μ.     

A Note on the Transition Density Estimate for Some Diffusion Process on a d–Set

The paper is devoted to transition density estimates for some diffusion process on a d–set. Starting with some local regular Dirichlet form, it is shown, that the associated diffusion satisfies certain upper and lower estimates.      

A new explicit solution method for the diffraction through a slit – Part 2

In the paper [N. Gorenflo, A new explicit solution method for the diffraction through a slit, ZAMP 53 (2002), 877–886] the problem of diffraction through a slit in a screen has been considered for arbitrary Dirichlet data, prescribed in the slit, and under the assumption that the normal derivative of the diffracted wave vanishes on the screen itself. For this problem certain functions with the following properties have been constructed: Each function f is defined on the whole of R and on the screen the values f(x), |x| ≥ 1, are the Dirichlet data of the diffracted wave which takes on the Dirichlet data f(x), |x| ≤ 1, in the slit. The problem of expanding arbitrary Dirichlet data, prescribed in the slit, into a series of functions of the considered form has been addressed, but not solved in a satisfactory way (only the application of the Gram-Schmidt orthogonalization process to such functions has been proposed). In this continuation of the aforementioned paper we choose the remaining degrees of freedom in the earlier given representations of such functions in a certain way. The resulting concrete functions can be expressed by Hankel functions and explicitly given coefficients. We suggest the expansion of arbitrary Dirichlet data, prescribed in the slit, into a series of these functions, here the expansion coefficients can be expressed explicitly by certain moments of the expanded data. Using this expansion, the diffracted wave can be expressed in an explicit form. In the future it should be examined whether similar techniques as those which are presented in the present paper can be used to solve other canonical diffraction problems, inclusively vectorial diffraction problems.     

Stochastic Quantization of the Two-Dimensional Polymer Measure

We prove that there exists a diffusion process whose invariant measure is the two-dimensional polymer measure ν _g . The diffusion is constructed by means of the theory of Dirichlet forms on infinite-dimensional state spaces. We prove the closability of the appropriate pre-Dirichlet form which is of gradient type, using a general closability result by two of the authors. This result does not require an integration by parts formula (which does not hold for the two-dimensional polymer measure ν _g ) but requires the quasi-invariance of ν _g along a basis of vectors in the classical Cameron—Martin space such that the Radon—Nikodym derivatives (have versions which) form a continuous process. We also show the Dirichlet form to be irreducible or equivalently that the diffusion process is ergodic under time translations. Accepted 16 April 1998