Convergence of Time Changed Skew Product Diffusion Processes

A limit theorem for the time changed skew product diffusion processes is investigated. Skew product diffusion processes are given by one dimensional diffusion processes and the spherical Brownian motion, and the time change is based on a positive continuous additive functional. It is shown that the limit process is corresponding to Dirichlet form of non-local type according to degeneracy of the limit measure of underlying ones. Some examples of limit processes are given which lead us to Dirichlet forms with diffusion term, jump term and killing term.     

Rate Functions for Symmetric Markov Processes via Heat Kernel

By making full use of heat kernel estimates, we establish the integral tests on the zero-one laws of upper and lower bounds for the sample path ranges of symmetric Markov processes. In particular, these results concerning on upper rate bounds are applicable for local and non-local Dirichlet forms, while lower rate bounds are investigated in both subcritical setting and critical setting.     

Volume growth and escape rate of symmetric diffusion processes

We give an upper rate function, in terms of the volume growth of the underlying state space, for the symmetric diffusion process associated with a symmetric, strongly local regular Dirichlet form. It extends the main result of Hsu and Qin [Ann. Probab. 38(4) 2010], where an upper rate function was given for Brownian motion on Riemannian manifold.     

Spectral asymptotics for Laplacians on self-similar sets

Given a self-similar Dirichlet form on a self-similar set, we first give an estimate on the asymptotic order of the associated eigenvalue counting function in terms of a ‘geometric counting function’ defined through a family of coverings of the self-similar set naturally associated with the Dirichlet space. Secondly, under (sub-)Gaussian heat kernel upper bound, we prove a detailed short time asymptotic behavior of the partition function, which is the Laplace-Stieltjes transform of the eigenvalue counting function associated with the Dirichlet form. This result can be applicable to a class of infinitely ramified self-similar sets including generalized Sierpinski carpets, and is an extension of the result given recently by B.M. Hambly for the Brownian motion on generalized Sierpinski carpets. Moreover, we also provide a sharp remainder estimate for the short time asymptotic behavior of the partition function.     

Exit probability estimates for martingales in geodesic balls,using curvature

Summary Kallenberg and Sztencel have recently discovered exponential upper bounds, independent of dimension, on the probability that a vector martingale will exit from a ball in Euclidean space by timet. This article extends their results to martingales on Riemannian manifolds, including Brownian motion, and shows how exit probabilities depend on curvature. Using comparison with rotationally symmetric manifolds, these estimates are easily computable, and are sharp up to a constant factor in certain cases.     

Upper estimate of martingale dimension for self-similar fractals

We study upper estimates of the martingale dimension d _m of diffusion processes associated with strong local Dirichlet forms. By applying a general strategy to self-similar Dirichlet forms on self-similar fractals, we prove that d _m  = 1 for natural diffusions on post-critically finite self-similar sets and that d _m is dominated by the spectral dimension for the Brownian motion on Sierpinski carpets.     

Mosco convergence of quasi-regular dirichlet forms

1.IntroductionactEbeaHa~tOPologicalspaceandmamdritemeasureonitsBorela-algebraB(E).In[11,MOSCointroducedthefollowingnow-calledMoscoconvergenceofsyllUnetricac~l~:tlf621i.t,..2.1].AsequenceofsynUnetricbilinearforms(En,D(en)),nEN,issaidtoMO8coconvergetoa...     

Ergodicity for time-changed symmetric stable processes

In this paper we study ergodicity and related semigroup property for a class of symmetric Markov jump processes associated with time-changed symmetric α$\alpha$-stable processes. For this purpose, explicit and sharp criteria for Poincaré type inequalities (including Poincaré, super Poincaré and weak Poincaré inequalities) of the corresponding non-local Dirichlet forms are derived. Moreover, our main results, when applied to a class of one-dimensional stochastic differential equations driven by symmetric α$\alpha$-stable processes, yield sharp criteria for their various ergodic properties and corresponding functional inequalities.     

Small Ball Estimates for Gaussian Processes under Sobolev Type Norms

A sharp small ball estimate under Sobolev type norms is obtained for certain Gaussian processes in general and for fractional Brownian motions in particular. New method using the techniques in large deviation theory is developed for small ball estimates. As an application the Chung's LIL for fractional Brownian motions is given in this setting.     

Explosion of Jump-Type Symmetric Dirichlet Forms on ℝ d

We give a sufficient condition for a class of jump-type symmetric Dirichlet forms on ? ^d to be conservative in terms of the jump kernel and the associated measure. Our condition allows the coefficients dominating big jumps to be unbounded. We derive the conservativeness for Dirichlet forms related to symmetric stable processes. We also show that our criterion is sharp by using time changed Dirichlet forms. We finally remark that our approach is applicable to jump-diffusion type symmetric Dirichlet forms on ? ^d .     

Kato class measures of symmetric Markov processes under heat kernel estimates

We establish the coincidence of two classes of Kato class measures in the framework of symmetric Markov processes admitting upper and lower estimates of heat kernel under mild conditions. One class of Kato class measures is defined by way of the heat kernel, another is defined in terms of the Green kernel depending on some exponents related to the heat kernel estimates. We also prove that pth integrable functions on balls with radius 1 having a uniformity of its norm with respect to centers are of Kato class if p is greater than a constant related to the estimate under the same conditions. These are complete extensions of some results for the Brownian motion on Euclidean space by Aizenman and Simon. Our result can be applicable to many examples, for instance, symmetric (relativistic) stable processes, jump processes on d-sets, Brownian motions on Riemannian manifolds, diffusions on fractals and so on.     

Bouncing Skew Brownian Motions

We consider two skew Brownian motions, driven by the same Brownian motion, with different starting points and different skewness coefficients. In Gloter and Martinez (Ann Probab 41(3A):1628–1655, 2013), the evolution of the distance between the two processes, in local timescale and up to their first hitting time, is shown to satisfy a stochastic differential equation with jumps driven by the excursion process of one of the two skew Brownian motions. In this article, we show that the distance between the two processes in local timescale may be viewed as the unique continuous Markovian self-similar extension of the process described in Gloter and Martinez (2013). This permits us to compute the law of the distance of the two skew Brownian motions at any time in the local timescale, when both original skew Brownian motions start from zero. As a consequence, we give an explicit formula for the entrance law of the associated excursion process and study the Markovian dependence on the skewness parameter. The results are related to an open question formulated initially by Burdzy and Chen (Ann Probab 29(4):1693–1715, 2001).     

Lower bounds of principal eigenvalue in dimension one

For the principal eigenvalue with bilateral Dirichlet boundary condition, the so-called basic estimates were originally obtained by capacitary method. The Neumann case (i.e., the ergodic case) is even harder, and was deduced from the Dirichlet one plus a use of duality and the coupling method. In this paper, an alternative and more direct proof for the basic estimates is presented. The estimates in the Dirichlet case are then improved by a typical application of a recent variational formula. As a dual of the Dirichlet case, the refine problem for bilateral Neumann boundary condition is also treated. The paper starts with the continuous case (one-dimensional diffusions) and ends at the discrete one (birth-death processes). Possible generalization of the results studied here is discussed at the end of the paper.     

Weak convergence of laws of stochastic processes on Riemannian manifolds

Weak convergence of the laws of discrete time re-metrized stochastic processes derived from Brownian motions on compact Riemannian manifolds with heat kernels uniformly bounded by a constant on each compact set of the time parameter and bounded volumes to a stochastic process is given. With a weak condition, we also give weak convergence of those of Brownian motions themselves on manifolds in the same class. Several examples are given, which cover the cases when the manifolds collapse, the cases when the original Brownian motions converge to a non-local Markov process, and the cases when the Gromov-Hausdorff limit and the spectral limit by Kasue and Kumura are different. Received: 22 February 2000?Published online: 9 March 2001     

How to Construct Diffusion Processes on Metric Spaces

We present a general method to construct m-symmetric diffusion processes (X_t, P_x) on any given locally compact metric space (X, d) equipped with a Radon measure m. These processes are associated with local regular Dirichlet forms which are obtained as -limits of approximating non-local Dirichlet forms. This general method works without any restrictions on (X, d, m).     

Noncentral quadratic forms of the skew elliptical variables

In this paper the quadratic forms in the skew elliptical variables are studied. A family of the noncentral generalized Dirichlet distributions is introduced and their distribution functions and probability density functions are obtained. The moment generating functions of the quadratic forms in the skew normal variables are obtained. Sufficient and necessary conditions for the quadratic forms in the skew normal variables to have the noncentral generalized Dirichlet distributions are obtained. This leads to the noncentral Cochran's Theorem for the skew normal distribution.     

SchröDinger operators - geometric estimates in terms of the occupation time

The difference of Schrödinger and Dirichlet semigroups is expressed in terms of the Laplace transform of the Brownian motion occupation time. This implies quantitative upper and lower bounds for the operator norms of the corresponding resolvent differences. One spectral theoretical consequence is an estimate for the eigenfunction for a Schrödinger operator in a ball where the potential is given as a cone indicator function.     

Noncentral matrix quadratic forms of the skew elliptical variables

In this paper, the noncentral matrix quadratic forms of the skew elliptical variables are studied. A family of the matrix variate noncentral generalized Dirichlet distributions is introduced as the extension of the noncentral Wishart distributions, the Dirichlet distributions and the noncentral generalized Dirichlet distributions. Main distributional properties are investigated. These include probability density and closure property under linear transformation and marginalization, the joint distribution of the sub-matrices of the matrix quadratic forms in the skew elliptical variables and the moment generating functions and Bartlett's decomposition of the matrix quadratic forms in the skew normal variables. Two versions of the noncentral Cochran's Theorem for the matrix variate skew normal distributions are obtained, providing sufficient and necessary conditions for the quadratic forms in the skew normal variables to have the matrix variate noncentral generalized Dirichlet distributions. Applications include the properties of the least squares estimation in multivariate linear model and the robustness property of the Wilk's likelihood ratio statistic in the family of the matrix variate skew elliptical distributions.     

Brownian motion with drift on spaces with varying dimension

Many properties of Brownian motion on spaces with varying dimension (BMVD in abbreviation) have been explored in Chen and Lou (2018). In this paper, we study Brownian motion with drift on spaces with varying dimension (BMVD with drift in abbreviation). Such a process can be conveniently defined by a regular Dirichlet form that is not necessarily symmetric. Through the method of Duhamel’s principle, it is established in this paper that the transition density of BMVD with drift has the same type of two-sided Gaussian bounds as that for BMVD (without drift). As a corollary, we derive Green function estimate for BMVD with drift.     

Transition Density Estimates for a Class of Lévy and?Lévy-Type Processes

We show on- and off-diagonal upper estimates for the transition densities of symmetric Lévy and Lévy-type processes. To get the on-diagonal estimates, we prove a Nash-type inequality for the related Dirichlet form. For the off-diagonal estimates, we assume that the characteristic function of a Lévy(-type) process is analytic, which allows us to apply the complex analysis technique.