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Home > Mathematics and Science Textbooks > Mathematics > Probability and statistics > Time Changes of the Brownian Motion: Poincare Inequality, Heat Kernel Estimate and Protodistance: (Memoirs of the American Mathematical Society)
Time Changes of the Brownian Motion: Poincare Inequality, Heat Kernel Estimate and Protodistance: (Memoirs of the American Mathematical Society)

Time Changes of the Brownian Motion: Poincare Inequality, Heat Kernel Estimate and Protodistance: (Memoirs of the American Mathematical Society)


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About the Book

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.

Table of Contents:
Introduction Generalized Sierpinski carpets Standing assumptions and notations Gauge function The Brownian motion and the Green function Time change of the Brownian motion Scaling of the Green function Resolvents Poincare inequality Heat kernel, existence and continuity Measures having weak exponential decay Protodistance and diagonal lower estimate of heat kernel Proof of Theorem 1.1 Random measures having weak exponential decay Volume doubling measure and sub-Gaussian heat kernel estimate Examples Construction of metrics from gauge function Metrics and quasimetrics Protodistance and the volume doubling property Upper estimate of $p_\mu (t, x, y)$ Lower estimate of $p_\mu (t, x, y)$ Non existence of super-Gaussian heat kernel behavior Bibliography List of notations Index

About the Author :
Jun Kigami, Kyoto University, Japan.


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Product Details
  • ISBN-13: 9781470436209
  • Publisher: American Mathematical Society
  • Publisher Imprint: American Mathematical Society
  • Height: 254 mm
  • No of Pages: 118
  • Weight: 192 gr
  • ISBN-10: 1470436205
  • Publisher Date: 30 Jul 2019
  • Binding: Paperback
  • Language: English
  • Series Title: Memoirs of the American Mathematical Society
  • Width: 178 mm


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Time Changes of the Brownian Motion: Poincare Inequality, Heat Kernel Estimate and Protodistance: (Memoirs of the American Mathematical Society)
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