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Time changes of stochastic processes: convergence and heat kernel estimates

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Auteurs : Kumagai, Takashi (Auteur de la Conférence)
CIRM (Editeur )

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Résumé : In recent years, interest in time changes of stochastic processes according to irregular measures has arisen from various sources. Fundamental examples of such time-changed processes include the so-called Fontes-Isopi-Newman (FIN) diffusion and fractional kinetics (FK) processes, the introduction of which were partly motivated by the study of the localization and aging properties of physical spin systems, and the two- dimensional Liouville Brownian motion, which is the diffusion naturally associated with planar Liouville quantum gravity.
This FIN diffusions and FK processes are known to be the scaling limits of the Bouchaud trap models, and the two-dimensional Liouville Brownian motion is conjectured to be the scaling limit of simple random walks on random planar maps.
In the first part of my talk, I will provide a general framework for studying such time changed processes and their discrete approximations in the case when the underlying stochastic process is strongly recurrent, in the sense that it can be described by a resistance form, as introduced by J. Kigami. In particular, this includes the case of Brownian motion on tree-like spaces and low-dimensional self-similar fractals.
In the second part of my talk, I will discuss heat kernel estimates for (generalized) FIN diffusions and FK processes on metric measure spaces.
This talk is based on joint works with D. Croydon (Warwick) and B.M. Hambly (Oxford) and with Z.-Q. Chen (Seattle), P. Kim (Seoul) and J. Wang (Fuzhou).

Codes MSC :
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces)
60J35 - Transition functions, generators and resolvents
60J45 - Probabilistic potential theory
60J55 - Local time and additive functionals
60K37 - Processes in random environments

    Informations sur la Vidéo

    Réalisateur : Hennenfent, Guillaume
    Langue : Anglais
    Date de publication : 08/06/17
    Date de captation : 30/05/17
    Sous collection : Research talks
    arXiv category : Probability
    Domaine : Probability & Statistics
    Format : MP4 (.mp4) - HD
    Durée : 00:51:59
    Audience : Researchers
    Download : https://videos.cirm-math.fr/2017-05-30_Kumagai.mp4

Informations sur la Rencontre

Nom de la rencontre : Random walks with memory / Marches aléatoires à mémoire
Organisateurs de la rencontre : Gantert, Nina ; Ramirez, Alejandro ; Sabot, Christophe ; Tarres, Pierre ; Toth, Balint
Dates : 29/05/2017 - 02/06/2017
Année de la rencontre : 2017
URL Congrès : http://conferences.cirm-math.fr/1566.html

Données de citation

DOI : 10.24350/CIRM.V.19179903
Citer cette vidéo: Kumagai, Takashi (2017). Time changes of stochastic processes: convergence and heat kernel estimates. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19179903
URI : http://dx.doi.org/10.24350/CIRM.V.19179903

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