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We consider a discrete-time temporally-homogeneous conservative Markov process. We show that extremality of reversible measure implies extremality of invariant measure. Using analogue of Dirichlet form, we modify a proof that in stochastic…

综合数学 · 数学 2023-12-25 Hiroki Yagisita

We establish a martingale-type characterisations for the continuum Gaussian free field (GFF) and for fractional Gaussian free fields (FGFs), using their connection to the stochastic heat equation and to fractional stochastic heat equations.…

概率论 · 数学 2025-05-05 Juhan Aru , Guillaume Woessner

We define and study the Dirichlet fractional Gaussian fields on the Sierpinski gasket and show that they are limits of fractional discrete Gaussian fields defined on the sequence of canonical approximating graphs.

概率论 · 数学 2023-05-12 Fabrice Baudoin , Li Chen

We prove that infinite Galois extensions of number fields with Galois group of finite exponent have the Northcott property. The main novelty of our approach lies in the application of a theorem of Segal on profinite groups.

数论 · 数学 2026-05-27 Benjamín Castillo

In this review-type paper written at the occasion of the Oberwolfach workshop {\em One-sided vs. Two-sided stochastic processes} (february 22-29, 2020), we discuss and compare Markov properties and generalisations thereof in more…

概率论 · 数学 2020-12-01 Aernout van Enter , Arnaud Le Ny , Frédéric Paccaut

We consider a countably generated and uniformly closed algebra of bounded functions. We assume that there is a lower semicontinuous, with respect to the supremum norm, quadratic form and that normal contractions operate in a certain sense.…

泛函分析 · 数学 2018-06-29 Michael Hinz , Alexander Teplyaev

We extend the Dirichlet principle to non-reversible Markov processes on countable state spaces. We present two variational formulas for the solution of the Poisson equation or, equivalently, for the capacity between two disjoint sets. As an…

概率论 · 数学 2011-11-11 Alexandre Gaudillière , Claudio Landim

This note make the observation that property A for a space is equivalent to the existence of a Markov process on the space which has a (uniformly) trivial Poisson boundary.

度量几何 · 数学 2014-06-23 Izhar Oppenheim

The Dirichlet form is a generalization of the Laplacian, heavily used in the study of many diffusion-like processes. In this paper we present a nonstandard representation theorem for the Dirichlet form, showing that the usual Dirichlet form…

概率论 · 数学 2020-10-07 Robert M. Anderson , Haosui Duanmu , Aaron Smith

The paper considers a stochastic differential equation of Duffing type with Markov coefficients. The existence of unpredictable solutions is considered. The unpredictability is a property of bounded functions characterized by unbounded…

混沌动力学 · 物理学 2023-03-31 Marat Akhmet , Madina Tleubergenova , Akylbek Zhamanshin

We provide uniform bounds and asymptotics for the probability that a two-dimensional discrete Gaussian free field on an annulus-like domain and with Dirichlet boundary conditions stays negative as the ratio of the radii of the inner and the…

概率论 · 数学 2020-12-22 Stephan Gufler , Oren Louidor

The error on a real quantity Y due to the graduation of the measuring instrument may be represented, when the graduation is regular and fines down, by a Dirichlet form on R whose square field operator do not depend on the probability law of…

概率论 · 数学 2007-05-23 Nicolas Bouleau

Let $(S,\rho)$ be an ultrametric space with certain conditions and $S^k$ be the quotient space of $S$ with respect to the partition by balls with a fixed radius $\phi(k)$. We prove that, for a Hunt process $X$ on $S$ associated with a…

概率论 · 数学 2014-12-03 Kohei Suzuki

After recalling basic features of the theory of symmetric quasi regular Dirichlet forms we show how by applying it to the stochastic quantization equation, with Gaussian space-time noise, one obtains weak solutions in a large invariant set.…

概率论 · 数学 2018-06-18 Sergio Albeverio , Zhi Ming Ma , Michael Röckner

It is known that for $C^{\infty}$ determining sets Markov's property is equivalent to Bernstein's property. The purpose of this paper is to prove an analogous result in the case of compact subsets of algebraic varieties.

经典分析与常微分方程 · 数学 2018-12-12 Tomasz Beberok

We construct a self-similar local regular Dirichlet form on the Sierpi\'nski gasket using $\Gamma$-convergence of stable-like non-local closed forms. As a continuation of a recent paper by Grigor'yan and the author, we give the first…

泛函分析 · 数学 2019-07-09 Meng Yang

Let k be a global field of characteristic not 2. We prove a local-global principle for the existence of self-dual normal bases, and more generally for the isomorphism of G-trace forms, of G-Galois algebras over k.

数论 · 数学 2015-06-11 E. Bayer-Fluckiger , R. Parimala , J-P. Serre

Using the standard tools of Daniell-Stone integrals, Stone-\v{C}ech compactification and Gelfand transform, we discuss how any Dirichlet form defined on a measurable space can be transformed into a regular Dirichlet form on a locally…

泛函分析 · 数学 2013-08-02 Michael Hinz , Daniel Kelleher , Alexander Teplyaev

We present a simple method to decompose the Green forms corresponding to a large class of interesting symmetric Dirichlet forms into integrals over symmetric positive semi-definite and finite range (properly supported) forms that are…

概率论 · 数学 2019-05-10 Roland Bauerschmidt

There has recently been much interest in Gaussian fields on linear networks and, more generally, on compact metric graphs. One proposed strategy for defining such fields on a metric graph $\Gamma$ is through a covariance function that is…

概率论 · 数学 2024-09-17 David Bolin , Alexandre B. Simas , Jonas Wallin