Search arXivSearch

arXiv · 2108.02027

On singularity of energy measures for symmetric diffusions with full off-diagonal heat kernel estimates II: Some borderline examples

Abstract

We present a concrete family of fractals, which we call the (two-dimensional) thin scale irregular Sierpi\'{n}ski gaskets and each of which is equipped with a canonical strongly local regular symmetric Dirichlet form. We prove that any fractal $K$ in this family satisfies the full off-diagonal heat kernel estimates with some space-time scale function $\Psi_{K}$ and the singularity of the associated energy measures with respect to the canonical volume measure (uniform distribution) on $K$, and also that the decay rate of $r^{-2}\Psi_{K}(r)$ to $0$ as $r\downarrow 0$ can be made arbitrarily slow by suitable choices of $K$. These results together support the energy measure singularity dichotomy conjecture [Ann. Probab. 48 (2020), no. 6, 2920--2951, Conjecture 2.15] stating that, if the full off-diagonal heat kernel estimates with space-time scale function $\Psi$ satisfying $\lim_{r\downarrow 0}r^{-2}\Psi(r)=0$ hold for a strongly local regular symmetric Dirichlet space with complete metric, then the associated energy measures are singular with respect to the reference measure of the Dirichlet space.

Explore related subjects

Keep this discovery

BibTeXRIS

Naotaka Kajino. 2021-08-04. On singularity of energy measures for symmetric diffusions with full off-diagonal heat kernel estimates II: Some borderline examples. https://arxiv.org/abs/2108.02027

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection

In this paper, we study averaging principles for nonautonomous multiscale stochastic Burgers equations with reflection. First, we derive a general averaging principle applicable to such equations under minimal assumptions. Subsequently, since the coefficients of the obtained averaged equation still depend on the small scaling parameter $\e$, we impose either periodic or asymptotic conditions on the coefficients, thereby obtain two distinct averaged equations whose coefficients are independent of $\e$ and establish two averaging principles. Stopping times and Khasminskii's time discretization schemes play an important role. Finally, a concrete example is provided to illustrate the applicability and validity of the theoretical results.

math.PR

Spectral properties of Random Matrices

We give the theoretical foundations of random matrix theory through the definitions of a random matrix, a random probability measure and the corresponding empirical spectral distribution. The technical tool we use is the Stieltjes transform method through which we prove optimal convergence of the empirical spectral distribution of random sample covariance matrices to the deterministic Marchenko-Pastur distribution. We also give new results about the rigidity of the eigenvalues of this random sample covariance matrix and the rate of their convergence. We then define the Dyson equation method to prove new local laws about a random matrix model that interpolates between the Marchenko-Pastur distribution, the elliptical law and the circular law. Through our work these local laws can be considered universal.

math.PR

Moments approach for the elephant random walk

We discuss the method of moments for the one-dimensional elephant random walk (ERW). We first derive a differential recurrence relation for the characteristic function of the ERW, which yields a corresponding system of recurrence relations for its moments. We then obtain asymptotic approximations for the moments in each of the three parameter regimes of the ERW. Finally, by establishing the convergence of the moments and verifying the corresponding moment-determinacy conditions, we identify the limiting distributions of the ERW in each regime.

math.PR