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1998, Geometric And Functional Analysis
AI
This paper addresses properties of nearest neighbourhood random walks on infinite graphs with a focus on upper bounds of transition probabilities. The authors establish that under specific assumptions on the graph structure and transition probability, the upper bound can be represented as a function of the volume of balls in the graph and an exponential decay related to the combinatorial distance. The results draw parallels with known estimates in the context of Brownian motion on Riemannian manifolds, indicating that the study of random walks can reveal broader geometric and analytic properties of infinite graphs.
Journal of the London Mathematical Society, 2000
Acta Mathematicae Applicatae Sinica, 1994
In this paper, a basic estimate for the conditional Riemannian Brownian motion on a complete manifold with non-negative Ricci curvature is established. Applying it to the heat kernel estimate of the operator 1A-~-b, we obtain the Aronson's estimate for the operator 1/~ _}. b, which can be regarded as an extension of Peter Li and S.T. Yau's heat kernel estimate for the Laplace-Beltraml operator.
Mathematische Zeitschrift, 1989
Inventiones Mathematicae, 1996
We establish, by simple semigroup arguments, a L6vy-Gromov isoperimetric inequality for the invariant measure of an infinite dimensional diffusion generator of positive curvature with isoperimetric model the Gaussian measure. This produces in particular a new proof of the Gaussian isoperimetric inequality. This isoperimetric inequality strengthens the classical logarithmic Sobolev inequality in this context. A local version for the heat kernel measures is also proved, which may then be extended into an isoperimetric inequality for the Wiener measure on the paths of a Riemannian manifold with bounded Ricci curvature.
The Annals of Probability, 1998
We investigate the escape rate of the Brownian motion Wx(t) on a complete noncompact Riemannian manifold. Assuming that the manifold has at most polynomial volume growth and that its Ricci curvature is bounded below, we prove that dist(Wx(t), x) ≤ Ct log t for all large t with probability 1. On the other hand, if the Ricci curvature is nonnegative and the volume growth is at least polynomial of the order n > 2, then dist(Wx(t), x) ≥ √ Ct log 1 n−2 t log log 2+ε n−2 t again for all large t with probability 1 (where ε > 0). 1991 Mathematics Subject Classification. Primary 58G32, 58G11; Secondary 60G17, 60F15. Key words and phrases. Brownian motion, heat kernel, Riemannian manifold, escape rate, the law of the iterated logarithm.
Proceedings of the London Mathematical Society, 1992
We introduce an (r, /?)-net (0 < 2r < R) of a metric space M as a maximal graph whose vertices are elements in M of pairwise distance at least r such that any two vertices of distance at most R are adjacent. We show that, for a large class of metric spaces, including many Riemannian manifolds, the property of transience of a net and the property of the net carrying a non-constant harmonic function of bounded energy is independent of the choice of the net. We give a new necessary and sufficient condition for a graph with bounded degrees and satisfying an isoperimetric inequality to have no non-constant harmonic functions. For this purpose we develop equivalent analytic conditions for graphs satisfying an isoperimetric inequality. Some of these results have been discovered recently by others in more general settings, but our treatment here is specific and self-contained. We use graph transience to prove that Scherk's surface is hyperbolic, a problem posed by Osserman in 1965.
ESAIM: Control, Optimisation and Calculus of Variations
We relate some constructions of stochastic analysis to differential geometry, via random walk approximations. We consider walks on both Riemannian and sub-Riemannian manifolds in which the steps consist of travel along either geodesics or integral curves associated to orthonormal frames, and we give particular attention to walks where the choice of step is influenced by a volume on the manifold. A primary motivation is to explore how one can pass, in the parabolic scaling limit, from geodesics, orthonormal frames, and/or volumes to diffusions, and hence their infinitesimal generators, on sub-Riemannian manifolds, which is interesting in light of the fact that there is no completely canonical notion of sub-Laplacian on a general sub-Riemannian manifold. However, even in the Riemannian case, this random walk approach illuminates the geometric significance of Ito and Stratonovich stochastic differential equations as well as the role played by the volume.
The Annals of Probability, 2010
We prove sharp rate of convergence to stationarity for a natural random walk on a compact Riemannian manifold (M, g). The proof includes a detailed study of the spectral theory of the associated operator.
Commentarii Mathematici Helvetici, 1991
Proceedings of The London Mathematical Society, 1991
Let M be a non-compact Riemannian manifold of dimension n s= 2, with associated Laplace-Beltrami operator A acting on functions on M, and with attendant minimal positive heat kernel p (x, y, t), where x,y e Af, and t >0. We are interested in those aspects of the geometry of M related to the inequalities of the type
Mathematische Annalen, 2002
We show that the β-parabolic Harnack inequality for random walks on graphs is equivalent, on one hand, to the sub-Gaussian estimate for the transition probability and, on the other hand, to the conjunction of the elliptic Harnack inequality, the doubling volume property, and the fact that the mean exit time in any ball of radius R is of the order R β . The latter condition can be replaced by a certain estimate of the resistance of annuli.
Annales de l’institut Fourier, 2005
We study the rate of concentration of a Brownian bridge in time one around the corresponding geodesical segment on a Cartan-Hadamard manifold with pinched negative sectional curvature, when the distance between the two extremities tends to infinity. This improves on previous results by A. Eberle [7], and one of us [21]. Along the way, we derive a new asymptotic estimate for the logarithmic derivative of the heat kernel on such manifolds, in bounded time and with one space parameter tending to infinity, which can be viewed as a counterpart to Bismut's asymptotic formula in small time [3]. Contents 1. Introduction 1 2. The case of real hyperbolic spaces 4 2.1. Asymptotics of first-passage times for CIR-type diffusions 4 2.2. Three further estimates 10 2.3. End of the proof 12 3. The case of rank-one noncompact symmetric spaces 14 3.1. Some features of rank-one noncompact symmetric spaces 14 3.2. Proof of the theorem 15 3.3. A counterexample in rank two 23 4. The case of pinched Cartan-Hadamard manifolds 24 References 31
Transactions of the American Mathematical Society, 1984
The difference Laplacian on a square lattice in Rn has been studied by many authors. In this paper an analogous difference operator is studied for an arbitrary graph. It is shown that many properties of the Laplacian in the continuous setting (e.g. the maximum principle, the Harnack inequality, and Cheeger's bound for the lowest eigenvalue) hold for this difference operator. The difference Laplacian governs the random walk on a graph, just as the Laplace operator governs the Brownian motion. As an application of the theory of the difference Laplacian, it is shown that the random walk on a class of graphs is transient.
Annales de l'Institut Henri Poincare (B) Probability and Statistics, 2008
In this paper characterizations of graphs satisfying heat kernel estimates for a wide class of space-time scaling functions are given. The equivalence of the two-sided heat kernel estimate and the parabolic Harnack inequality is also shown via the equivalence of the upper (lower) heat kernel estimate to the parabolic mean value (and super mean value) inequality.
Duke Mathematical Journal, 1997
On-diagonal lower bounds for heat kernels on noncompact manifolds and Markov chains, Duke Math. J., 89 (1997) This inequality can be easily proved by spectral theory ([C2]). It is the cornerstone of the semigroup version ([C2]) of a theorem by the second author that relates upper bounds for the heat kernel with Faber-Krahn type inequalities ([G2]). We will see that it gives a very easy approach to sup-lower bounds for the heat kernels, and more generally the kernels of symmetric Markov semigroups. In the case where (X, µ) is a Riemannian manifold M equiped with its natural measure, and T t is the heat semigroup, i.e. the heat kernel on a Riemannian manifold, the technique of [G2] also applies.
Random Walks, Boundaries and Spectra, 2011
It is well known that on a Riemannian manifold, there is a deep interplay between geometry, harmonic function theory, and the long-term behaviour of Brownian motion. Negative curvature amplifies the tendency of Brownian motion to exit compact sets and, if topologically possible, to wander out to infinity. On the other hand, non-trivial asymptotic properties of Brownian paths for large time correspond with non-trivial bounded harmonic functions on the manifold. We describe parts of this interplay in the case of negatively curved simply connected Riemannian manifolds. Recent results are related to known properties and old conjectures. . Primary 58J65; Secondary 60H30, 31C12, 31C35.
Journal of Statistical Physics, 2006
This paper investigates the Einstein relation; the connection between the volume growth, the resistance growth and the expected time a random walk needs to leave a ball on a weighted graph. The Einstein relation is proved under different set of conditions. In the simplest case it is shown under the volume doubling and time comparison principles. This and the other set of conditions provide the basic vwork for the study of (sub-) diffusive behavior of the random walks on weighted graphs.
arXiv preprint arXiv:0801.2341, 2008
Heat kernel upper bounds are subject of heavy investigations for decades. Aronson, Moser, Varopoulos, Davies, Li and Yau, Grigor'yan, Saloff-Coste and others contributed to the development of the area (for the history see the bibliography of [22]). The work of Varopoulos highlighted the connection between the heat kernel upper estimates and isoperimetric inequalities. The present paper follows this approach and provides transition probability upper estimates of reversible Markov chains in a general form under necessary and sufficient conditions. The ...
Duke Mathematical Journal, 2001
We prove that a two sided sub-Gaussian estimate of the heat kernel on an infinite weighted graph takes place if and only if the volume growth of the graph is uniformly polynomial and the Green kernel admits a uniform polynomial decay.
Calculus of Variations and Partial Differential Equations, 2020
In this paper we study the Total Variation Flow (TVF) in metric random walk spaces, which unifies into a broad framework the TVF on locally finite weighted connected graphs, the TVF determined by finite Markov chains and some nonlocal evolution problems. Once the existence and uniqueness of solutions of the TVF has been proved, we study the asymptotic behaviour of those solutions and, with that aim in view, we establish some inequalities of Poincaré type. In particular, for finite weighted connected graphs, we show that the solutions reach the average of the initial data in finite time. Furthermore, we introduce the concepts of perimeter and mean curvature for subsets of a metric random walk space and we study the relation between isoperimetric inequalities and Sobolev inequalities. Moreover, we introduce the concepts of Cheeger and calibrable sets in metric random walk spaces and characterize calibrability by using the 1-Laplacian operator. Finally, we study the eigenvalue problem whereby we give a method to solve the optimal Cheeger cut problem.
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