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Takashi Kumagai

Publications and source records attributed to Takashi Kumagai.

66 records · Page 4Linked to original sources

Random walks on Galton-Watson trees with infinite variance offspring distribution conditioned to survive

We establish a variety of properties of the discrete time simple random walk on a Galton-Watson tree conditioned to survive when the offspring distribution, $Z$ say, is in the domain of attraction of a stable law with index $α\in(1,2]$. In particular, we are able to prove a quenched version of the result that the spectral dimension of the random walk is $2α/(2α-1)$. Furthermore, we demonstrate that when $α\in(1,2)$ there are logarithmic fluctuations in the quenched transition density of the simple random walk, which contrasts with the log-logarithmic fluctuations seen when $α=2$. In the course of our arguments, we obtain tail bounds for the distribution of the $n$th generation size of a Galton-Watson branching process with offspring distribution $Z$ conditioned to survive, as well as tail bounds for the distribution of the total number of individuals born up to the $n$th generation, that are uniform in $n$.

math.PR↗

Biased random walk on critical Galton-Watson trees conditioned to survive

We consider the biased random walk on a critical Galton-Watson tree conditioned to survive, and confirm that this model with trapping belongs to the same universality class as certain one-dimensional trapping models with slowly-varying tails. Indeed, in each of these two settings, we establish closely-related functional limit theorems involving an extremal process and also demonstrate extremal aging occurs.

math.PR↗

Convergence of mixing times for sequences of random walks on finite graphs

We establish conditions on sequences of graphs which ensure that the mixing times of the random walks on the graphs in the sequence converge. The main assumption is that the graphs, associated measures and heat kernels converge in a suitable Gromov-Hausdorff sense. With this result we are able to establish the convergence of the mixing times on the largest component of the Erdos-Renyi random graph in the critical window, sharpening previous results for this random graph model. Our results also enable us to establish convergence in a number of other examples, such as finitely ramified fractal graphs, Galton-Watson trees and the range of a high-dimensional random walk.

math.PR↗

Discrete Approximation of Symmetric Jump Processes on Metric Measure Spaces

In this paper we give general criteria on tightness and weak convergence of discrete Markov chains to symmetric jump processes on metric measure spaces under mild conditions. As an application, we investigate discrete approximation for a large class of symmetric jump processes. We also discuss some application of our results to the scaling limit of random walk in random conductance.

math.PR↗

Brownian motion on the Sierpinski carpet

We prove that, up to scalar multiples, there exists only one local regular Dirichlet form on a generalized Sierpinski carpet that is invariant with respect to the local symmetries of the carpet. Consequently for each such fractal the law of Brownian motion is uniquely determined and the Laplacian is well defined.

math.PR↗

A priori Holder estimate, parabolic Harnack principle and heat kernel estimates for diffusions with jumps

In this paper, we consider the following type of non-local (pseudo-differential) operators $\LL $ on $\R^d$: $$ \LL u(x) =\frac12 \sum_{i, j=1}^d \frac{\partial}{\partial x_i} (a_{ij}(x) \frac{\partial}{\partial x_j}) + \lim_{\eps \downarrow 0} \int_{\{y\in \R^d: |y-x|>\eps\}} (u(y)-u(x)) J(x, y) dy, $$ where $A(x)=(a_{ij}(x))_{1\leq i, j\leq d}$ is a measurable $d\times d$ matrix-valued function on $\R^d$ that is uniform elliptic and bounded and $J$ is a symmetric measurable non-trivial non-negative kernel on $\R^d\times \R^d$ satisfying certain conditions. Corresponding to $\LL$ is a symmetric strong Markov process $X$ on $\R^d$ that has both the diffusion component and pure jump component. We establish a priori Hölder estimate for bounded parabolic functions of $\LL$ and parabolic Harnack principle for positive parabolic functions of $\LL$. Moreover, two-sided sharp heat kernel estimates are derived for such operator $\LL$ and jump-diffusion $X$. In particular, our results apply to the mixture of symmetric diffusion of uniformly elliptic divergence form operator and mixed stable-like processes on $\R^d$. To establish these results, we employ methods from both probability theory and analysis.

math.PR↗

Heat kernel estimates for strongly recurrent random walk on random media

We establish general estimates for simple random walk on an arbitrary infinite random graph, assuming suitable bounds on volume and effective resistance for the graph. These are generalizations of the results in \cite[Section 1,2]{BJKS}, and in particular, imply the spectral dimension of the random graph. We will also give an application of the results to random walk on a long range percolation cluster.

math.PR↗

Random walk on the incipient infinite cluster for oriented percolation in high dimensions

We consider simple random walk on the incipient infinite cluster for the spread-out model of oriented percolation on $Z^d \times Z_+$. In dimensions $d>6$, we obtain bounds on exit times, transition probabilities, and the range of the random walk, which establish that the spectral dimension of the incipient infinite cluster is 4/3, and thereby prove a version of the Alexander--Orbach conjecture in this setting. The proof divides into two parts. One part establishes general estimates for simple random walk on an arbitrary infinite random graph, given suitable bounds on volume and effective resistance for the random graph. A second part then provides these bounds on volume and effective resistance for the incipient infinite cluster in dimensions $d>6$, by extending results about critical oriented percolation obtained previously via the lace expansion.

math.PR↗

A trace theorem for Dirichlet forms on fractals

We consider a trace theorem for self-similar Dirichlet forms on self-similar sets to self-similar subsets. In particular, we characterize the trace of the domains of Dirichlet forms on the Sierpinski gaskets and the Sierpinski carpets to their boundaries, where boundaries mean the triangles and rectangles which confine gaskets and carpets. As an application, we construct diffusion processes on a collection of fractals called fractal fields, which behave as the appropriate fractal diffusion within each fractal component of the field.

math.PR↗

Symmetric Markov chains on $\Bbb Z^d$ with unbounded range

We consider symmetric Markov chains on $\Bbb Z^d$ where we do {\bf not} assume that the conductance between two points must be zero if the points are far apart. Under a uniform second moment condition on the conductances, we obtain upper bounds on the transition probabilities, estimates for exit time probabilities, and certain lower bounds on the transition probabilities. We show that a uniform Harnack inequality holds if an additional assumption is made, but that without this assumption such an inequality need not hold. We establish a central limit theorem giving conditions for a sequence of normalized symmetric Markov chains to converge to a diffusion on $\Bbb R^d$ corresponding to an elliptic operator in divergence form.

math.PR↗

Random walk on the incipient infinite cluster on trees

Let ${\cal G}$ be the incipient infinite cluster (IIC) for percolation on a homogeneous tree of degree $n_0+1$. We obtain estimates for the transition density of the continuous time simple random walk $Y$ on ${\cal G}$; the process satisfies anomalous diffusion and has spectral dimension 4/3.

math.PR↗