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Yuichi Shiozawa

Publications and source records attributed to Yuichi Shiozawa.

At least 19 recordsLinked to original sources

Essential spectrum for Brox-type diffusion processes

This paper investigates the essential spectrum and compactness property of Markov semigroups generated by multi-dimensional Brox diffusion processes under two types of random media: stationary Gaussian random fields and semi-selfsimilar Lévy random fields. For Gaussian environments satisfying general stationary covariance growth conditions, we prove that the associated semigroup is almost surely noncompact; if the covariance function grows sublinearly at infinity, then the bottom of the essential spectrum vanishes almost surely, with fractional Brownian fields as a concrete example. For multi-dimensional semi-selfsimilar Lévy environments with scaling index $α\in(1,2)$, we show that the essential spectral bottom equals zero almost surely for arbitrary space dimension $d\ge1$, and the same conclusion holds for one-dimensional symmetric $α$-stable Lévy processes with any $α\in(0,2)$. Furthermore, we study one-dimensional diffusion operators perturbed by random Lévy drift. When $0<δ\le 1/α$, random environmental fluctuations can destroy the compactness of semigroups induced by deterministic power-law potentials $\pm|x|^δ$, even if the unperturbed semigroup is compact. The analysis relies on almost sure volume growth estimates for the random reference measure induced by environmental potentials, sample path asymptotics of random fields, ergodic theory of scaling transforms, and spectral criteria for regular Dirichlet forms. A unified framework linking sample path behaviors of random potentials to spectral characteristics of diffusion semigroups is established, and several open problems for large potential exponents are stated.

math.PR

Lyapunov exponents and growth indices for fractional stochastic heat equations with space-time Lévy white noise

We consider fractional stochastic heat equations with space-time Lévy white noise of the form $$\frac{\partial X}{\partial t}(t,x)={\cal L}_αX(t,x)+σ(X(t,x))\dotΛ(t,x).$$ Here, the principal part ${\cal L}_α=-(-Δ)^{α/2}$ is the $d$-dimensional fractional Laplacian with $α\in (0,2)$, the noise term $\dotΛ(t,x)$ denotes the space-time Lévy white noise, and the function $σ: \R\mapsto \R$ is Lipschitz continuous. Under suitable assumptions, we obtain bounds for the Lyapunov exponents and the growth indices of exponential type on $p$th moments of the mild solutions, which are connected with the weakly intermittency properties and the characterizations of the high peaks propagate away from the origin. Unlike the case of the Gaussian noise, the proofs heavily depend on the heavy tail property of heat kernel estimates for the fractional Laplacian. The results complement these in \cite{CD15-1,CK19} for fractional stochastic heat equations driven by space-time white noise and stochastic heat equations with Lévy noise, respectively.

math.PR

Volume growth, big jump, and essential spectrum for regular Dirichlet forms

We establish an upper bound of the bottom of the essential spectrum for the generator associated with a regular Dirichlet form in terms of the rates of the volume growth/decay and big jump. Using this bound, we discuss how the bottom of the essential spectrum is affected by the volume growth and coefficient growth.

math.PR

Berry-Esseen bounds for large-time asymptotics of one-dimensional diffusion processes via Malliavin-Stein method

We consider solutions of stochastic differential equations which diverge to infinity as the time parameter goes to infinity. If the coefficients converge as the spacial variable goes to infinity, then the solutions will get close to some Gaussian processes with positive drifts as the time parameter goes to infinity. In this paper, we prove Berry-Esseen type bounds for the solutions in this setting. In particular, we obtain bounds of the total variation distance between the law of the centered and scaled solutions of the stochastic differential equations and the standard normal distribution with an optimal rate of convergence in the time parameter. In the proof we apply the Malliavin-Stein method to estimate the total variation distance.

math.PR

Spatial asymptotic behaviors of fractional stochastic heat equations driven by additive Lévy white noise

We establish explicit integral tests for spatial asymptotic behaviors of fractional stochastic heat equations driven by additive Lévy white noise. Our results indicate that fractional stochastic heat equations enjoy the so-called additive physical intermittent property in all dimensions when the driven Lévy white noise is sufficiently light-tailed. The proofs are based on heat kernel estimates for the fractional Laplacian and exact tail behaviors for Poissonian functionals associated with the driven Lévy white noise.

math.PR

Berry-Esseen bound for the Brownian motions on hyperbolic spaces

We obtain the uniform convergence rate for the Gaussian fluctuation of the radial part of the Brownian motion on a hyperbolic space. We also show that this result is sharp if the dimension of the hyperbolic space is two or general odd. Our approach is based on the repetitive use of the Millson formula and the integration by parts formula.

math.PR

Hausdorff dimensions of inverse images and collision time sets for symmetric Markov processes

In this paper, we establish the Hausdorff dimensions of inverse images and collision time sets for a large class of symmetric Markov processes on metric measure spaces. We apply the approach in the works by Hawkes and Jain--Pruitt, and make full use of heat kernel estimates. In particular, the results efficiently apply to symmetric diffusion processes, symmetric stable-like processes, and symmetric diffusion processes with jumps in $d$-sets.

math.PR

Remarks on the limiting behaviors of generalized elephant random walks

We study the limiting behaviors of a generalized elephant random walk on the integer lattice. This random walk is defined by using two sequences of parameters expressing the memory at each step from the whole past and the drift of each step to the right, respectively. This model is also regarded as a dependent Bernoulli process. Our results reveal how the scaling factors are determined by the behaviors of the parameters. In particular, we allow the degeneracy of the parameters. We further present several examples in which the scaling factors are explicitly computed.

math.PR

Maximal displacement of branching symmetric stable processes

We determine the limiting distribution and the explicit tail behavior for the maximal displacement of a branching symmetric stable process with spatially inhomogeneous branching structure. Here the branching rate is a Kato class measure with compact support and can be singular with respect to the Lebesgue measure.

math.PR

Transience of symmetric non-local Dirichlet forms

We establish transience criteria for symmetric non-local Dirichlet forms on $L^2({\mathbb R}^d)$ in terms of the coefficient growth rates at infinity. Applying these criteria, we find a necessary and sufficient condition for recurrence of Dirichlet forms of symmetric stable-like with unbounded/degenerate coefficients. This condition indicates that both of the coefficient growth rates of small and big jump parts affect the sample path properties of the associated symmetric jump processes.

math.PR

Limiting distributions for the maximal displacement of branching Brownian motions

We determine the long time behavior and the exact order of the tail probability for the maximal displacement of a branching Brownian motion in Euclidean space in terms of the principal eigenvalue of the associated Schrödinger type operator. To establish our results, we show a sharp and locally uniform growth order of the Feynman-Kac semigroup.

math.PR

Compactness of semigroups generated by symmetric non-local Dirichlet forms with unbounded coefficients

Let $(\E,\F)$ be a symmetric non-local Dirichlet from with unbounded coefficient on $L^2(\R^d;\d x)$ defined by $$\E(f,g)=\iint_{\R^d\times \R^d} (f(y)-f(x))(g(x)-g(y)){W(x,y)}\, J(x,\d y)\,\d x, \quad f,g\in \F,$$ where $J(x,\d y)$ is regarded as the jumping kernel for a pure-jump symmetric Lévy-type process with bounded coefficients, and $W(x,y)$ is seen as a weighted (unbounded) function. We establish sharp criteria for compactness and non-compactness of the associated Markovian semigroup $(P_t)_{t\ge0}$ on $L^2(\R^d;\d x)$. In particular, we prove that if $J(x,\d y)=|x-y|^{-d-α}\,\d y$ with $α\in (0,2)$, and $$W(x,y)= \begin{cases} (1+|x|)^p+(1+|y|)^p, \ & |x-y|< 1 \\ (1+|x|)^q+(1+|y|)^q, \ & |x-y|\geq 1 \end{cases}$$ with $p\in [0,\infty)$ and $q\in [0,α)$, then $(P_t)_{t\ge0}$ is compact, if and only if $p>2$. This indicates that the compactness of $(\E,\F)$ heavily depends on the growth of the weighted function $W(x,y)$ only for $|x-y|<1$. Our approach is based on establishing the essential super Poincaré inequality for $(\E,\F)$. Our general results work even if the jumping kernel $J(x,\d y)$ is degenerate or is singular with respect to the Lebesgue measure.

math.PR

Maximal displacement and population growth for branching Brownian motions

We study the maximal displacement and related population for a branching Brownian motion in Euclidean space in terms of the principal eigenvalue of an associated Schrödinger type operator. We first determine their growth rates on the survival event. We then establish the upper deviation for the maximal displacement under the possibility of extinction. Under the non-extinction condition, we further discuss the decay rate of the upper deviation probability and the population growth at the critical phase.

math.PR

Spread rate of branching Brownian motions

We find the exponential growth rate of the population outside a ball with time dependent radius for a branching Brownian motion in Euclidean space. We then see that the upper bound of the particle range is determined by the principal eigenvalue of the Schrödinger type operator associated with the branching rate measure and branching mechanism. We assume that the branching rate measure is small enough at infinity, and can be singular with respect to the Lebesgue measure. We finally apply our results to several concrete models.

math.PR

Upper Rate Functions of Brownian Motion Type for Symmetric Jump Processes

Let $X$ be a symmetric jump process on $\R^d$ such that the corresponding jumping kernel $J(x,y)$ satisfies $$J(x,y)\le \frac{c}{|x-y|^{d+2}\log^{1+\varepsilon}(e+|x-y|)}$$ for all $x,y\in\R^d$ with $|x-y|\ge1$ and some constants $c,\varepsilon>0$. Under additional mild assumptions on $J(x,y)$ for $|x-y|<1$, we show that $C\sqrt{r\log \log r}$ with some constant $C>0$ is an upper rate function of the process $X$, which enjoys the same form as that for Brownian motions. The approach is based on heat kernel estimates of large time for the process $X$. As a by-product, we also obtain two-sided heat kernel estimates of large time for symmetric jump processes whose jumping kernels are comparable to $$\frac{1}{|x-y|^{d+2+\varepsilon}}$$ for all $x,y\in\R^d$ with $|x-y|\ge1$ and some constant $\varepsilon>0$.

math.PR

Bottom crossing probability for symmetric jump processes (full version)

We determine the decay rate of the bottom crossing probability for symmetric jump processes under the condition on heat kernel estimates. Our results are applicable to symmetric stable-like processes and stable-subordinated diffusion processes on a class of (unbounded) fractals and fractal-like spaces.

math.PR