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Grant: Canada Research Chairs

The University of British Columbia

$100,000.00

Probability

FY 2024-25

Summary
The objective of the proposal is to understand how the long­ term behaviour of random processes relates to the geometry of the underlying space. The emphasis is on developing robust and widely applicable methods to obtain quantitative estimates on the behaviour of diffusions, random walks, and jump processes, or more generally Markov processes. Markov processes are used to model a wide range of phenomena in physics, biology, statistics, and finance. Further, these processes are used as computational tools and for simulations in computer science. Therefore quantitative estimates describing the behaviour of a Markov processes are of fundamental importance. Here are a few key questions towards the understanding of dependence of the behaviour of Markov process in relation to its geometry: 1) Which properties of a Markov process are stable under perturbations? 2) How is the behaviour of a Markov process affected by natural transformations of the space such as change of metric or time change? 3) Is is possible to improve the behaviour of a Markov process by a reparametrization of space and time? If so, what does the `best' geometry look like? Here are a few novel projects of interest from the proposal that aim to address the above questions: (1) Constructing diffusions with prescribed behaviour of exit time and volume growth profiles. (2) Obtain heat kernel estimates for the trace jump process of reflected diffusions (3) Given a metric measure space, obtain conditions for existence or non-existence of diffusion processes satsifying nice (sub-Gaussian) heat kernel bounds (4) Develop a theory of `blow-up' of Dirichlet forms that would allow for instance to define diffusion processes on Gromov-Hausdorff limit spaces (5) Developing non-linear potential theory on fractals by constructing analogues of Sobolev spaces, energy measures, harmonic functions. (6) Use the non-linear potential theory developed in (5) to obtain results on quasisymmetric uniformization problems. These projects aim to improve our understanding of the interactions between behaviour of random processes and their underlying geometry. Many of the projects proposed above will be carried out with graduate students and postdoctoral researchers as part of their training. The training of bright young researchers is an important part of the proposal.
Program
Canada Research Chairs
Location
British Columbia, Canada
Recipient Type
Academia
Type
Grant
Source
NSERC's Awards Data

As published

Application id
CRC-2023-00048
Name nom
Murugan, Mathav
Department département
Mathematics - The University of British Columbia
Organization id
2
Institution établissement
The University of British Columbia
Province en
British Columbia
Province fr
Colombie-Britannique
Country en
CANADA
Country fr
CANADA
Fiscal year exercice financier
2024
Competition year année de concours
2023
Award amount
100000
Program id
CRC
Program name en
Canada Research Chairs
Program name fr
Chaires de recherche du Canada
Group en
DISCOVERY RESEARCH
Group fr
RECHERCHE AXÉE SUR LA DÉCOUVERTE
Committee code
9998
Committee name en
Canada Research Chair Selection Committee
Committee name fr
Comité de sélection des Chaires de recherche du Canada
Area of application code
9999
Area of application group en
Not available
Area of application group fr
Non disponible
Area of application en
Not available
Area of application fr
Non disponible
Research subject code
9999
Research subject group en
Not available
Research subject group fr
Non disponible
Research subject en
Not available
Research subject fr
Non disponible
Field of research list codes
RDF1010312
Field of research list names en
Probability theory
Field of research list names fr
Théorie des probabilités
Socioeconomic objective list codes
RDS10301
Socioeconomic objective list names en
Scientific exploration of space
Socioeconomic objective list names fr
Exploration scientifique de l'espace
Application title
Probability
Keywords
Markov process; heat kernel; diffusion; uniformization; conformal dimension; Harnack inequality; fractals
Application summary
The objective of the proposal is to understand how the long­ term behaviour of random processes relates to the geometry of the underlying space. The emphasis is on developing robust and widely applicable methods to obtain quantitative estimates on the behaviour of diffusions, random walks, and jump processes, or more generally Markov processes. Markov processes are used to model a wide range of phenomena in physics, biology, statistics, and finance. Further, these processes are used as computational tools and for simulations in computer science. Therefore quantitative estimates describing the behaviour of a Markov processes are of fundamental importance. Here are a few key questions towards the understanding of dependence of the behaviour of Markov process in relation to its geometry: 1) Which properties of a Markov process are stable under perturbations? 2) How is the behaviour of a Markov process affected by natural transformations of the space such as change of metric or time change? 3) Is is possible to improve the behaviour of a Markov process by a reparametrization of space and time? If so, what does the `best' geometry look like? Here are a few novel projects of interest from the proposal that aim to address the above questions: (1) Constructing diffusions with prescribed behaviour of exit time and volume growth profiles. (2) Obtain heat kernel estimates for the trace jump process of reflected diffusions (3) Given a metric measure space, obtain conditions for existence or non-existence of diffusion processes satsifying nice (sub-Gaussian) heat kernel bounds (4) Develop a theory of `blow-up' of Dirichlet forms that would allow for instance to define diffusion processes on Gromov-Hausdorff limit spaces (5) Developing non-linear potential theory on fractals by constructing analogues of Sobolev spaces, energy measures, harmonic functions. (6) Use the non-linear potential theory developed in (5) to obtain results on quasisymmetric uniformization problems. These projects aim to improve our understanding of the interactions between behaviour of random processes and their underlying geometry. Many of the projects proposed above will be carried out with graduate students and postdoctoral researchers as part of their training. The training of bright young researchers is an important part of the proposal.