Statistics and Data Science Seminar
Prof. Zhen-Qing Chen
University of Washington-Seattle
Brownian Motion on Spaces with Varying Dimension
Abstract: Image an insect moves randomly in a plane with an infinite pole installed on it. In this talk, we will introduce and discuss Brownian motion on a state space with varying dimension. We will derive sharp two-sided estimates on its transition density function (also called heat kernel). The two-sided estimates is of Guassian type but the parabolic Harnack inequality fails for such process and the measure on the underlying state space does not satisfy volume doubling property.
Wednesday April 24, 2013 at 4:00 PM in SEO 636