Dirichlet forms of fractals and products of random matrices (Q909353): Difference between revisions

Consider a symmetric diffusion process with state space some locally compact space S and its associated Dirichlet form (\({\mathcal E}, {\mathcal D}({\mathcal E}))\). \textit{M. Fukishima} [Dirichlet forms and Markov processes. (1980; Zbl 0422.31007)] has proved that (\({\mathcal E}, {\mathcal D}({\mathcal E}))\) can be entirely described by signed measures \(\mu^{[u,v]}\), \(u,v\in {\mathcal D}({\mathcal E})\), on S. E.g. in the case of the usual Brownian motion on \({\mathbb{R}}^ d\), \[ {\mathcal E}(u,v)=2^{-1}\int_{{\mathbb{R}}^ d}(\text{grad} u,\text{grad} v)dx,\quad and\quad \mu^{[u,v]}(dx)=2^{- 1}(\text{grad} u,\text{grad} v)dx. \] In this paper, an explicit expression for these measures is derived for the ``Brownian motion'' on the Sierpinski gasket S constructed by Goldstein, the author, Barlow- Perkins (which is a \({\tilde \nu}\)-symmetric diffusion on S where \({\tilde \nu}\) denotes the fractal measure). More precisely, it is proved that there exists a measure \({\tilde \mu}\) on S, which is singular w.r.t. \({\tilde \nu}\), such that any \(\mu^{[u,v]}\) is absolutely continuous w.r.t. \({\tilde \mu}\) for all u,v in the domain of the corresponding Dirichlet form. A formula for the Radon-Nikodym derivatives is given in terms of random matrices. Furthermore, it is shown that the martingale dimension is equal to one, answering a question in \textit{M. T. Barlow} and \textit{E. A. Perkins}, Probab. Theory Relat. Fields 79, No.4, 543-624 (1988; Zbl 0635.60090). These striking results are derived from a quite remarkable general approach that leads to the construction of an abstract locally compact space S, a positive measure \({\tilde \nu}\) on S, signed measures \(\mu^{[u,v]}\) and a corresponding regular Dirichlet form (\({\mathcal E}, {\mathcal D}({\mathcal E}))\) on \(L^ 2(S;\nu)\). Using the well-known Fukushima construction one obtains an associated \({\tilde \nu}\)-symmetric diffusion on S. It is then proved that as a special case, S can be regarded as the Sierpinski gasket and it turns out that then the associated diffusion is essentially the same as the ``Brownian motion'' on S mentioned above. It is also shown that other special cases are the nested fractals introduced by \textit{T. Lindstrøm} [Brownian motion on nested fractals. (1990)]. The author conjectures that also in these cases the diffusion processes coincide with those constructed previously by Lindstrøm, and that the martingale dimension is again equal to one.