A diffusion defined on a fractal state space (Q808540)
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English | A diffusion defined on a fractal state space |
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A diffusion defined on a fractal state space (English)
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1991
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Construct a subset of the unit square \({\mathcal G}_ 0\) by the following recursive procedure: Construct \({\mathcal G}_ 1\) by deleting from \({\mathcal G}_ 0\) four squares each with edge length 1/3, centered along the four edges of \({\mathcal G}_ 0\). For \(n=2,3,..\). construct \({\mathcal G}_ n\) from \({\mathcal G}_{n-1}\) by taking each square in \({\mathcal G}_{n-1}\) and deleting four squares centered along its edges of length \(3^{-n}\) etc. The fractal set \(\Gamma =\cap^{\infty}_{n=1}{\mathcal G}_ n\) is called the Vicsek snowflake. Random walks on \(\Gamma\) are defined and corresponding invariant measures are evaluated. Since \(\Gamma\) is a nested fractal, the diffusion on \(\Gamma\) is constructed following \textit{T. Lindstrøm} [Mem. Am. Math. Soc. 420 (1990; Zbl 0688.60065)]. The author proved that this Brownian motion on \(\Gamma\) is the unique diffusion limit under weak convergence of rescaled random walks. Moreover, it has a scaling property reminiscent of Brownian motion in \(R^ 1\). It was shown that the invariant measure of the process is a Hausdorff \(\log_{15}3\)-dimensional measure, restricted to \(\Gamma\) and that Brownian motion on \(\Gamma\) has transition densities with respect to this Hausdorff measure.
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Random walks
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invariant measures
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nested fractal
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Brownian motion
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Hausdorff measure
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