Martingale and analytic dimensions coincide under Gaussian heat kernel bounds

Fuente: arXiv
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Auteur principal: Murugan, Mathav
Format: Preprint
Publié: 2024
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author Murugan, Mathav
author_facet Murugan, Mathav
contents Given a strongly local Dirichlet form on a metric measure space that satisfies Gaussian heat kernel bounds, we show that the martingale dimension of the associated diffusion process coincides with Cheeger's analytic dimension of the underlying metric measure space. More precisely, we show that the pointwise version of the martingale dimension introduced by Hino (called the pointwise index) almost everywhere equals the pointwise dimension of the measurable differentiable structure constructed by Cheeger. Using known properties of spaces that admit a measurable differentiable structure, we show that the martingale dimension is bounded from above by the Hausdorff dimension of the underlying metric space, thereby extending an earlier bound obtained by Hino for some self-similar sets.
format Preprint
id arxiv_https___arxiv_org_abs_2412_06737
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Martingale and analytic dimensions coincide under Gaussian heat kernel bounds
Murugan, Mathav
Probability
Metric Geometry
60G44, 60J60, 31C25, 30L99, 53C23
Given a strongly local Dirichlet form on a metric measure space that satisfies Gaussian heat kernel bounds, we show that the martingale dimension of the associated diffusion process coincides with Cheeger's analytic dimension of the underlying metric measure space. More precisely, we show that the pointwise version of the martingale dimension introduced by Hino (called the pointwise index) almost everywhere equals the pointwise dimension of the measurable differentiable structure constructed by Cheeger. Using known properties of spaces that admit a measurable differentiable structure, we show that the martingale dimension is bounded from above by the Hausdorff dimension of the underlying metric space, thereby extending an earlier bound obtained by Hino for some self-similar sets.
title Martingale and analytic dimensions coincide under Gaussian heat kernel bounds
topic Probability
Metric Geometry
60G44, 60J60, 31C25, 30L99, 53C23
url https://arxiv.org/abs/2412.06737