Abstract
The goal of this article is to survey various results concerning stochastic completeness of graphs. In particular, we present a variety of formulations of stochastic completeness and discuss how a discrepancy between uniqueness class and volume growth criteria in the continuous and discrete settings was ultimately resolved via the use of intrinsic metrics. Along the way, we discuss some equivalent notions of boundedness in the sense of geometry and of analysis. We also discuss various curvature criteria for stochastic completeness and discuss how weakly spherically symmetric graphs establish the sharpness of results.
Similar content being viewed by others
References
Adriani, A., Setti, A.G.: Curvatures and volume of graphs. arXiv: 2009.12814
Alon, N., Milman, V.D.: \(\lambda _{1}\), isoperimetric inequalities for graphs, and superconcentrators. J. Combin. Theory Ser. B 38(1), 73–88 (1985). https://doi.org/10.1016/0095-8956(85)90092-9
Azencott, R.: Behavior of diffusion semi-groups at infinity. Bull. Soc. Math. France 102, 193–240 (1974)
Bakry, D., Émery, M.: Diffusions Hypercontractives, Séminaire de probabilités, XIX, 1983/84, Lecture Notes in Math, vol. 113, pp. 177–206. Springer, Berlin (1985). https://doi.org/10.1007/BFb0075847. French
Bakry, D., Gentil, I., Ledoux, M.: Analysis and geometry of Markov diffusion operators, Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences], vol. 348. Springer, Cham (2014)
Bauer, F., Keller, M., Wojciechowski, R.: Cheeger inequalities for unbounded graph Laplacians. J. Eur. Math. Soc. (JEMS) 17(2), 259–271 (2015). https://doi.org/10.4171/JEMS/503
Bonnefont, M., Golénia, S.: Essential spectrum and Weyl asymptotics for discrete Laplacians. Ann. Fac. Sci. Toulouse Math. (6) 24, 563–624 (2015). https://doi.org/10.5802/afst.1456. (English, with English and French summaries)
Bourne, D.P., Cushing, D., Liu, S., Münch, F., Peyerimhoff, N.: Ollivier–Ricci idleness functions of graphs. SIAM J. Discrete Math. 32(2), 1408–1424 (2018). https://doi.org/10.1137/17M1134469
Burago, D., Burago, Y., Ivanov, S.: A Course in Metric Geometry, Graduate Studies in Mathematics, vol. 33. American Mathematical Society, Providence, RI (2001)
Cheeger, J.: A Lower Bound for the Smallest Eigenvalue of the Laplacian, Problems in Analysis (Papers Dedicated to Salomon Bochner, 1969), pp. 195–199. Princeton University Press, Princeton (1970)
Chernoff, P.R.: Essential self-adjointness of powers of generators of hyperbolic equations. J. Funct. Anal. 12, 401–414 (1973)
Cushing, D., Liu, S., Münch, F., Peyerimhoff, N.: Curvature Calculations for Antitrees, Analysis and Geometry on Graphs and Manifolds, London Math. Soc. Lecture Note Ser, vol. 461. Cambridge Univ. Press, Cambridge (2020)
Davies, E.B.: \(L^{1}\) properties of second order elliptic operators. Bull. Lond. Math. Soc. 17(5), 417–436 (1985). https://doi.org/10.1112/blms/17.5.417
Davies, E.B.: Heat Kernels and Spectral Theory, Cambridge Tracts in Mathematics, vol. 92. Cambridge University Press, Cambridge (1990)
Davies, E.B.: Heat kernel bounds, conservation of probability and the Feller property. J. Anal. Math. 58, 99–119 (1992). https://doi.org/10.1007/BF02790359. Festschrift on the occasion of the 70th birthday of Shmuel Agmon
do Carmo, M.P.: Riemannian Geometry, Mathematics: Theory & Applications. Birkhäuser Boston Inc, Boston (1992)
Dodziuk, J.: Maximum principle for parabolic inequalities and the heat flow on open manifolds. Indiana Univ. Math. J. 32(5), 703–716 (1983). https://doi.org/10.1512/iumj.1983.32.32046
Dodziuk, J.: Difference equations, isoperimetric inequality and transience of certain random walks. Trans. Am. Math. Soc. 284(2), 787–794 (1984). https://doi.org/10.2307/1999107
Dodziuk, J.: Elliptic Operators on Infinite Graphs, Analysis, Geometry and Topology of Elliptic Operators, pp. 353–368. World Sci. Publ, Hackensack, NJ (2006)
Dodziuk, J., Karp, L.: Spectral and Function Theory for Combinatorial Laplacians, Geometry of Random Motion (Ithaca, N.Y., : Contemp. Math.), pp. 25–40. American Mathematical Society, Providence (1987). https://doi.org/10.1090/conm/073/954626
Dodziuk, J., Mathai, V.: Kato’s Inequality and Asymptotic Spectral Properties for Discrete Magnetic Laplacians, The ubiquitous Heat Kernel, Contemp Math, pp. 69–81. American Mathematical Society, Providence, RI (2006)
Feller, W.: Diffusion processes in one dimension. Trans. Am. Math. Soc. 77, 1–31 (1954). https://doi.org/10.2307/1990677
Feller, W.: On boundaries and lateral conditions for the Kolmogorov differential equations. Ann. Math. (2) 65, 527–570 (1957). https://doi.org/10.2307/1970064
Folz, M.: Gaussian upper bounds for heat kernels of continuous time simple random walks. Electron. J. Probab. 16(62), 1693–1722 (2011). https://doi.org/10.1214/EJP.v16-926
Folz, M.: Volume growth and stochastic completeness of graphs. Trans. Am. Math. Soc. 366(4), 2089–2119 (2014). https://doi.org/10.1090/S0002-9947-2013-05930-2
Frank, R.L., Lenz, D., Wingert, D.: Intrinsic metrics for non-local symmetric Dirichlet forms and applications to spectral theory. J. Funct. Anal. 266(8), 4765–4808 (2014). https://doi.org/10.1016/j.jfa.2014.02.008
Fukushima, M.: Dirichlet Forms and Symmetric Markov Processes, de Gruyter Studies in Mathematics, vol. 19. Walter de Gruyter & Co., Berlin (1994)
Gaffney, P.M.: The conservation property of the heat equation on Riemannian manifolds. Commun. Pure Appl. Math. 12, 1–11 (1959). https://doi.org/10.1002/cpa.3160120102
Georgakopoulos, A., Haeseler, S., Keller, M., Lenz, D., Wojciechowski, R.K.: Graphs of finite measure. J. Math. Pures Appl. (9) 103, 1093–1131 (2015). https://doi.org/10.1016/j.matpur.2014.10.006. (English, with English and French summaries)
Golénia, S.: Hardy inequality and asymptotic eigenvalue distribution for discrete Laplacians. J. Funct. Anal. 266(5), 2662–2688 (2014). https://doi.org/10.1016/j.jfa.2013.10.012
Grigor’yan, A.A.: Stochastically complete manifolds. Dokl. Akad. Nauk SSSR 290(3), 534–537 (1986). (Russian)
Grigor’yan, A.: Analytic and geometric background of recurrence and non-explosion of the Brownian motion on Riemannian manifolds. Bull. Am. Math. Soc. (N.S.) 36(2), 135–249 (1999). https://doi.org/10.1090/S0273-0979-99-00776-4
Grigor’yan, A.: Heat Kernel and Analysis on Manifolds, AMS/IP Studies in Advanced Mathematics, vol. 47. American Mathematical Society, International Press, Providence, RI (2009)
Grigor’yan, A., Huang, X., Masamune, J.: On stochastic completeness of jump processes. Math. Z. 271(3–4), 1211–1239 (2012). https://doi.org/10.1007/s00209-011-0911-x
Güneysu, B., Keller, M., Schmidt, M.: A Feynman-Kac-Itô formula for magnetic Schrödinger operators on graphs. Probab. Theory Related Fields 165(1–2), 365–399 (2016). https://doi.org/10.1007/s00440-015-0633-9
Haeseler, S., Keller, M.: Generalized solutions and spectrum for Dirichlet forms on graphs. In: Random Walks, Boundaries and Spectra. Progr Probab., vol. 64, pp. 181–199. Birkhäuser/Springer Basel AG Basel, Basel (2011)
Haeseler, S., Keller, M., Lenz, D., Wojciechowski, R.: Laplacians on infinite graphs: Dirichlet and Neumann boundary conditions. J. Spectr. Theory 2(4), 397–432 (2012)
Has’minskiĭ, R.Z.: Ergodic properties of recurrent diffusion processes and stabilization of the solution of the Cauchy problem for parabolic equations. Teor. Verojatnost. i Primenen. 5, 196–214 (1960). (Russian, with English summary)
Hsu, P.: Heat semigroup on a complete Riemannian manifold. Ann. Probab. 17(3), 1248–1254 (1989)
Hua, B., Huang, X.: A survey on unbounded Laplacians and intrinsic metrics on graphs
Hua, B., Lin, Y.: Stochastic completeness for graphs with curvature dimension conditions. Adv. Math. 306, 279–302 (2017). https://doi.org/10.1016/j.aim.2016.10.022
Hua, B., Münch, F.: Ricci curvature on birth-death processes. arXiv: 1712.01494
Hua, B., Masamune, J., Wojciechowski, R.K.: Essential self-adjointness and the L 2 -Liouville property. arXiv:2012.08936
Huang, X.: On stochastic completeness of weighted graphs. Thesis (Ph.D.)-Bielefeld University (2011)
Huang, X.: Stochastic incompleteness for graphs and weak Omori–Yau maximum principle. J. Math. Anal. Appl. 379(2), 764–782 (2011). https://doi.org/10.1016/j.jmaa.2011.02.009
Huang, X.: On uniqueness class for a heat equation on graphs. J. Math. Anal. Appl. 393(2), 377–388 (2012). https://doi.org/10.1016/j.jmaa.2012.04.026
Huang, X.: Escape rate of Markov chains on infinite graphs. J. Theoret. Probab. 27(2), 634–682 (2014). https://doi.org/10.1007/s10959-012-0456-x
Huang, X.: A note on the volume growth criterion for stochastic completeness of weighted graphs. Potential Anal. 40(2), 117–142 (2014). https://doi.org/10.1007/s11118-013-9342-0
Huang, X., Shiozawa, Y.: Upper escape rate of Markov chains on weighted graphs. Stoch. Process. Appl. 124(1), 317–347 (2014). https://doi.org/10.1016/j.spa.2013.08.004
Huang, X., Keller, M., Masamune, J., Wojciechowski, R.K.: A note on self-adjoint extensions of the Laplacian on weighted graphs. J. Funct. Anal. 265(8), 1556–1578 (2013). https://doi.org/10.1016/j.jfa.2013.06.004
Huang, X., Keller, M., Schmidt, M.: On the uniqueness class, stochastic completeness and volume growth for graphs. Trans. Am. Math. Soc. 373(12), 8861–8884 (2020). https://doi.org/10.1090/tran/8211
Ichihara, K.: Curvature, geodesics and the Brownian motion on a Riemannian manifold. II. Explosion properties. Nagoya Math. J. 87, 115–125 (1982)
Karp, L., Li, P.: The heat equation on complete Riemannian manifolds (unpublished manuscript)
Keller, M.: Intrinsic metrics on graphs: a survey. In: Mathematical Technology of Networks. Springer Springer Proc. Math. Stat., vol. 128, pp. 81–119. Springer, Cham (2015)
Keller, M., Lenz, D.: Unbounded Laplacians on graphs: basic spectral properties and the heat equation. Math. Model. Nat. Phenom. 5(4), 198–224 (2010). https://doi.org/10.1051/mmnp/20105409
Keller, M., Lenz, D.: Dirichlet forms and stochastic completeness of graphs and subgraphs. J. Reine Angew. Math. 666, 189–223 (2012). https://doi.org/10.1515/CRELLE.2011.122
Keller, M., Münch, F.: A new discrete Hopf–Rinow theorem. Discrete Math. 342(9), 2751–2757 (2019). https://doi.org/10.1016/j.disc.2019.03.014
Keller, M., Münch, F.: Gradient estimates, Bakry–Emery Ricci curvature and ellipticity for unbounded graph Laplacians. arXiv:1807.10181
Keller, M., Lenz, D., Wojciechowski, R.K.: Volume growth, spectrum and stochastic completeness of infinite graphs. Math. Z. 274(3–4), 905–932 (2013). https://doi.org/10.1007/s00209-012-1101-1
Keller, M., Lenz, D., Wojciechowski, R.K. (eds.): Analysis and Geometry on Graphs and Manifolds, London Mathematical Society Lecture Note Series, vol. 461. Cambridge University Press, Cambridge (2020)
Lenz, D., Schmidt, M., Wirth, M.: Uniqueness of form extensions and domination of semigroups, J. Funct. Anal. 280(6), 108848 (2021). https://doi.org/10.1016/j.jfa.2020.108848.
Lin, Y., Yau, S.-T.: Ricci curvature and eigenvalue estimate on locally finite graphs. Math. Res. Lett. 17(2), 343–356 (2010)
Lin, Y., Linyuan, L., Yau, S.-T.: Ricci curvature of graphs. Tohoku Math. J. (2) 63(4), 605–627 (2011). https://doi.org/10.2748/tmj/1325886283
Liu, S., Münch, F., Peyermihoff, N.: Bakry–Émery curvature and diameter bounds on graphs. Calc. Var. Partial Differ. Equ. 57, 9 (2018). https://doi.org/10.1007/s00526-018-1334-x
Mari, L., Valtorta, D.: On the equivalence of stochastic completeness and Liouville and Khas’minskii conditions in linear and nonlinear settings. Trans. Am. Math. Soc. 365(9), 4699–4727 (2013). https://doi.org/10.1090/S0002-9947-2013-05765-0
Masamune, J., Schmidt, M.: A generalized conservation property for the heat semigroup on weighted manifolds. Math. Ann. 377(3–4), 1673–1710 (2020). https://doi.org/10.1007/s00208-019-01888-3
Masamune, J., Uemura, T.: Conservation property of symmetric jump processes. Ann. Inst. Henri Poincaré Probab. Stat. 47(3), 650–662 (2011). https://doi.org/10.1214/09-AIHP368. (English, with English and French summaries)
Masamune, J., Uemura, T., Wang, J.: On the conservativeness and the recurrence of symmetric jump-diffusions. J. Funct. Anal. 263(12), 3984–4008 (2012). https://doi.org/10.1016/j.jfa.2012.09.014
Münch, F.: Li-Yau inequality under CD(0,n) on graphs. arXiv:1909.10242
Münch, F., Wojciechowski, R.K.: Ollivier Ricci curvature for general graph Laplacians: heat equation, Laplacian comparison, non-explosion and diameter bounds. Adv. Math. 356, 106759 (2019). https://doi.org/10.1016/j.aim.2019.106759
Ollivier, Y.: Ricci curvature of metric spaces. C. R. Math. Acad. Sci. Paris 345(11), 643–646 (2007). https://doi.org/10.1016/j.crma.2007.10.041. (English, with English and French summaries)
Ollivier, Y.: Ricci curvature of Markov chains on metric spaces. J. Funct. Anal. 256(3), 810–864 (2009). https://doi.org/10.1016/j.jfa.2008.11.001
Omori, H.: Isometric immersions of Riemannian manifolds. J. Math. Soc. Jpn. 19, 205–214 (1967). https://doi.org/10.2969/jmsj/01920205
Pigola, S., Setti, A.G.: The Feller property on Riemannian manifolds. J. Funct. Anal. 262(5), 2481–2515 (2012). https://doi.org/10.1016/j.jfa.2011.12.001
Pigola, S., Rigoli, M., Setti, A.G.: A remark on the maximum principle and stochastic completeness. Proc. Am. Math. Soc. 131(4), 1283–1288 (2003). https://doi.org/10.1090/S0002-9939-02-06672-8
Pucher, S.: Masterarbeit-Jena University
Reuter, G.E.H.: Denumerable Markov processes and the associated contraction semigroups on l. Acta Math. 97, 1–46 (1957). https://doi.org/10.1007/BF02392391
Schmidt, M.: Global properties of Dirichlet forms on discrete spaces. Dissertationes Math. 522, 43 (2017). https://doi.org/10.4064/dm738-7-2016
Schmidt, M.: On the Existence and Uniqueness of Self-adjoint Realizations of Discrete (Magnetic) Schrödinger Operators, Analysis and Geometry on Graphs and Manifolds. London Math. Soc. Lecture Note Ser, vol. 461. Cambridge University Press, Cambridge (2020)
Schmuckenschläger, M.: Curvature of Nonlocal Markov Generators, Convex Geometric Analysis, vol. 128, pp. 189–197. Cambridge University Press (1999), Cambridge (1996)
Strichartz, R.S.: Analysis of the Laplacian on the complete Riemannian manifold. J. Funct. Anal. 52(1), 48–79 (1983). https://doi.org/10.1016/0022-1236(83)90090-3
Sturm, K.-T.: Analysis on local Dirichlet spaces. I. Recurrence, conservativeness and \(L^{p}\) -Liouville properties. J. Reine Angew. Math. 456, 173–196 (1994). https://doi.org/10.1515/crll.1994.456.173
Takeda, M.: On a martingale method for symmetric diffusion processes and its applications. Osaka J. Math. 26(3), 605–623 (1989)
Varopoulos, N.T.: Potential theory and diffusion on Riemannian manifolds, Conference on harmonic analysis in honor of Antoni Zygmund, Vol. I, II (Chicago, Ill., 1981), Wadsworth Math. Ser., Wadsworth, Belmont, CA, pp. 821–837 (1983)
Villani, C.: Topics in Optimal Transportation, Graduate Studies in Mathematics, vol. 58. American Mathematical Society, Providence, RI (2003)
Weber, A.: Analysis of the physical Laplacian and the heat flow on a locally finite graph. J. Math. Anal. Appl. 370(1), 146–158 (2010). https://doi.org/10.1016/j.jmaa.2010.04.044
Weidmann, J.: Linear Operators in Hilbert Spaces, Graduate Texts in Mathematics, vol. 68. Springer, New York (1980). Translated from the German by Joseph Szücs
Wojciechowski, R.K.: Stochastic completeness of graphs, ProQuest LLC, Ann Arbor, MI. Thesis (Ph.D.)-City University of New York (2008)
Wojciechowski, R.K.: Heat kernel and essential spectrum of infinite graphs. Indiana Univ. Math. J. 58(3), 1419–1441 (2009). https://doi.org/10.1512/iumj.2009.58.3575
Wojciechowski, R.K.: Stochastically Incomplete Manifolds and Graphs, Random Walks, Boundaries and Spectra. Progr. Probab, vol. 64, pp. 163–179. Birkhäuser/Springer Basel AG, Basel (2011)
Wojciechowski, R.K.: The Feller property for graphs. Trans. Am. Math. Soc. 369(6), 4415–4431 (2017). https://doi.org/10.1090/tran/6901
Yau, S.T.: Harmonic functions on complete Riemannian manifolds. Commun. Pure Appl. Math. 28, 201–228 (1975). https://doi.org/10.1002/cpa.3160280203
Yau, S.T.: On the heat kernel of a complete Riemannian manifold. J. Math. Pures Appl. (9) 57(2), 191–201 (1978)
Acknowledgements
I would like to thank Józef Dodziuk for suggesting such a fruitful area of study and for sustaining me over the years. I am also happy to acknowledge the inspiration and support offered by Isaac Chavel and Leon Karp. Furthermore, I would like to thank Alexander Grigor\('\)yan for encouragement and support, early in my career up until the present moment. And also many thanks to my coauthors who contributed to this story and whom I also consider to be good friends. In alphabetical order: Sebastian Haeseler, Bobo Hua, Xueping Huang, Matthias Keller, Daniel Lenz, Jun Masamune, Florentin Münch and Marcel Schmidt. Finally, I would like to thank Isaac Pesenson for the invitation to contribute this article and the referees for helpful comments.
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
The author gratefully acknowledges financial support from PSC-CUNY Awards, jointly funded by the Professional Staff Congress and the City University of New York, and the Collaboration Grant for Mathematicians, funded by the Simons Foundation.
Rights and permissions
About this article
Cite this article
Wojciechowski, R.K. Stochastic Completeness of Graphs: Bounded Laplacians, Intrinsic Metrics, Volume Growth and Curvature. J Fourier Anal Appl 27, 30 (2021). https://doi.org/10.1007/s00041-021-09821-6
Received:
Revised:
Accepted:
Published:
DOI: https://doi.org/10.1007/s00041-021-09821-6