A convergence result for the master operator

In this paper, we establish a convergence result for the fully fractional heat operator $\ma{s}$, also known as the master operator, stated as follows: $$\mbox{If\ }u_i\to u\ \mbox{in}\ C^{2,1}_{x,t,loc}(\R^n\times\R),\ \mbox{then}\ \ma{s} u_i\to \ma{s}u-b\ \mbox{a.e. in}\ \R^n\times\R,$$ for some nonnegative constant $b$. This result addresses a fundamental question in the blow-up and rescaling analysis, which are essential for establishing a priori estimates for solutions of master equations. Additionally, we present examples demonstrating that in certain cases, the constant $b$ can indeed be positive. This highlights a key distinction between nonlocal and local operators: for a local heat operator, such as $\partial_t - \lap$, it is well-known that $b \equiv 0$.