Related papers: Neumann Heat kernel monotonicity

Let $\alpha\in(0,2)$ and $d\in{\mathbb N}$. Consider the following SDE in ${\mathbb R}^d$:$${\rm d}X_t=b(t,X_t){\rm d} t+a(t,X_{t-}){\rm d} L^{(\alpha)}_t,\ \ X_0=x,$$where $L^{(\alpha)}$ is a $d$-dimensional rotationally invariant…

The heat kernel on the symmetric space of positive definite Hermitian matrices is used to endow the spaces of Bergman metrics of degree k on a Riemann surface M with a family of probability measures depending on a choice of the background…

A new representation for a regular solution of the perturbed Bessel equation of the form $Lu=-u"+\left( \frac{l(l+1)}{x^2}+q(x)\right)u=\omega^2u$ is obtained. The solution is represented as a Neumann series of Bessel functions uniformly…

In a series of papers, Burdzy et. al. introduced the \emph{mirror coupling} of reflecting Brownian motions in a smooth bounded domain $D\subset \mathbb{R}^{d}$, and used it to prove certain properties of eigenvalues and eigenfunctions of…

In this paper we study the Bessel process R_t^{(\mu)} with index \mu\neq 0 starting from x>0 and killed when it reaches a positive level a, where x>a>0. We provide sharp estimates of the transition probability density p_a^{(\mu)}(t,x,y) for…

In this paper, we establish sharp two-sided estimates for the transition densities of relativistic stable processes [i.e., for the heat kernels of the operators $m-(m^{2/\alpha}-\Delta)^{\alpha/2}$] in $C^{1,1}$ open sets. Here $m>0$ and…

We consider the heat equation $u_t=Lu$ where $L$ is a second-order difference operator in a discrete variable $n$. The fundamental solution has an expansion in terms of the Bessel functions of imaginary argument. The coefficients…

We derive the asymptotic behavior of the transition probability density of the Bessel-like diffusions for "dimension" $\rho = 0$.

Consider an anisotropic independent bond percolation model on the $d$-dimensional hypercubic lattice, $d\geq 2$, with parameter $p$. We show that the two point connectivity function $P_{p}(\{(0,\dots,0)\leftrightarrow (n,0,\dots,0)\})$ is a…

In this paper, we provide a precise characterization of generalization properties of high dimensional kernel ridge regression across the under- and over-parameterized regimes, depending on whether the number of training data n exceeds the…

For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…

We derive closed formula for the heat kernel $K_\mathbb{H}$ associated to Maass-Laplacian operator $D_k$ for any real $k$ and prove that heat kernel $K_\mathbb{H}$ is strictly monotone decreasing function. We also derive some important…

It is well known that one can map certain properties of random matrices, fermionic gases, and zeros of the Riemann zeta function to a unique point process on the real line. Here we analytically provide exact generalizations of such a point…

In this paper we consider the kernel of the radially deformed Fourier transform introduced in the context of Clifford analysis in [10]. By adapting the Laplace transform method from [4], we obtain the Laplace domain expressions of the…

Let $Z=(Z^{1}, \ldots, Z^{d})$ be the d-dimensional L\'evy {process} where {$Z^i$'s} are independent 1-dimensional L\'evy {processes} with identical jumping kernel $ \nu^1(r) =r^{-1}\phi(r)^{-1}$. Here $\phi$ is {an} increasing function…

In this paper the authors present a proof of a pointwise radial monotonicity property of heat kernels that is shared by the euclidean spaces, spheres and hyperbolic spaces. The main result deals with monotonicity from special points on…

In this paper we use a set of partial differential equations to prove an expansion theorem for multiple complex Hermite polynomials. This expansion theorem allows us to develop a systematic and completely new approach to the complex Hermite…

Most recently, in arXiv:1907.05360 [math.AP], we introduced the theory of heatable currents and proved Onsager's conjecture on Riemannian manifolds with boundary, where the weak solution has $B_{3,1}^{\frac{1}{3}}$ spatial regularity. In…

This paper studies the asymptotic behavior of several central objects in Dunkl theory as the dimension of the underlying space grows large. Our starting point is the observation that a recent result from the random matrix theory literature…

Let $\mathbb T_{q+1}$ denote the homogeneous tree of degree $q+1$ with the standard graph distance $d$ and the canonical flow measure $\mu$. The metric measure space $(\mathbb T_{q+1},d,\mu)$ is of exponential growth. Let $\mathcal{L}$…