Related papers: Trace Estimates for Stable Processes
In this note we consider a heat trace expansion on a manifold with wedge-like singularity. We show that there are two terms in the expansion that contain information about the presence of the singularity, namely the logarithmic term…
For a class of Laplace exponents we derive the heat trace asymptotics of the generator of the corresponding subordinate Brownian motion on Euclidean space. The terms in the asymptotic expansion are found to depend both on the geometry of…
In this work we construct compositions of processes of the form \bm{S}_n^{2\beta}(c^2 \mathpzc{L}^\nu (t) \r, t>0, \nu \in (0, 1/2], \beta \in (0,1], n \in \mathbb{N}, whose distribution is related to space-time fractional n-dimensional…
Heat-invariants are a class of spectral invariants of Laplace-type operators on compact Riemannian manifolds that contain information about the geometry of the manifold, e.g., the metric and connection. Since Brownian motion solves the heat…
The signature of a path is a sequence, whose $n$-th term contains $n$-th order iterated integrals of the path. These iterated integrals of sample paths of stochastic processes arise naturally when studying solutions of differential equation…
We study the heat trace for both the drifting Laplacian as well as Schr\"odinger operators on compact Riemannian manifolds. In the case of a finite regularity potential or weight function, we prove the existence of a partial (six term)…
We construct a stochastic process whose drift is a function of the process's local time at a reflecting barrier. The process arose as a model of the interactions of a Brownian particle and an inert particle in (Knight, 2001). Interesting…
Let us consider a solution of the time-inhomogeneous stochastic differential equation driven by a Brownian motion with drift coefficient $b(t,x)=\rho\,{\rm sgn}(x)|x|^\alpha/t^\beta$. This process can be viewed as a distorted Brownian…
We consider non-smooth functions of (truncated) Wiener--Hopf type operators on the Hilbert space $L^2(\mathbb R^d)$. Our main results are uniform estimates for trace norms ($d\ge 1$) and quasiclassical asymptotic formulas for traces of the…
The linear fractional stable motion generalizes two prominent classes of stochastic processes, namely stable L\'evy processes, and fractional Brownian motion. For this reason it may be regarded as a basic building block for continuous time…
We study a "div-grad type" sub-Laplacian with respect to a smooth measure and its associated heat semigroup on a compact equiregular sub-Riemannian manifold. We prove a short time asymptotic expansion of the heat trace up to any order. Our…
In this work, we study the asymptotic behaviour of solutions to the heat equation in exterior domains, i.e., domains which are the complement of a smooth compact set in $\mathbb{R}^N$. Different homogeneous boundary conditions are…
We study a symmetry property of momentum distribution functions in the steady state of heat conduction. When the equation of motion is symmetric under change of signs for all dynamical variables, the distribution function is also symmetric.…
We study a technical problem arising from the spectral geometry of noncommutative tori: the small time heat trace asymptotic associated to a general second order elliptic operator. We extend the rearrangement operators in the conformal case…
This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward equation using the theory of sun-dual semigroups. The…
The imaginary time path integral formalism is applied to a nonlinear Hamiltonian for a short fragment of heterogeneous DNA with a stabilizing solvent interaction term. Torsional effects are modeled by a twist angle between neighboring base…
We introduce the notion of relative volatility/intermittency and demonstrate how relative volatility statistics can be used to estimate consistently the temporal variation of volatility/intermittency when the data of interest are generated…
This paper deals with inference in a class of stable but nearly-unstable processes. Autoregressive processes are considered, in which the bridge between stability and instability is expressed by a time-varying companion matrix $A_{n}$ with…
In a simple model of a continuous random walk a particle moves in one dimension with the velocity fluctuating between V and -V. If V is associated with the thermal velocity of a Brownian particle and allowed to be position dependent, the…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…