Related papers: Ornstein-Uhlenbeck semi-groups on stratified group…
Let $\gamma_{d}$ be the $d$-dimensional standard Gaussian measure and $\{Q_{t}\}_{t\ge 0}$ the Ornstein-Uhlenbeck semigroup acting on $L^{1}(\gamma_{d})$. We show that the hypercontractivity of $\{Q_{t}\}_{t\ge 0}$ is equivalent to the…
This note is concerned with two families of operators related to the fractional Laplacian, the first arising from the Caffarelli-Silvestre extension problem and the second from the fractional heat equation. They both include the Poisson…
We derive large time upper bounds for heat kernels on vector bundles of differential forms on a class of non-compact Riemannian manifolds under certain curvature conditions.
This work aims to develop a global quantization in the concrete settings of two graded nilpotent Lie groups of 3-step; namely of the Engel group and the Cartan group. We provide a preliminary analysis on the structure and the…
We consider Feller semigroups of operators determinated by systems of jumps dominated by the rotation invariant stable L\'evy measure. Using an approximation schema we prove the existence and obtain estimates of corresponding heat kernels.
We show that the multiplication operator associated to a fractional power of a Gamma random variable, with parameter q>0, maps the convex cone of the 1-invariant functions for a self-similar semigroup into the convex cone of the q-invariant…
We collect, scattered through literature, as well as we prove some new properties of two Markov processes that in many ways resemble Wiener and Ornstein--Uhlenbeck processes. Although processes considered in this paper were defined either…
We discuss the quantitative ergodicity of quantum Markov semigroups in terms of the trace distance from the stationary state, providing a general criterion based on the spectral decomposition of the Lindblad generator. We then apply this…
Let $C$ be a smooth projective curve over an algebraically closed field ${\mathbb{F}}$ equipped with the action of a finite group $G$. When $p =\textrm{char}(\mathbb{F})$ divides the order of $G$, the long-standing problem of computing the…
The transcendent part of the Drinfeld p-adic upper half plane is shown to be a Polish space. Using Radon measures associated with regular differential 1-forms invariant under Schottky groups allows to construct self-adjoint diffusion…
We first study the existence, uniqueness and well-posedness of a general class of integro-differential diffusion equation on $L^p(\mathbb{G})$ $(1<p<+\infty$, $\mathbb{G}$ is a graded Lie group). We show the explicit solution of the…
We study group-averaged Markov chains obtained by augmenting a $\pi$-stationary transition kernel $P$ with a group action on the state space via orbit kernels. Given a group $\mathcal{G}$ with orbits $(\mathcal{O}_i)_{i=1}^k$, we analyse…
We investigate the distributional properties of two generalized Ornstein-Uhlenbeck (OU) processes whose stationary distributions are the gamma law and the bilateral gamma law, respectively. The said distributions turn out to be related to…
We investigate the joint distribution and the multivariate survival functions for the maxima of an Ornstein-Uhlenbeck (OU) process in consecutive time-intervals. A PDE method, alongside an eigenfunction expansion, is adopted with which we…
We study mean-field particle approximations of normalized Feynman-Kac semi-groups, usually called Fleming-Viot or Feynman-Kac particle systems. Assuming various large time stability properties of the semi-group uniformly in the initial…
Inspired by a recent work of Hyt\"onen and Naor, we solve a problem left open in our previous work joint with Mart\'{\i}nez and Torrea on the vector-valued Littlewood-Paley-Stein theory for symmetric diffusion semigroups. We prove a similar…
Let $A$ be a Lebesgue measure space. We interpret measures on $A\times A\times R_+$ as 'maps' from $A$ to $A$, which spread $A$ along itself; their Radon-Nikodym derivatives also are spread. We discuss basic properties of the semigroup of…
In this paper we study perturbed Ornstein-Uhlenbeck operators \begin{align*}[\mathcal{L}_{\infty} v](x)=A\triangle v(x)+\langle Sx,\nabla v(x)\rangle-B v(x),\,x\in\mathbb{R}^d,\,d\geqslant 2,\end{align*} for simultaneously diagonalizable…
Recent results of L. Zsido, based on his previous work with C. P. Niculescu and A. Stroh, on actions of topological semigroups on von Neumann algebras, give a Jacobs-de Leeuw-Glicksberg splitting theorem at the von Neumann algebra (rather…
We obtain the asymptotic expansion of the solutions of some anisotropic heat equations when the initial data belong to polynomially weighted Lp-spaces. We mainly address two model examples. In the first one, the diffusivity is of order two…