Related papers: Ornstein-Uhlenbeck semi-groups on stratified group…

A new type of gradient estimate is established for diffusion semigroups on non-compact complete Riemannian manifolds. As applications, a global Harnack inequality with power and a heat kernel estimate are derived for diffusion semigroups on…

This paper shows that the configurational temperature of liquid-state theory, $\Tc$, defines an energy scale, which can be used for adjusting model parameters of active Ornstein-Uhlenbeck particle (AOUP) models in order to achieve…

Let $G=(V, E)$ be a locally finite connected graph satisfying curvature-dimension conditions ($CDE(n, 0)$ or its strengthened version $CDE'(n, 0))$) and polynomial volume growth conditions of degree $m$. We systematically establish sharp…

The aim of this short note is to show that Denoising Diffusion Probabilistic Model DDPM, a non-homogeneous discrete-time Markov process, can be represented by a time-homogeneous continuous-time Markov process observed at non-uniformly…

We provide sharp two-sided estimates of the heat kernel of the Dirichlet fractional Laplacian on the half-line perturbed by the Hardy potential.

Let $G$ denote an infinite-dimensional Heisenberg-like group, which is a class of infinite-dimensional step 2 stratified Lie groups. We consider holomorphic functions on $G$ that are square integrable with respect to a heat kernel measure…

We consider a hybrid diffusion process that is a combination of two Ornstein-Uhlenbeck processes with different restraining forces. This process serves as the heavy-traffic approximation to the Markovian many-server queue with abandonments…

We use spectral projections of time operator in the Liouville space for simple quantum scattering systems in order to define a space of unstable particle states evolving under a contractive semi-group. This space includes purely…

Distributional properties -including Laplace transforms- of integrals of Markov processes received a lot of attention in the literature. In this paper, we complete existing results in several ways. First, we provide the analytical solution…

Let $m\in\mathbb N$, $P(D):=\sum_{|\alpha|=2m}(-1)^m a_\alpha D^\alpha$ be a $2m$-order homogeneous elliptic operator with real constant coefficients on $\mathbb{R}^n$, and $V$ a measurable function on $\mathbb{R}^n$. In this article, the…

In this paper we analyze the evolution of the time averaged energy densities associated with a family of solutions to a Schr{\"o}dinger equation on a Lie group of Heisenberg type. We use a semi-classical approach adapted to the stratified…

We prove that any weak* continuous semigroup $(T_t)_{t \geq 0}$ of factorizable Markov maps acting on a von Neumann algebra $M$ equipped with a normal faithful state can be dilated by a group of Markov $*$-automorphisms analogous to the…

We give a multimensional version of the p-adic heat equation, and show that its fundamental solution is the transition density of a Markov process.

Let $P_s\phi(x)=\mathbb{E}\, \phi(X^x(s))$, be the transition semigroup on the space $B_b(E)$ of bounded measurable functions on a Banach space $E$, of the Markov family defined by the linear equation with additive noise $$ d X(s)=…

Let $H=-\Delta+V$ be a Schr\"odinger operator on $\mathbb{R}^n$. We show that gradient estimates for the heat kernel of $H$ with upper Gaussian bounds imply polynomial decay for the kernels of certain smooth dyadic spectral operators. The…

We study pointwise and $L^p$ gradient estimates of the heat kernel, on manifolds that may have some amount of negative Ricci curvature, provided it is not too negative (in an integral sense) at infinity. We also prove uniform boundedness…

We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. First, we provide results that give upper estimates in a situation when the corresponding jump measure is allowed to be highly…

Let p be an odd prime, K a finite extension of Q_p, G=Gal(\bar K/K) the Galois group and e=e(K/Q_p) the ramification index. Suppose T is a p^n torsion representation such that T is isomorphic to a quotient of two G-stable Z_p-lattices in a…

We consider an ensemble of Ornstein-Uhlenbeck processes featuring a population of relaxation times and a population of noise amplitudes that characterize the heterogeneity of the ensemble. We show that the centre-of-mass like variable…

We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. We expose that many typical conditions on the characteristic exponent repeatedly used in the literature of the subject are…