Related papers: Spectral condition, hitting times and Nash inequal…

In this paper, we study the law of the local time processes $(L_T^x(X),x\in \mathbb{R})$ associated to a spectrally negative L\'evy process $X$, in the cases $T=\tau_a^+$, the first passage time of $X$ above $a>0$ and $T=\tau(c)$, the first…

We explore the prospects for searches at the LHC for sparticle decays that violate $\tau$ lepton number, in the light of neutrino oscillation data and the seesaw model for neutrino masses and mixing. We analyse the theoretical and…

We establish general moment estimates for the discrete and continuous exit times of a general It\^o process in terms of the distance to the boundary. These estimates serve as intermediate steps to obtain strong convergence results for the…

Small-space and large-time estimates and asymptotic expansion of the distribution function and (the derivatives of) the density function of hitting times of points for symmetric L\'evy processes are studied. The L\'evy measure is assumed to…

A suitable notion of hypercontractivity for a nonlinear semigroup $\{T_t\}$ is shown to imply Gagliardo--Nirenberg inequalities for its generator $H$, provided a subhomogeneity property holds for the energy functional $(u,Hu)$. We use this…

In this paper, we will consider the problem that how far from Hunt's hypothesis (H) to symmetrization for a general 1-dimensional diffusion. A characterization of (H) involving the classification of points for this diffusion will be first…

The use of Lyapunov conditions for proving functional inequalities was initiated in [5]. It was shown in [4, 30] that there is an equivalence between a Poincar{\'e} inequality, the existence of some Lyapunov function and the exponential…

The $(d,\alpha,\beta,\gamma)$-branching particle system consists of particles moving in $R^d$ according to a symmetric $\alpha$-stable L\'evy process $(0<\alpha\leq 2)$, splitting with a critical $(1+\beta)$-branching law $(0<\beta\leq 1)$,…

For a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, we study the joint distribution of the two local times $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ and $B(t)= \int_{0}^{t} d\tau \delta(X(\tau)-L) $ at…

Extending the approach of the paper [Mathieu, P. (1997) Hitting times and spectral gap inequalities, Ann. Inst. Henri Poincare 33, 4, 437 -- 465], we prove that the Poincare inequality for a (possibly non-symmetric) Markov process yields…

We study heat equations $\frac{\partial u}{\partial t} - \operatorname{div} \left( A \nabla u \right) = 0$ on bounded Lipschitz domains $\Omega$ in $\mathbb{R}^{d}$ for $d \in \mathbb{N}$, where $-\operatorname{div} \left( A \nabla \cdot…

In a recent study, (Jain et al 2007 Phys. Rev. Lett. 99 190601), a symmetric exclusion process with time-dependent hopping rates was introduced. Using simulations and a perturbation theory, it was shown that if the hopping rates at two…

A multiplicative identity in law connecting the hitting times of completely asymmetric $\alpha-$stable L\'evy processes in duality is established. In the spectrally positive case, this identity allows with an elementary argument to compute…

When the unconditioned process is a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, the local time $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ at the origin $x=0$ is one of the most important time-additive…

We establish the stochastic comparison principles, including moment comparison principle as a special case, for solutions to the following nonlinear stochastic heat equation on $\mathbb{R}^d$ \[ \left(\frac{\partial }{\partial t}…

We consider a system of asymmetric independent random walks on $\mathbb{Z}^d$, denoted by $\{\eta_t,t\in{\mathbb{R}}\}$, stationary under the product Poisson measure $\nu_{\rho}$ of marginal density $\rho>0$. We fix a pattern $\mathcal{A}$,…

$\mu$ being a nonnegative measure satisfying some log-Sobolev inequality, we give conditions on F for the measure $\nu=e^{-2F} \mu$ to also satisfy some log-Sobolev inequality. Explicit examples are studied.

Assume that $(X,d,\mu)$ is a metric space endowed with a non-negative Borel measure $\mu$ satisfying the doubling condition and the additional condition that $\mu(B(x,r))\gtrsim r^n$ for any $x\in X, \,r>0$ and some $n\geq1$. Let $L$ be a…

We perform a detailed study of a variety of LHC signals in supersymmetric models where lepton number is promoted to an (approximate) U(1)_R symmetry. Such a symmetry has interesting implications for naturalness, as well as flavor- and…

For spectrally positive L\'evy processes killed on exiting the half-line, existence of a quasi-stationary distribution is characterized by the exponential integrability of the exit time, the Laplace exponent and the non-negativity of the…