Related papers: Dirichlet Heat Kernel Estimates for Rotationally S…
For a given L\'{e}vy process $X=(X_t)_{t\in\mathbb{R}_+}$ and for fixed $s\in \mathbb{R}_{+}\cup\{\infty\}$ and $t\in\mathbb{R}_+$ we analyse the {\it future drawdown extremes} that are defined as follows: \begin{eqnarray*} \overline…
In this article, we prove a general and rather flexible upper bound for the heat kernel of a weighted heat operator on a closed manifold evolving by an intrinsic geometric flow. The proof is based on logarithmic Sobolev inequalities and…
This is first of series papers on new two-side Gaussian bounds for the heat kernel $H(x,y,t)$ on a complete manifold $(M,g)$. In this paper, on a complete manifold $M$ with $Ric(M)\geq 0$, we obtain new two-side Gaussian bounds for the heat…
An important line of research is the investigation of the laws of random variables known as Dirichlet means as discussed in Cifarelli and Regazzini(1990). However there is not much information on inter-relationships between different…
In this paper we extend a gradient estimate of R. Hamilton for positive solutions to the heat equation on closed manifolds to bounded positive solutions on complete, non-compact manifolds with $Rc \geq -Kg$. We accomplish this extension via…
This paper studies by means of standard analytic tools the small time behavior of the heat content over a bounded Lebesgue measurable set of finite perimeter by working with the set covariance function and by imposing conditions on the heat…
We present a very quick and powerful method for the calculation of heat-kernel coefficients. It makes use of rather common ideas, as integral representations of the spectral sum, Mellin transforms, non-trivial commutation of series and…
For a one-dimensional L\'{e}vy process, we derive an explicit formula for the probability of first hitting a specified point among a fixed finite set. Moreover, using this formula, we obtain an explicit expression for each entry of the…
We give upper and lower estimates of densities of convolution semigroups of probability measures under explicit assumptions on the corresponding Levy measure and the Levy--Khinchin exponent. We obtain also estimates of derivatives of…
In this paper, we consider the following symmetric Dirichlet forms on a metric measure space $(M,d,\mu)$: $$\mathcal{E}(f,g) = \mathcal{E}(^{(c)}(f,g)+\int_{M\times M} (f(x)-f(y))(g(x)-g(y))\,J(dx,dy),$$ where $\mathcal{E}(^{(c)}$ is a…
In this paper, we consider subordinate symmetric Markov processes which correspond to non-killing Dirichlet forms enjoying heat kernel estimates on a metric measure space with the volume doubling property. We obtain estimates of the jump…
We study the high temperature (or small inverse temperature $\beta$) expansion of the free energy of double scaled SYK model. We find that this expansion is a convergent series with a finite radius of convergence. It turns out that the…
In this paper we analyze the small-t asymptotic expansion of the trace of the heat kernel associated with a Laplace operator endowed with a spherically symmetric polynomially confining potential on the unbounded, d-dimensional Euclidean…
Process convolutions yield random fields with flexible marginal distributions and dependence beyond Gaussianity, but statistical inference is often hampered by a lack of closed-form marginal distributions, and simulation-based inference may…
This paper considers the properties of Dirichlet Spaces of Homogeneous type which consist of band limited functions that are nearly exponential localizations on $\mathbb{R}^k.$ This is a powerful tool in harmonic analysis and it makes…
We stduy radial Dunkl processes associated with dihedral systems: we derive the semi group, the generalized Bessel function, the Dunkl-Hermite polynomials. Then we give a skew product decomposition by means of independent Bessel processes…
We present a concrete family of fractals, which we call the (two-dimensional) thin scale irregular Sierpi\'{n}ski gaskets and each of which is equipped with a canonical strongly local regular symmetric Dirichlet form. We prove that any…
We study reflected jump diffusions on Ahlfors regular domains in general metric measure spaces. Under the condition that the Dirichlet form on the ambient space satisfies a capacity upper bound estimate, we construct an extension operator…
In this work we give a complete description to the asymptotic behaviors of exponential functionals of L\'evy processes and divide them into five different types according to their convergence rates. Not only their exact convergence speeds…
We consider a pair of coupled queues driven by independent spectrally-positive Levy processes. With respect to the bi-variate workload process this framework includes both the coupled processor model and the two-server fluid network with…