Related papers: Trace asymptotics for subordinate semigroups
In this paper we give an asymptotic formula for a matrix integral which plays a crucial role in the approach of Diaconis et al. to random matrix eigenvalues. The choice of parameter for the asymptotic analysis is motivated by an invariant…
In this paper we study the asymptotic behaviour of weighted random sums when the sum process converges stably in law to a Brownian motion and the weight process has continuous trajectories, more regular than that of a Brownian motion. We…
We discuss the compact support property of the rough super-Brownian motion constructed as a scaling limit of a branching random walk in static random environment. The semi-linear equation corresponding to this measure-valued process is the…
We recover in part a recent result of Hamana-Matsumoto (2014) on the asymptotic behaviors for tail probabilities of first hitting times of Bessel process. Our proof is based on a weak convergence argument. The same reasoning enables us to…
Let $\tau_{D}(Z) $ be the first exit time of iterated Brownian motion from a domain $D \subset \RR{R}^{n}$ started at $z\in D$ and let $P_{z}[\tau_{D}(Z) >t]$ be its distribution. In this paper we establish the exact asymptotics of…
These lecture notes provide a basic introduction to Selberg's trace formula. We discuss the simplest possible case: the spectrum of the Laplacian on a compact Riemannian surface of constant negative curvature. (To appear in Springer LNP.)
We ask if it is possible to find some particular continuous paths of unit length in linear Brownian motion. Beginning with a discrete version of the problem, we derive the asymptotics of the expected waiting time for several interesting…
We study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution…
The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on the reflecting Brownian motions on certain closed strips.…
We ascertain conditions and structures on categories and semigroups which admit the construction of pseudo-products and trace products respectively, making their connection as precise as possible. This topic is modelled on the ESN Theorem…
We study the asymptotic behavior as $n\to \infty$ of the sequence $$S_{n}=\sum_{i=0}^{n-1} K(n^{\alpha} B^{H_{1}}_{i}) (B^{H_{2}}_{i+1}-B^{H_{2}}_{i})$$ where $B^{H_{1}}$ and $B^{H_{2}}$ are two independent fractional Brownian motions, $K$…
We study heat traces associated with positive unbounded operators with compact inverses. With the help of the inverse Mellin transform we derive necessary conditions for the existence of a short time asymptotic expansion. The conditions are…
We prove that a sequence of semi-discrete approximations converges to a multiplicative functional for reflected Brownian motion, which intuitively represents the Lyapunov exponent for the corresponding stochastic flow. The method of proof…
Considering quantum random walks, we construct discrete-time approximations of the eigenvalues processes of minors of Hermitian Brownian motion. It has been recently proved by Adler, Nordenstam and van Moerbeke that the process of…
A simple derivation of Spitzer'z asymptotic law for Brownian windings [Trans.Am.Math.Soc.87,187 (1958)]is presented along with its generalizations >.These include the cases of planar Brownian walks interacting with a single puncture and…
We study the short-time asymptotics of conditional expectations of smooth and non-smooth functions of a (discontinuous) Ito semimartingale; we compute the leading term in the asymptotics in terms of the local characteristics of the…
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…
This is the second of a series of papers dealing with the asymptotic behavior of certain integrals occuring in the description of the spectrum of an invariant elliptic operator on a compact Riemannian manifold carrying the action of a…
Motivated by the study of the convex hull of the trajectory of a Brownian motion in the unit disk reflected orthogonally at its boundary, we study inhomogeneous fragmentation processes in which particles of mass $m \in (0,1)$ split at a…
A certain class of directed metric graphs is considered. Asymptotics for a number of possible endpoints of a random walk at large times is found.