Related papers: Trace asymptotics for subordinate semigroups
In this paper, we consider the trace property of pseudo-differential operators with symbols in $\alpha$-modulation spaces.
A trace on the C^*-algebra A of quasi-local operators on an open manifold is described, based on the results in \cite{RoeOpen}. It allows a description `a la Novikov-Shubin \cite{NS2} of the low frequency behavior of the Laplace-Beltrami…
The asymptotic trace formula of A. Connes is restated in a semi-local form, thus showing that the difficulties in giving a direct proof do not lie in the change of topology when transgressing from finitely many places to infinitely many.
The main results in this paper concern large and moderate deviations for the radial component of a $n$-dimensional hyperbolic Brownian motion (for $n\geq 2$) on the Poincar\'{e} half-space. We also investigate the asymptotic behavior of the…
In this paper we establish local estimates for the first passage time of a subordinator under the assumption that it belongs to the Feller class, either at zero or infinity, having as a particular case the subordinators which are in the…
In this paper, we consider the moments of the trace of Frobenius of elliptic curves if the trace is restricted to a fixed arithmetic progression. We determine the asymptotic behavior for the ratio of the $(2k+1)$-th moment to the zeroeth…
We study spectral problems for integro-differential equations arising in the theory of Gaussian processes similar to the fractional Brownian motion. We generalize the method of Chigansky--Kleptsyna and obtain the two-term eigenvalue…
Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…
We derive a non-asymptotic expression for the moments of traces of monomials in several independent complex Wishart matrices, extending some explicit formulas available in the literature. We then deduce the explicit expression for the…
In this article densities (and their derivatives) of subordinators and inverse subordinators are considered. Under minor restrictions, generally milder than the existing in the literature, using a useful modification of the saddle point…
Monroe (1978) demonstrates that any local semimartingale can be represented as a time-changed Brownian Motion (BM). A natural question arises: does this representation theorem hold when the BM and the time-change are independent? We prove…
We consider local singular perturbations of a one-dimensional Laplace operator from the point of view of semigroup theory. Under certain assumptions, we prove the convergence of the corresponding semigroups to the heat semigroup with…
We define analogues of Brownian motion on the triadic Cantor set by introducing a few natural requirements on the Markov semigroup. We give a detailed description of these symmetric self-similar processes and study their properties such as…
The strong $L^2$-approximation of occupation time functionals is studied with respect to discrete observations of a $d$-dimensional c\`adl\`ag process. Upper bounds on the error are obtained under weak assumptions, generalizing previous…
Certain trace inequalities related to matrix logarithm are shown. These results enable us to give a partial answer of the open problem conjectured by A.S.Holevo. That is, concavity of the auxiliary function which appears in the random…
In this article we study transition probabilities of a class of subordinate Brownian motions. Under mild assumptions on the Laplace exponent of the corresponding subordinator, sharp two sided estimates of the transition probability are…
We discuss the relationship between ratio asymptotics for general orthogonal polynomials and the asymptotics of the associated Bergman shift operator. More specifically, we consider the case in which a measure is supported on an infinite…
We study random uniform permutations in an important class of pattern-avoiding permutations: the separable permutations. We describe the asymptotics of the number of occurrences of any fixed given pattern in such a random permutation in…
We use Mellin transforms to compute a full asymptotic expansion for the tail of the Laplace transform of the squared $L^2$-norm of any multiply-integrated Brownian sheet. Through reversion we obtain corresponding strong small-deviation…
A generalized moment map is proposed for arbitrary symplectic actions of compact connected Lie groups on closed symplectic manifolds, in the spirit of the circle -valued maps introduced by D. McDuff in the case of non-Hamiltonian circle…