Related papers: Trace asymptotics for subordinate semigroups

We present some results about connections between Littelmann paths and Brownian paths in the framework of affine Lie algebras. We expect that they will be the first steps on a way which could hopefully lead to a Pitman type theorem for a…

We consider a $\mathbb R/\mathbb Z$ extension of an Anosov diffemorphism of a compact Riemannian manifold by a random function $\tau$ and show that the flat traces of the transfer operator, reduced with respect to frequency in the fibers,…

In this article we consider fractional Laplacians which seem to be of interest to probability theory. This is a rather new class of operators for us but our methods works (with a twist, as usual). Our main goal is to derive a two-term…

In this work, we consider an inhomogeneous (discrete time) Markov chain and are interested in its long time behavior. We provide sufficient conditions to ensure that some of its asymptotic properties can be related to the ones of a…

We prove two estimates for the Barban--Davenport--Halberstam type variance of a general complex sequence in arithmetic progressions. The proofs are elementary, and our estimates are capable of yielding an asymptotic for the variance when…

The analysis of local minima in time series data and random landscapes is essential across numerous scientific disciplines, offering critical insights into system dynamics. Recently, Kundu, Majumdar, and Schehr derived the exact…

We study the asymptotic behavior of parabolic type semigroups acting on the unit disk as well as those acting on the right half-plane. We use the asymptotic behavior to investigate the local geometry of the semigroup trajectories near the…

We prove a fundamental change of measure theorem for the Brownian-time Brownian motion and its associated Brownian-time processes class introduced by Allouba and Zheng in 2001. This result, together with Allouba's prior work on (1)…

Given a pair $(M,X)$, where $X$ is a smooth submanifold in a closed smooth manifold $M$, we study the operation, which takes each operator $D$ on the ambient manifold to a certain operator on the submanifold. The latter operator is called…

We consider a discrete time semi-Markov process where the characteristics defining the process depend on a small perturbation parameter. It is assumed that the state space consists of one finite communicating class of states and, in…

Let $G\subset \O(n)$ be a compact group of isometries acting on $n$-dimensional Euclidean space $\R^n$, and ${\bf{X}}$ a bounded domain in $\R^n$ which is transformed into itself under the action of $G$. Consider a symmetric, classical…

We derive sufficient conditions for asymptotic and monotone exponential decay in mean square of solutions of the geometric Brownian motion with delay. The conditions are written in terms of the parameters and are explicit for the case of…

We derive a formula for the regularized trace of operators with compact spectrum which act on the space of square integrable functions on the quotient of a semisimple Liegroup of real rank one by a convex-cocompact subgroup. The sum of…

In this paper we investigate a class of nonautonomous linear parabolic problems with time depending Ornstein-Uhlenbeck operators. We study the asymptotic behavior of the associated evolution operator and evolution semigroup in the periodic…

In this paper, we will first give the numerical simulation of the sub-fractional Brownian motion through the relation of fractional Brownian motion instead of its representation of random walk. In order to verify the rationality of this…

Let T(x,r) denote the first hitting time of the disc of radius r centered at x for Brownian motion on the two dimensional torus. We prove that sup_{x} T(x,r)/|log r|^2 --> 2/pi as r --> 0. The same applies to Brownian motion on any smooth,…

We derive a three-term asymptotic expansion for the expected lifetime of Brownian motion and for the torsional rigidity on thin domains in R^n, and a two-term expansion for the maximum (and corresponding maximizer) of the expected lifetime.…

The determination of the mean first passage time (MFPT) for a Brownian particle in a bounded 2-D domain containing small absorbing traps is a fundamental problem with biophysical applications. The average MFPT is the expected capture time…

We present several new asymptotic trace formulas for Jacobi matrices whose coefficients satisfy a small deviation condition. Our results extend most of the existing trace formulas for Jacobi matrices.

Let X_t be a subordinate Brownian motion, and suppose that the Levy measure of the underlying subordinator has completely monotone density. Under very mild conditions, we find integral formulae for the tail distribution P(\tau_x > t) of…