Related papers: Agmon-type estimates for a class of jump processes

We establish exact rates of convergence in the $p$-Wasserstein distance for the empirical measure of a class of non-symmetric jump processes, which are subordinated to a diffusion process on a compact Riemannian manifold. For the quadratic…

We continue the study of the Hermitian random matrix ensemble with external source $\frac{1}{Z_n} e^{-n \Tr({1/2}M^2 -AM)} dM$ where $A$ has two distinct eigenvalues $\pm a$ of equal multiplicity. This model exhibits a phase transition for…

We introduce a new procedure to select the optimal cutoff parameter for Fourier density estimators that leads to adaptive rate optimal estimators, up to a logarithmic factor. This adaptive procedure applies for different inverse problems.…

This paper derives the asymptotic behavior of realized power variation of pure-jump It\^{o} semimartingales as the sampling frequency within a fixed interval increases to infinity. We prove convergence in probability and an associated…

We show how H\"older estimates for Feller semigroups can be used to obtain regularity results for solutions to the Poisson equation $Af=g$ associated with the (extended) infinitesimal generator $A$ of a Feller process. The regularity of $f$…

We investigate Stein-Malliavin approximations for nonlinear functionals of geometric interest of Gaussian random eigenfunctions on the unit $d$ -dimensional sphere ${\mathbb{S}}^{d},$ $d\geq 2.$ All our results are established in the high…

In this paper we show irreducibility and the strong Feller property for transition probabilities of stochastic differential equations with jumps and monotone coefficients. Thus, exponential ergodicity and the spectral gap for the…

Estimating function inference is indispensable for many common point process models where the joint intensities are tractable while the likelihood function is not. In this paper we establish asymptotic normality of estimating function…

In this article, we present a method for approximating affine processes on the cone of positive Hilbert-Schmidt operators using matrix-valued affine processes. By leveraging results from the theory on affine processes with values in the…

In this article, we investigate systems of generalized Schr\"odinger operators and their fundamental matrices. More specifically, we establish the existence of such fundamental matrices and then prove sharp upper and lower exponential decay…

We prove sharp two-sided bounds of the fundamental solution for an integro-differential operator of order $\alpha \in (0,2)$ that generates a $d$-dimensional Markov process. The corresponding Dirichlet form is comparable to that of $d$…

Two-sided estimates for higher order eigenvalues are presented for a class of non-local Schr\"odinger operators by using the jump rate and the growth of the potential. For instance, let $L$ be the generator of a L\'evy process with L\'evy…

Letting~$N=\left\{N(t), t\geq0\right\}$ be a standard Poisson process, Stroock~ \cite{Stroock-1981} constructed a family of continuous processes by $$\Theta_{\epsilon}(t)=\int_0^t\theta_{\epsilon}(r)dr, \ \ \ \ \ 0 \le t \le 1,$$ where…

We analyze a general class of difference operators $H_\varepsilon = T_\varepsilon + V_\varepsilon$ on $\ell^2(\varepsilon \mathbb{Z}^d)$, where $V_\varepsilon$ is a one-well potential and $\varepsilon$ is a small parameter. We construct…

We study exponential decay rates of eigenfunctions of self-adjoint higher order elliptic operators on R^n. We are interested in decay rates as a function of direction. We show that the possible decay rates are to a large extent determined…

Let $D\subset R^d$ be a bounded domain and denote by $\mathcal P(D)$ the space of probability measures on $D$. Let \begin{equation*} L=\frac12\nabla\cdot a\nabla +b\nabla \end{equation*} be a second order elliptic operator. Let…

Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…

M-eigenvalues of fourth order hierarchically symmetric tensors play a significant role in nonlinear elastic material analysis and quantum entanglement problems. This paper focuses on computing extreme M-eigenvalues for such tensors. To…

This paper studies the behavior of the extragradient algorithm [Korpelevich, 1976] when applied to hypomonotone operators, a class of problems that extends beyond the classical monotone setting. To support the understanding of this…

We establish accurate eigenvalue asymptotics and, as a by-product, sharp estimates of the splitting between two consecutive eigenvalues, for the Dirichlet magnetic Laplacian with a non-uniform magnetic field having a jump discontinuity…