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We consider a large class of symmetric pure jump Markov processes dominated by isotropic unimodal L\'evy processes with weak scaling conditions. First, we establish sharp two-sided heat kernel estimates for these processes in $C^{1,1}$ open…

Probability · Mathematics 2019-03-06 Tomasz Grzywny , Kyung-Youn Kim , Panki Kim

In this paper, a necessary and sufficient condition is obtained for the scale invariant boundary Harnack inequality (BHP in abbreviation) for a large class of Hunt processes on metric measure spaces that are in weak duality with another…

Probability · Mathematics 2023-12-06 Zhen-Qing Chen , Jie-Ming Wang

In the first part of this article, we prove two-sided estimates of hitting probabilities of balls, the potential kernel and the Green function for a ball for general isotropic unimodal L\'evy processes. Our bounds are sharp under the…

Probability · Mathematics 2017-05-24 Tomasz Grzywny , Mateusz Kwaśnicki

Quantum Brownian motion, described by the Caldeira-Leggett model, brings insights to understand phenomena and essence of quantum thermodynamics, especially the quantum work and heat associated with their classical counterparts. By employing…

Statistical Mechanics · Physics 2021-12-15 Jin-Fu Chen , Tian Qiu , H. T. Quan

We give a short overview of the effective action approach in quantum field theory and quantum gravity and describe various methods for calculation of the asymptotic expansion of the heat kernel for second-order elliptic partial differential…

Mathematical Physics · Physics 2009-11-07 Ivan Avramidi

Let $X$ be a symmetric jump process on $\R^d$ such that the corresponding jumping kernel $J(x,y)$ satisfies $$J(x,y)\le \frac{c}{|x-y|^{d+2}\log^{1+\varepsilon}(e+|x-y|)}$$ for all $x,y\in\R^d$ with $|x-y|\ge1$ and some constants…

Probability · Mathematics 2017-07-14 Yuichi Shiozawa , Jian Wang

We study the spectral geometry of an operator of Laplace type on a manifold with a singular surface. We calculate several first coefficients of the heat kernel expansion. These coefficients are responsible for divergences and conformal…

High Energy Physics - Theory · Physics 2009-11-07 P. B. Gilkey , K. Kirsten , D. V. Vassilevich

The goal of this paper is to establish sharp two-sided estimates on the heat kernels of two types of purely discontinuous symmetric Markov processes in the upper half-space of $\mathbb R^d$ with jump kernels degenerate at the boundary. The…

Probability · Mathematics 2025-05-06 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

We introduce and study new invariants associated with Laplace type elliptic partial differential operators on manifolds. These invariants are constructed by using the off-diagonal heat kernel; they are not pure spectral invariants, that is,…

Mathematical Physics · Physics 2017-03-08 Ivan G. Avramidi , Benjamin J. Buckman

We study the precise large deviation probabilities for the sizes of intermediate level sets in branching Brownian motion (BBM). Our conclusions improve a result of A\"{i}dekon, Hu and Shi in [J. Math. Sci. \textbf{238}(2019)]. Additionally,…

Probability · Mathematics 2025-05-07 Xinxin Chen , Heng Ma

Let $\{D(s), s \geq 0\}$ be a non-decreasing L\'evy process. The first-hitting time process $\{E(t) t \geq 0\}$ (which is sometimes referred to as an inverse subordinator) defined by $E(t) = \inf \{s: D(s) > t \}$ is a process which has…

Probability · Mathematics 2009-04-28 Mark S. Veillette , Murad S. Taqqu

We establish a boundary Harnack principle for a large class of subordinate Brownian motion, including mixtures of symmetric stable processes, in bounded $\kappa$-fat open set (disconnected analogue of John domains). As an application of the…

Probability · Mathematics 2007-08-21 Panki Kim , Renming Song , Zoran Vondracek

We generate the fractional Poisson process by subordinating the standard Poisson process to the inverse stable subordinator. Our analysis is based on application of the Laplace transform with respect to both arguments of the evolving…

Probability · Mathematics 2013-05-24 Rudolf Gorenflo , Francesco Mainardi

We give two-sided, global (in all variables) estimates of the heat kernel and the Green function of the fractional Schr\"odinger operator with a non-negative and locally bounded potential $V$ such that $V(x) \to \infty$ as $|x| \to \infty$.…

Probability · Mathematics 2025-02-19 Xin Chen , Kamil Kaleta , Jian Wang

We introduce a technique to obtain pointwise upper and lower bounds for the Green's function of elliptic operators whose principal part is the Laplacian and that include a drift term diverging near the boundary like a power of the inverse…

Analysis of PDEs · Mathematics 2026-04-24 Aritro Pathak

We obtain a global estimate of the transition density $p^n(0,x)$ associated to a nearest neighbor random walk, called here "simple", on affine buildings of type $\widetilde{A}_r$. Then we deduce a global estimate of the Green function. This…

Classical Analysis and ODEs · Mathematics 2007-05-23 Jean-Philippe Anker , Bruno Schapira , Bartosz Trojan

We review the status of covariant methods in quantum field theory and quantum gravity, in particular, some recent progress in the calculation of the effective action via the heat kernel method. We study the heat kernel associated with an…

High Energy Physics - Theory · Physics 2014-06-06 Ivan G. Avramidi

We consider the classical problem of determining the stationary distribution of the semimartingale reflected Brownian motion (SRBM) in a two-dimensional wedge. Under standard assumptions on the parameters of the model (opening of the wedge,…

Probability · Mathematics 2025-01-31 M. Bousquet-Mélou , A. Elvey Price , S. Franceschi , C. Hardouin , K. Raschel

In this paper, we establish an oscillation estimate of nonnegative harmonic functions for a pure-jump subordinate Brownian motion. The infinitesimal generator of such subordinate Brownian motion is an integro-differential operator. As an…

Probability · Mathematics 2012-10-02 Panki Kim , Yunju Lee

The purpose of this article is to establish upper and lower estimates for the integral kernel of the semigroup exp(-tP) associated to a classical, strongly elliptic pseudodifferential operator P of positive order on a closed manifold. The…

Analysis of PDEs · Mathematics 2014-11-04 Heiko Gimperlein , Gerd Grubb
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