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Related papers: Fourier-Bessel heat kernel estimates

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This paper presents new methodology for computationally efficient kernel density estimation. It is shown that a large class of kernels allows for exact evaluation of the density estimates using simple recursions. The same methodology can be…

Computation · Statistics 2019-11-12 David P. Hofmeyr

We study the boundary trace processes of reflected diffusions on uniform domains. We obtain stable-like heat kernel estimates for such a boundary trace process when the diffusion on the underlying ambient space satisfies sub-Gaussian heat…

Probability · Mathematics 2025-02-24 Naotaka Kajino , Mathav Murugan

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

This article shows a Bessel bridge representation for the transition density of Brownian motion on the Poincare space. This transition density is also referred to as the heat kernel on the hyperbolic space in differential geometry…

Probability · Mathematics 2018-01-26 Xue Cheng , Tai-Ho Wang

In this paper, we derive explicit sharp two-sided estimates of the Dirichlet heat kernels for a class of symmetric subordinate diffusion processes with diffusive components in $C^{1, \alpha}(\alpha\in (0, 1])$ open sets in $\mathbb R^d$…

Probability · Mathematics 2024-04-30 Jie-Ming Wang

We prove that sub-Gaussian heat kernel estimates are inherited from a diffusion process on the ambient space to the reflected diffusion process on a subset which is an inner uniform domain.

Probability · Mathematics 2025-10-07 Riku Anttila

We consider heat kernels on Weyl chambers corresponding to Laplacians subject to mixed Dirichlet-Neumann boundary conditions imposed on the boundary. Using purely analytic tools we prove genuinely sharp two-sided global estimates in the…

Analysis of PDEs · Mathematics 2024-08-08 Krzysztof Stempak

In this paper, we establish sharp two-sided estimates for transition densities of a large class of subordinate Markov processes. As applications, we show that the parabolic Harnack inequality and H\"older regularity hold for parabolic…

Probability · Mathematics 2022-01-28 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

Motivated by the spectral theory of relativistic atoms, we prove matching upper and lower bounds for the transition density of Hardy perturbations of subordinated Bessel heat kernels. The analysis is based on suitable supermedian functions,…

Analysis of PDEs · Mathematics 2024-09-05 Krzysztof Bogdan , Tomasz Jakubowski , Konstantin Merz

We obtain sharp two-sided heat kernel estimates on spaces with varying dimension, in which two spaces of general dimension are connected at one point. On these spaces, if the dimensions of the two constituent parts are different, the volume…

Probability · Mathematics 2020-07-14 Takumu Ooi

We show a diffusive upper bound on the transition probability of a tagged particle in the symmetric simple exclusion process. The proof relies on optimal spectral gap estimates for the dynamics in finite volume, which are of independent…

Probability · Mathematics 2018-04-27 Arianna Giunti , Yu Gu , Jean-Christophe Mourrat

In this article, we establish Gaussian decay for the Box_b-heat kernel on polynomial models in C^2. Our technique attains the exponential decay via a partial Fourier transform. On the transform side, the problem becomes finding quantitative…

Complex Variables · Mathematics 2014-06-26 Albert Boggess , Andrew Raich

We derive the asymptotic behavior of the transition probability density of the Bessel-like diffusions for "dimension" $\rho = 0$.

Probability · Mathematics 2017-05-15 Yuuki Shimizu , Fumihiko Nakano

The heat kernel on the symmetric space of positive definite Hermitian matrices is used to endow the spaces of Bergman metrics of degree k on a Riemann surface M with a family of probability measures depending on a choice of the background…

Probability · Mathematics 2016-08-10 Semyon Klevtsov , Steve Zelditch

Suppose that $d\geq2$ and $\alpha\in(1,2)$. Let D be a bounded $C^{1,1}$ open set in $\mathbb{R}^d$ and b an $\mathbb{R}^d$-valued function on $\mathbb{R}^d$ whose components are in a certain Kato class of the rotationally symmetric…

Probability · Mathematics 2012-10-30 Zhen-Qing Chen , Panki Kim , Renming Song

We revisit the Fourier transform of a Hankel function, of considerable importance in the theory of knife edge diffraction. Our approach is based directly upon the underlying Bessel equation, which admits manipulation into an alternate…

General Mathematics · Mathematics 2021-12-21 J. A. Grzesik

We establish a new formula for the heat kernel on regular trees in terms of classical I-Bessel functions. Although the formula is explicit, and a proof is given through direct computation, we also provide a conceptual viewpoint using the…

Combinatorics · Mathematics 2013-02-20 Gautam Chinta , Jay Jorgenson , Anders Karlsson

In this paper, we study sharp two-sided heat kernel estimates for a large class of symmetric reflected diffusions with jumps on the closure of an inner uniform domain $D$ in a length metric space. The length metric is the intrinsic metric…

Probability · Mathematics 2021-03-08 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

In this paper, we study sharp Dirichlet heat kernel estimates for a large class of symmetric Markov processes in $C^{1,\eta}$ open sets. The processes are symmetric pure jump Markov processes with jumping intensity $\kappa(x,y) \psi_1…

Probability · Mathematics 2014-02-20 Kyung-Youn Kim , Panki Kim

We introduce fractional diffusion Bessel process with Hurst index $H\in(0,\frac12)$, derive a stochastic differential equation for it, and study the asymptotic properties of its sample paths.

Probability · Mathematics 2023-04-14 Yuliya Mishura , Kostiantyn Ralchenko