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We consider a class of jump processes in euclidean space which are associated to a certain non-local symmetric Dirichlet form. We prove a lower bound on the occupation times of sets, and that a support theorem holds for these processes.

Probability · Mathematics 2012-03-01 Brian Whitehead

We use the steepest descents method to study the integral kernel of a family of normal random matrix ensembles with eigenvalue distribution P_{N}(z_{1},...,z_{N}) = Z_{N}^{-1} e^{-N\Sigma_{i=1}^{N}V_{\alpha}(z_{i})}…

Mathematical Physics · Physics 2015-05-28 Alexei M. Veneziani , Tiago Pereira , Domingos H. U. Marchetti

In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms satisfying a second moment condition. This…

Probability · Mathematics 2014-04-02 Yan-Xia Ren , Renming Song , Rui Zhang

We prove qualitatively sharp heat kernel bounds in the setting of Fourier-Bessel expansions when the associated type parameter $\nu$ is half-integer. Moreover, still for half-integer $\nu$, we also obtain sharp estimates of all kernels…

Classical Analysis and ODEs · Mathematics 2014-10-29 Adam Nowak , Luz Roncal

The high temperature asymptotics of thermodynamic functions of electromagnetic field subjected to boundary conditions with spherical and cylindrical symmetries are constructed by making use of a general expansion in terms of heat kernel…

High Energy Physics - Theory · Physics 2009-11-07 M. Bordag , V. V. Nesterenko , I. G. Pirozhenko

We consider skew extensions of expanding maps by compact Lie groups. For a class of natural invariant measures, we prove an explicit lower bound on the rate of (exponential) mixing involving topological pressure. Proof uses representation…

Dynamical Systems · Mathematics 2011-04-12 Frédéric Naud

We introduce a new framework that yields spectral bounds on norms of functions of transition maps for finite, homogeneous Markov chains. The techniques employed work for bounded semigroups, in particular for classical as well as for quantum…

Mathematical Physics · Physics 2015-03-16 Oleg Szehr , David Reeb , Michael M. Wolf

In this paper characterizations of graphs satisfying heat kernel estimates for a wide class of space-time scaling functions are given. The equivalence of the two-sided heat kernel estimate and the parabolic Harnack inequality is also shown…

Probability · Mathematics 2007-05-23 Andras Telcs

In this paper we study the concentration properties for the eigenvalues of kernel matrices, which are central objects in a wide range of kernel methods and, more recently, in network analysis. We present a set of concentration inequalities…

Machine Learning · Statistics 2020-10-27 Ernesto Araya Valdivia

We define a numerical method that provides a non-parametric estimation of the kernel shape in symmetric multivariate Hawkes processes. This method relies on second order statistical properties of Hawkes processes that relate the covariance…

Trading and Market Microstructure · Quantitative Finance 2015-06-03 E. Bacry , K. Dayri , J. F. Muzy

The paper deals with point-wise estimates for the heat kernel of a nonlocal convolution type operator with a kernel that decays at least exponentially at infinity. It is shown that the large time behaviour of the heat kernel depends…

Functional Analysis · Mathematics 2018-04-25 Alexander Grigoryan , Yury Kondratiev , Andrey Piatnitski , Elena Zhizhina

We study pointwise and $L^p$ gradient estimates of the heat kernel, on manifolds that may have some amount of negative Ricci curvature, provided it is not too negative (in an integral sense) at infinity. We also prove uniform boundedness…

Analysis of PDEs · Mathematics 2018-08-14 Baptiste Devyver

Let $(X,d,\mu)$ be a doubling metric measure space endowed with a Dirichlet form $\E$ deriving from a "carr\'e du champ". Assume that $(X,d,\mu,\E)$ supports a scale-invariant $L^2$-Poincar\'e inequality. In this article, we study the…

Metric Geometry · Mathematics 2017-10-03 Thierry Coulhon , Renjin Jiang , Pekka Koskela , Adam Sikora

We prove a law of large numbers for empirical approximations of the spectrum of a kernel integral operator by the spectrum of random matrices based on a sample drawn from a Markov chain, which complements the results by V. Koltchinskii and…

Probability · Mathematics 2015-09-21 Radosław Adamczak , Witold Bednorz

We introduce and study the natural counterpart of the Dunkl Markov processes in a negatively curved setting. We give a semimartingale decomposition of the radial part, and some properties of the jumps. We prove also a law of large numbers,…

Probability · Mathematics 2007-05-23 Bruno Schapira

We give the upper and the lower estimates of heat kernels for Schr\"odinger operators $H=-\Delta+V$, with nonnegative and locally bounded potentials $V$ in $\mathbb{R}^d$, $d \geq 1$. We observe a factorization: the contribution of the…

Functional Analysis · Mathematics 2023-03-13 Miłosz Baraniewicz , Kamil Kaleta

We apply the method of differential inequalities for the computation of upper bounds for the rate of convergence to the limiting regime for one specific class of (in)homogeneous continuous-time Markov chains. To obtain these estimates, we…

Probability · Mathematics 2021-05-13 Alexander Zeifman , Yacov Satin , Alexander Sipin

We introduce a new strategy for compositional neural surrogates for radiation-matter interactions, a key task spanning domains from particle physics through nuclear and space engineering to medical physics. Exploiting the locality and the…

The aim of this work is to study comparability of nonlocal Dirichlet forms. We provide sufficient conditions on the kernel for local and global comparability. As an application we prove a-priori estimates in H\"{o}lder spaces for solutions…

Analysis of PDEs · Mathematics 2011-10-03 Bartłomiej Dyda , Moritz Kassmann

We prove heat kernel bounds for the operator (1 + |x|^{\alpha})\Delta in R^N, through Nash inequalities and weighted Hardy inequalities.

Analysis of PDEs · Mathematics 2011-01-21 Giorgio Metafune , Chiara Spina