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In this paper we study the Martin boundary at infinity for a large class of purely discontinuous Feller processes on metric measure spaces. We show that if $\infty$ is accessible from an open set $D$, then there is only one Martin boundary…

Probability · Mathematics 2016-11-17 P. Kim , R. Song , Z. Vondraček

In this paper we study the Martin boundary of open sets with respect to a large class of purely discontinuous symmetric L\'evy processes in ${\mathbb R}^d$. We show that, if $D\subset {\mathbb R}^d$ is an open set which is $\kappa$-fat at a…

Probability · Mathematics 2014-05-05 Panki Kim , Renming Song , Zoran Vondraček

In this paper we study the Martin boundary of unbounded open sets at infinity for a large class of subordinate Brownian motions. We first prove that, for such subordinate Brownian motions, the uniform boundary Harnack principle at infinity…

Probability · Mathematics 2012-12-14 Panki Kim , Renming Song , Zoran Vondraček

Minimal thinness is a notion that describes the smallness of a set at a boundary point. In this paper, we provide tests for minimal thinness at finite and infinite minimal Martin boundary points for a large class of purely discontinuous…

Probability · Mathematics 2014-11-19 Panki Kim , Renming Song , Zoran Vondraček

We investigate the limiting behavior of discrete determinantal point processes (DPPs) towards continuous DPPs when the size of the set to sample from goes to infinity. We propose a non-asymptotic characterization of this limit in terms of…

Probability · Mathematics 2026-03-03 Hugo Jaquard , Nicolas Keriven

Consider a non-explosive positive Feller process with no negative jumps. It is shown in this note that when infinity is an entrance boundary, in the sense that the entrance times of the process remain bounded when the initial value tends to…

Probability · Mathematics 2020-06-16 Clément Foucart , Pei-Sen Li , Xiaowen Zhou

We prove existence of boundary limits of ratios of positive harmonic functions for a wide class of Markov processes with jumps and irregular domains, in the context of general metric measure spaces. As a corollary, we prove uniqueness of…

Probability · Mathematics 2015-09-21 Tomasz Juszczyszyn , Mateusz Kwaśnicki

Motivated by some recent potential theoretic results on subordinate killed L\'evy processes in open subsets of the Euclidean space, we study processes in an open set $D\subset {\mathbb R}^d$ defined via Dirichlet forms with jump kernels of…

Probability · Mathematics 2022-12-06 Panki Kim , Renming Song , Zoran Vondraček

The Martin compactification is investigated for a d-dimensional random walk which is killed when at least one of it's coordinates becomes zero or negative. The limits of the Martin kernel are represented in terms of the harmonic functions…

Probability · Mathematics 2009-09-23 Irina Ignatiouk-Robert

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 $d$…

Analysis of PDEs · Mathematics 2021-09-21 Moritz Kassmann , Kyung-Youn Kim , Takashi Kumagai

The Martin boundary of a Cartan-Hadamard manifold describes a fine geometric structure at infinity, which is a sub-space of positive harmonic functions. We describe conditions which ensure that some points of the sphere at infinity belong…

Differential Geometry · Mathematics 2007-05-23 Jianguo Cao , Huijun Fan , Francois Ledrappier

We explore properties of the value function and existence of optimal stopping times for functionals with discontinuities related to the boundary of an open (possibly unbounded) set $\mathcal{O}$. The stopping horizon is either random, equal…

Optimization and Control · Mathematics 2017-01-11 Jan Palczewski , Lukasz Stettner

We consider a system of linear equations, whose coefficients depend linearly on interval parameters. Its solution set is defined as the set of all solutions of all admissible realizations of the parameters. We study unbounded directions of…

Numerical Analysis · Mathematics 2020-02-19 M. Hladík

We give a general criterion for the Dirichlet problem at infinity (DPI) on a Cartan-Hadamard surface to be solvable, which we primarily use to give the best possible upper radial radial curvature bound for solvability of the DPI, but which…

Probability · Mathematics 2019-10-11 Robert W. Neel

We show that for ultracontractive irreducible Dirichlet metric measure spaces, the Dirichlet spectrum is discrete for a restriction to any connected open set without any assumption on regularity of the boundary. The main applications…

Probability · Mathematics 2024-10-30 Marco Carfagnini , Maria Gordina , Alexander Teplyaev

We prove a general theorem on cutoffs for symmetric simple exclusion processes on graphs with open boundaries, under the natural assumption that the graphs converge geometrically and spectrally to a compact metric measure space with…

Probability · Mathematics 2020-12-24 Joe P. Chen , Milton Jara , Rodrigo Marinho

Determinantal point processes (DPPs) are repulsive point processes where the interaction between points depends on the determinant of a positive-semi definite matrix. In this paper, we study the limiting process of L-ensembles based on…

Probability · Mathematics 2022-06-01 Simon Barthelmé , Nicolas Tremblay , Konstantin Usevich , Pierre-Olivier Amblard

We derive upper bounds for the trace of the heat kernel $Z(t)$ of the Dirichlet Laplace operator in an open set $\Omega \subset \R^d$, $d \geq 2$. In domains of finite volume the result improves an inequality of Kac. Using the same methods…

Mathematical Physics · Physics 2012-02-29 Leander Geisinger , Timo Weidl

R\'emy's algorithm is a Markov chain that iteratively generates a sequence of random trees in such a way that the $n^{\mathrm{th}}$ tree is uniformly distributed over the set of rooted, planar, binary trees with $2n+1$ vertices. We obtain a…

Probability · Mathematics 2020-03-05 Steven N. Evans , Rudolf Grübel , Anton Wakolbinger

The goal of this work is to develop a general theory for non-local singular operators of the type $$ L^{\mathcal{B}}_{\alpha}f(x)=\lim_{\epsilon\to 0} \int_{D,\, |y-x|>\epsilon}\big(f(y)-f(x)\big) \mathcal{B}(x,y)|x-y|^{-d-\alpha}\,dy, $$…

Probability · Mathematics 2024-03-04 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček
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