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We discuss a variety of developments in the study of large time behavior of the positive minimal heat kernel of a time independent (not necessarily symmetric) second-order parabolic operator defined on a domain M in $R^d$, or more…

Analysis of PDEs · Mathematics 2012-09-05 Yehuda Pinchover

In this paper, we give a new covariation spectral representation of some non stationary symmetric $\alpha$-stable processes (S$\alpha$S). This representation is based on a weaker covariation pseudo additivity condition which is more general…

Probability · Mathematics 2008-02-22 Nourddine Azzaoui

In this paper, we study the asymptotic behavior of supremum distribution of some classes of iterated stochastic processes $\{X(Y(t)) : t \in [0, \infty)\}$, where $\{X(t) : t \in \mathbb{R} \}$ is a centered Gaussian process and $\{Y(t): t…

Probability · Mathematics 2016-04-22 Marek Arendarczyk

The eigenstate thermalization hypothesis provides to date the most successful description of thermalization in isolated quantum systems by conjecturing statistical properties of matrix elements of typical operators in the (quasi-)energy…

Statistical Mechanics · Physics 2021-06-30 Felix Fritzsch , Tomaž Prosen

In this paper, we establish sharp two-sided estimates for the transition densities of relativistic stable processes [i.e., for the heat kernels of the operators $m-(m^{2/\alpha}-\Delta)^{\alpha/2}$] in $C^{1,1}$ open sets. Here $m>0$ and…

Probability · Mathematics 2012-09-27 Zhen-Qing Chen , Panki Kim , Renming Song

We study the asymptotics, for small and large values, of the supremum of a product of symmetric stable processes. We show in particular that the persistence exponent remains the same as for only one process, up to some logarithmic terms.

Probability · Mathematics 2018-05-11 Christophe Profeta

In the present paper, we study a model of a thermoelastic string that is initially heated. We classify all the possible asymptotic states when time tends to infinity of such a model. Actually, we show that whatever the initial data is, a…

Analysis of PDEs · Mathematics 2024-06-07 Piotr Michał Bies , Tomasz Cieślak

We propose an embedding of standard active particle models in terms of two-temperature processes. One temperature refers to an ambient thermal bath, and the other temperature effectively describes ``hot spots,'' i.e., systems with few…

Statistical Mechanics · Physics 2024-01-23 Faezeh Khodabandehlou , Christian Maes

This is the second in a series of two articles where we study various aspects of the spectral theory associated to families of hyperbolic Riemann surfaces obtained through elliptic degeneration. In the first article, we investigate the…

Number Theory · Mathematics 2016-03-07 Daniel Garbin , Jay Jorgenson

We consider time fractional stochastic heat type equation $$\partial^\beta_tu(t,x)=-\nu(-\Delta)^{\alpha/2} u_t(x)+I^{1-\beta}_t[\sigma(u)\stackrel{\cdot}{W}(t,x)]$$ in $(d+1)$ dimensions, where $\nu>0$, $\beta\in (0,1)$, $\alpha\in (0,2]$,…

Probability · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

An analytical model of high frequency oscillations of the kinetic and potential energies in a one-dimensional harmonic crystal with a substrate potential is obtained by introducing the nonlocal energies [1]. A generalization of the kinetic…

Statistical Mechanics · Physics 2018-02-07 Mikhail B. Babenkov , Anton M. Krivtsov , Denis V. Tsvetkov

We provide a stochastic fractional diffusion equation description of energy transport through a finite one-dimensional chain of harmonic oscillators with stochastic momentum exchange and connected to Langevian type heat baths at the…

Statistical Mechanics · Physics 2019-05-22 Aritra Kundu , Cédric Bernardin , Keji Saito , Anupam Kundu , Abhishek Dhar

We give an asymptotic expansion of the relative entropy between the heat kernel $q_Z(t,z,w)$ of a compact Riemannian manifold $Z$ and the normalized Riemannian volume for small values of $t$ and for a fixed element $z\in Z$. We prove that…

Differential Geometry · Mathematics 2022-09-26 Vlado Menkovski , Jacobus W. Portegies , Mahefa Ratsisetraina Ravelonanosy

We investigate the asymptotic behavior of sample functions of stable processes when $t{\to}\infty$. We compare our results with the iterated logarithm law, results for the first hitting time and most visited sites problems.

Probability · Mathematics 2007-06-13 Lev Sakhnovich

In one and two dimensions, transport coefficients may diverge in the thermodynamic limit due to long--time correlation of the corresponding currents. The effective asymptotic behaviour is addressed with reference to the problem of heat…

Statistical Mechanics · Physics 2009-11-10 Stefano Lepri , Roberto Livi , Antonio Politi

The existence of fluctuations of temperature has been a somewhat controversial topic in thermodynamics but nowadays it is recognized that they must be taken into account in small, finite systems. Although for nonequilibrium steady states…

Statistical Mechanics · Physics 2022-01-05 Sergio Davis

Let $\mathbf{X}=\{X_t\}_{t\geq 0}$ be a L\'evy process in $\mathbb{R}^d$ and $\Omega$ be an open subset of $\mathbb{R}^d$ with finite Lebesgue measure. In this article we consider the quantity $H (t) = \int_{\Omega}\mathbb{P}_{x} (X_t\in…

Probability · Mathematics 2016-11-03 Wojciech Cygan , Tomasz Grzywny

Fractional relaxation equations, as well as relaxation functions time-changed by independent stochastic processes have been widely studied (see, for example, \cite{MAI}, \cite{STAW} and \cite{GAR}). We start here by proving that the…

Probability · Mathematics 2020-11-12 Luisa Beghin , Janusz Gajda

Temperature variations of the heat capacity (C) are studied in a low temperature regime for 2D-, and 3D-systems with N~100-10000 treated as a canonical ensemble of N-noninteracting fermions. The analysis of C is performed by introducing…

Mesoscale and Nanoscale Physics · Physics 2008-12-01 N. K. Kuzmenko , V. M. Mikhajlov

We propose an approach to the problem of low but finite temperature dynamical correlation functions in integrable one-dimensional models with a spectral gap. The approach is based on the analysis of the leading singularities of the operator…

Statistical Mechanics · Physics 2009-11-11 B. L. Altshuler , R. M. Konik , A. M. Tsvelik