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We study the asymptotic probability that a random walk with heavy-tailed increments crosses a high boundary on a random time interval. We use new techniques to extend results of Asmussen [Ann. Appl. Probab. 8 (1998) 354-374] to completely…

Probability · Mathematics 2017-11-29 Sergey Foss , Zbigniew Palmowski , Stan Zachary

Davies' method of perturbed semigroups is a classical technique to obtain off-diagonal upper bounds on the heat kernel. However Davies' method does not apply to anomalous diffusions due to the singularity of energy measures. In this note,…

Probability · Mathematics 2016-06-09 Mathav Murugan , Laurent Saloff-Coste

In this paper, we study the transition densities of pure-jump symmetric Markov processes in $ {{\mathbb R}}^d$, whose jumping kernels are comparable to radially symmetric functions with mixed polynomial growths. Under some mild assumptions…

Probability · Mathematics 2018-04-20 Joohak Bae , Jaehoon Kang , Panki Kim , Jaehun Lee

We investigate the relationships between the parabolic Harnack inequality, heat kernel estimates, some geometric conditions, and some analytic conditions for random walks with long range jumps. Unlike the case of diffusion processes, the…

Probability · Mathematics 2007-05-23 M. T. Barlow , R. F. Bass , T. Kumagai

Graph-limit theory focuses on the convergence of sequences of graphs when the number of nodes becomes arbitrarily large. This framework defines a continuous version of graphs allowing for the study of dynamical systems on very large graphs,…

Probability · Mathematics 2020-05-20 Julien Petit , Renaud Lambiotte , Timoteo Carletti

We establish the discrete approximation to Brownian motion with varying dimension (BMVD in abbreviation) by random walks. The setting is very similar to that in [11], but here we use a different method allowing us to get rid the…

Probability · Mathematics 2021-11-16 Shuwen Lou

We apply the Davies method to prove that for any regular Dirichlet form on a metric measure space, an off-diagonal stable-type upper bound of the heat kernel is equivalent to the conjunction of the on-diagonal upper bound, a cutoff…

Analysis of PDEs · Mathematics 2017-04-06 Jiaxin Hu , Xuliang Li

Symmetric heavily tailed random walks on $Z^d, d\geq 1,$ are considered. Under appropriate regularity conditions on the tails of the jump distributions, global (i.e., uniform in $x,t, |x|+t\to\infty,$) asymptotic behavior of the transition…

Probability · Mathematics 2016-03-02 A. Agbor , S. Molchanov , B. Vainberg

This article investigates the heat kernel of the two-dimensional uniform spanning tree. We improve previous work by demonstrating the occurrence of log-logarithmic fluctuations around the leading order polynomial behaviour for the…

Probability · Mathematics 2021-04-09 Martin T. Barlow , David A. Croydon , Takashi Kumagai

We consider time-dependent random walks among time-dependent conductances. For discrete time random walks, we show that, unlike the time-independent case, two-sided Gaussian heat kernel estimates are not stable under perturbations. This is…

Probability · Mathematics 2015-10-21 Ruojun Huang , Takashi Kumagai

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

Results regarding off-diagonal Gaussian upper heat kernel bounds on discrete weighted graphs with possibly unbounded geometry are summarized and related. After reviewing uniform upper heat kernel bounds obtained by Carlen, Kusuoka, and…

Analysis of PDEs · Mathematics 2025-02-28 Christian Rose

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

We present a novel approach to anomaly detection by integrating Generalized Hyperbolic (GH) processes into kernel-based methods. The GH distribution, known for its flexibility in modeling skewness, heavy tails, and kurtosis, helps to…

Machine Learning · Computer Science 2025-01-28 Pauline Bourigault , Danilo P. Mandic

We establish uniform pointwise estimates for the densities of a family of $\alpha$-stable processes with respect to the index $\alpha \in [\alpha_0,2]$ for some $\alpha_0>0$. In addition, we estimate the difference between the heat kernels…

Probability · Mathematics 2026-03-27 Xianming Liu , Chongyang Ren , Mingyan Wu

We consider random walks in a balanced i.i.d. random environment in $Z^d$ for $d\ge2$ and the corresponding discrete non-divergence form difference operators. We first obtain an exponential integrability of the heat kernel bounds. We then…

Probability · Mathematics 2022-09-29 Xiaoqin Guo , Hung V. Tran

Extreme events are by nature rare and difficult to predict, yet are often much more important than frequent, typical events. An interesting counterpoint to the prediction of such events is their retrodiction -- given a process in an outlier…

Probability · Mathematics 2022-11-21 Wesley W. Erickson , Daniel A. Steck

We study the random walk $(S_n)_{n\geq 1}$ with independent and identically distributed real-valued increments having zero mean and an absolute moment of order $2 + \delta$ for some $\delta > 0$. For any starting point $x \in \mathbb{R}$,…

Probability · Mathematics 2025-09-18 Ion Grama , Hui Xiao

Consider the long-range percolation model on the integer lattice $\mathbb{Z}^d$ in which all nearest-neighbour edges are present and otherwise $x$ and $y$ are connected with probability $q_{x,y}:=1-\exp(-|x-y|^{-s})$, independently of the…

Probability · Mathematics 2022-04-08 Van Hao Can , David A. Croydon , Takashi Kumagai

We extend the use of random evolving sets to time-varying conductance models and utilize it to provide tight heat kernel upper bounds. It yields the transience of any uniformly lazy random walk, on Z^d, d>=3, equipped with uniformly bounded…

Probability · Mathematics 2016-03-22 Amir Dembo , Ruojun Huang , Ben Morris , Yuval Peres