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In a separable Hilbert space, we study supercontractivity and ultracontractivity properties for a transition semigroups associated with a stochastic partial differential equations. This is done in terms of exponential integrability of…

Probability · Mathematics 2024-05-30 Luciana Angiuli , Davide A. Bignamini , Simone Ferrari

The purpose of this paper is to study the asymptotic behavior of the weighted least square estimators of the unknown parameters of random coefficient bifurcating autoregressive processes. Under suitable assumptions on the immigration and…

Probability · Mathematics 2015-03-20 Vassili Blandin

In this paper, we study the asymptotic (large time) behavior of a selection-mutation-competition model for a population structured with respect to a phenotypic trait, when the rate of mutation is very small. We assume that the reproduction…

Analysis of PDEs · Mathematics 2015-11-17 Àngel Calsina , Sílvia Cuadrado , Laurent Desvillettes , Gaël Raoul

Making use of a Rice-like series expansion, for a class of stationary Gaussian processes the asymptotic behavior of the first passage time probability density function through certain time-varying boundaries, including periodic boundaries,…

Probability · Mathematics 2007-05-23 E. Di Nardo , A. G. Nobile , E. Pirozzi , L. M. Ricciardi

We give a solution to the inverse problem (given a function, find a corresponding group) for large classes of speed, entropy, isoperimetric profile, return probability and $L_p$-compression functions of finitely generated groups of…

Group Theory · Mathematics 2016-07-08 Jérémie Brieussel , Tianyi Zheng

In this thesis, we investigate the asymptotics of random partitions chosen according to probability measures coming from the representation theory of the symmetric groups $S_n$ and of the finite Chevalley groups $GL(n,F_q)$ and…

Representation Theory · Mathematics 2010-12-21 Pierre-Loïc Méliot

We study a discrete-time random walk on the non-negative integers, such that when 0 is reached a jump occurs to an arbitrary location, with given probabilities. We obtain an asymptotic formula for the expected position at large times, in…

Probability · Mathematics 2011-09-01 Guy Katriel

In this paper, we study the asymptotic behavior of a semi-linear slow-fast stochastic partial differential equation with singular coefficients. Using the Poisson equation in Hilbert space, we first establish the strong convergence in the…

Probability · Mathematics 2021-06-09 Michael Röckner , Longjie Xie , Li Yang

We consider translation invariant measures on families of nearest-neighbor semi-infinite walks on the integer lattice. We assume that once walks meet, they coalesce. In $2d$, we classify the collective behavior of these walks under mild…

Probability · Mathematics 2019-01-01 Jon Chaika , Arjun Krishnan

For subordinators with positive drift we extend recent results on the structure of the potential measures and the renewal densities. Applying Fourier analysis a new representation of the potential densities is derived from which we deduce…

Probability · Mathematics 2011-06-29 Leif Doering , Mladen Savov

In this chapter we present transformation semigroups and their applications. We begin with Klein's approach to geometry based on invariants of transformation groups. Then we present symmetry groups in chemistry and in classical mechanics.…

Functional Analysis · Mathematics 2024-02-05 Katarzyna Pichór , Ryszard Rudnicki

The asymptotics of the weighted $L_{p}$-norms of Hermite polynomials, which describes the R\'enyi entropy of order $p$ of the associated quantum oscillator probability density, is determined for $n\to\infty$ and $p>0$. Then, it is applied…

Mathematical Physics · Physics 2013-05-15 Alexander I. Aptekarev , Jesús S. Dehesa , Pablo Sánchez-Moreno , Dmitrii N. Tulyakov

We prove gradient estimates for harmonic functions with respect to a $d$-dimensional unimodal pure-jump Levy process under some mild assumptions on the density of its Levy measure. These assumptions allow for a construction of an unimodal…

Probability · Mathematics 2013-07-30 Tadeusz Kulczycki , Michal Ryznar

In this paper we provide sufficient conditions which guarantee the existence of a system of invariant measures for semigroups associated to systems of parabolic differential equations with unbounded coefficients. We prove that these…

Analysis of PDEs · Mathematics 2017-12-05 Davide Addona , Luciana Angiuli , Luca Lorenzi

We obtain slow dynamics for self-adjoint semigroups and unitary evolution groups. For semigroups, the slow dynamics is for orbits, and for the average return probability in the case of unitary evolution groups. We present an application to…

Spectral Theory · Mathematics 2022-09-07 Moacir Aloisio , Silas L. Carvalho , César R. de Oliveira , Genilson Santana

Let $V=\mathbb R^d$ be the Euclidean $d$-dimensional space, $\mu$ (resp $\lambda$) a probability measure on the linear (resp affine) group $G=G L (V)$ (resp $H= \Aff (V))$ and assume that $\mu$ is the projection of $\lambda$ on $G$. We…

Probability · Mathematics 2015-03-25 Yves Guivarc'H , Emile Le Page

Let $K_n$ be the convex hull of i.i.d. random variables distributed according to the standard normal distribution on $\R^d$. We establish variance asymptotics as $n \to \infty$ for the re-scaled intrinsic volumes and $k$-face functionals of…

Probability · Mathematics 2014-09-30 Pierre Calka , J. E. Yukich

We study the low energy asymptotics of periodic and random Laplace operators on Cayley graphs of amenable, finitely generated groups. For the periodic operator the asymptotics is characterised by the van Hove exponent or zeroth…

Spectral Theory · Mathematics 2016-01-07 Tonći Antunović , Ivan Veselić

In this paper, we establish three criteria for the asymptotic behavior of Markov-Feller semigroups. First, we present a criterion for convergence in total variation to a unique invariant measure, requiring only $TV$-eventual continuity of…

Probability · Mathematics 2025-03-18 Ting Li , Xianming Liu

We revisit the product convolution semigroup of probability densities e_c(t),c>0 on the positive half-line with moments (n!)^c and determine the asymptotic behaviour of e_c(t) for large and small t>0. This shows that (n!)^c is indeterminate…

Complex Variables · Mathematics 2017-01-30 Christian Berg , José Luis López