Related papers: Spectral Heat Content for L\'evy Processes
We obtain a new fluctuation identity for a general L\'{e}vy process giving a quintuple law describing the time of first passage, the time of the last maximum before first passage, the overshoot, the undershoot and the undershoot of the last…
We characterise, in terms of their transition laws, the class of one-dimensional L\'evy processes whose graph has a continuously differentiable (planar) convex hull. We show that this phenomenon is exhibited by a broad class of infinite…
Disorder-driven, integrated speckle spectrometers offer exceptional spectral resolution within a compact design. They benefit from enhanced optical path lengths due to multiple light scattering events, however, often at the cost of low…
A quantitative theory is developed, which accounts for heating artifacts in three-pulse photon echo (3PE) experiments. The heat diffusion equation is solved and the average value of the temperature in the focal volume of the laser is…
For a L\'evy process $X$ on a finite time interval consider the probability that it exceeds some fixed threshold $x>0$ while staying below $x$ at the points of a regular grid. We establish exact asymptotic behavior of this probability as…
This article is dedicated to insensitization issues of a quadratic functional involving the solution of the linear heat equation with respect to domains variations. This work can be seen as a continuation of [P. Lissy, Y. Privat, and Y.…
We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…
In this paper we introduce a new class of L\'evy processes which we call hypergeometric-stable L\'evy processes, because they are obtained from symmetric stable processes through several transformations and where the Gauss hypergeometric…
This paper extends results of M. van den Berg on two-term asymptotics for the trace of Sch\"odinger operators when the Laplacian is replaced by non-local (integral) operators corresponding to rotationally symmetric stable processes and…
We consider some special classes of L\'evy processes with no gaussian component whose L\'evy measure is of the type $\pi(dx)=e^{\gamma x}\nu(e^x-1) dx$, where $\nu$ is the density of the stable L\'evy measure and $\gamma$ is a positive…
The reflected process of a random walk or L\'evy process arises in many areas of applied probability, and a question of particular interest is how the tail of the distribution of the heights of the excursions away from zero behaves…
Let $d\geq 1$ and $\alpha \in (0, 2)$. Consider the following non-local and non-symmetric L\'evy-type operator on $\mR^d$: $$ \sL^\kappa_{\alpha}f(x):=\mbox{p.v.}\int_{\mR^d}(f(x+z)-f(x))\frac{\kappa(x,z)}{|z|^{d+\alpha}} \dif z, $$ where…
Temperature fluctuations in an atmospheric convective boundary layer are investigated by means of Large Eddy Simulations (LES). A statistical characterization for both weak temperature fluctuations and strong temperature fluctuations has…
Suppose that Y(t) is a d-dimensional Levy symmetric process for which its Levy measure differs from the Levy measure of the isotropic alpha-stable process (0<alpha<2) by a finite signed measure. For a bounded Lipschitz set D we compare the…
Kuznetsov et al. (2011) and Kuznetsov and Pardo (2013) introduced the family of Hypergeometric L\'evy processes. They appear naturally in the study of fluctuations of stable processes when one analyses stable processes through the theory of…
In this paper we study the problem of statistical inference for a continuous-time moving average L\'evy process of the form $$Z_{t} = \int_{\mathbb{R}}\mathcal{K}(t-s)\, dL_{s},\quad t\in\mathbb{R}$$ with a deterministic kernel (\K\) and a…
We prove sharp two-sided estimates on the tail probability of the first hitting time of bounded interval as well as its asymptotic behaviour for general non-symmetric processes which satisfy an integral condition \[ \int_0^{\infty}…
This article concerns the Weyl series of spectral functions associated with the Dirichlet Laplacian in a $d$-dimensional domain with a smooth boundary. In the case of the heat kernel, Berry and Howls predicted the asymptotic form of the…
This is a mini-review of the heat kernel expansion for generalized Laplacians on various noncommutative spaces. Applications to the spectral action principle, renormalization of noncommutative theories and anomalies are also considered.
An intriguing phenomenon in non-equilibrium quantum thermodynamics is the asymmetry of thermal processes. Relaxation to thermal equilibrium is the most important dissipative process, being a key concept for the design of heat engines and…