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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

On a suitable class of non-compact manifolds, we study (pseudo)differential operators which feature an asymptotic translation-invariance along one axis and an asymptotic dilation-invariance, or asymptotic homogeneity with respect to…

Analysis of PDEs · Mathematics 2023-02-28 Peter Hintz

We consider here convolution operators, in the Caputo sense, with non-singular kernels. We prove that the solutions to some integro-differential equations with such operators (acting on the space variable) coincide with the transition…

Probability · Mathematics 2021-07-01 Luisa Beghin , Michele Caputo

Let $(X,d)$ be a proper ultrametric space. Given a measure $m$ on $X$ and a function $B \mapsto C(B)$ defined on the collection of all non-singleton balls $B$ of $X$, we consider the associated hierarchical Laplacian $L=L_{C}\,$. The…

Probability · Mathematics 2019-01-23 Alexander Bendikov , Wojciech Cygan , Wolfgang Woess

Let $(\mathbb M, d,\mu)$ be a metric measure space with upper and lower densities: $$ \begin{cases} |||\mu|||_{\beta}:=\sup_{(x,r)\in \mathbb M\times(0,\infty)} \mu(B(x,r))r^{-\beta}<\infty;\\ |||\mu|||_{\beta^{\star}}:=\inf_{(x,r)\in…

Analysis of PDEs · Mathematics 2019-08-22 Jizheng Huang , Pengtao Li , Yu Liu , Shaoguang Shi

In this paper, we enlarge the space of uniformly supported pseudo-differential operators on some groupoids by considering kernels satisfying certain asymptotic estimates. We show that such enlarged space contains the compact parametrix, and…

Analysis of PDEs · Mathematics 2013-02-28 Bing Kwan So

In this paper we investigate the small time heat kernel asymptotics on the cut locus on a class of surfaces of revolution, which are the simplest 2-dimensional Riemannian manifolds different from the sphere with non trivial cut-conjugate…

Analysis of PDEs · Mathematics 2013-03-14 Davide Barilari , Jacek Jendrej

We introduce a class of non-commutative Heisenberg like infinite dimensional Lie groups based on an abstract Wiener space. The Ricci curvature tensor for these groups is computed and shown to be bounded. Brownian motion and the…

Probability · Mathematics 2008-05-13 Bruce Driver , Maria Gordina

We develop an asymptotic limit theory for nonparametric estimation of the noise covariance kernel in linear parabolic stochastic partial differential equations (SPDEs) with additive colored noise, using space-time infill asymptotics. The…

Statistics Theory · Mathematics 2025-08-29 Andreas Petersson , Dennis Schroers

In this paper, we study an asymptotic expansion of the heat kernel for a Laplace operator on a smooth Riemannian manifold without a boundary at enough small values of the proper time. The Seeley-DeWitt coefficients of this decomposition…

Mathematical Physics · Physics 2022-11-22 A. V. Ivanov , N. V. Kharuk

We establish a dichotomy in the small-time asymptotic behavior of the spectral heat content (SHC) for symmetric, but not necessarily isotropic, L\'evy processes whose L\'evy density satisfies a weak lower scaling condition near zero. This…

Probability · Mathematics 2025-08-13 Jaehun Lee , Hyunchul Park

The high temperature asymptotics of thermodynamic functions of electromagnetic field subjected to boundary conditions with spherical and cylindrical symmetries are constructed by making use of a general expansion in terms of heat kernel…

High Energy Physics - Theory · Physics 2009-11-07 M. Bordag , V. V. Nesterenko , I. G. Pirozhenko

We study the heat kernel for a Laplace type partial differential operator acting on smooth sections of a complex vector bundle with the structure group $G\times U(1)$ over a Riemannian manifold $M$ without boundary. The total connection on…

Mathematical Physics · Physics 2011-02-17 Ivan G. Avramidi , Guglielmo Fucci

For a sub-Riemannian manifold provided with a smooth volume, we relate the small time asymptotics of the heat kernel at a point $y$ of the cut locus from $x$ with roughly "how much" $y$ is conjugate to $x$. This is done under the hypothesis…

Analysis of PDEs · Mathematics 2012-11-28 Davide Barilari , Ugo Boscain , Robert W. Neel

We define and study pseudo-differential operators on a class of fractals that include the post-critically finite self-similar sets and Sierpinski carpets. Using the sub-Gaussian estimates of the heat operator we prove that our operators…

Functional Analysis · Mathematics 2012-07-31 Marius Ionescu , Luke G. Rogers , Robert S. Strichartz

This paper studies Brownian motion and heat kernel measure on a class of infinite dimensional Lie groups. We prove a Cameron-Martin type quasi-invariance theorem for the heat kernel measure and give estimates on the $L^p$ norms of the…

Probability · Mathematics 2009-02-17 Tai Melcher

Via a simulation study we compare the finite sample performance of the deconvolution kernel density estimator in the supersmooth deconvolution problem to its asymptotic behaviour predicted by two asymptotic normality theorems. Our results…

Methodology · Statistics 2008-01-18 Bert van Es , Shota Gugushvili

Recently proposed nonlocal and nonperturbative late time behavior of the heat kernel is generalized to curved spacetimes. Heat kernel trace asymptotics is dominated by two terms one of which represents a trivial covariantization of the…

High Energy Physics - Theory · Physics 2009-11-10 A. O. Barvinsky , Yu. V. Gusev , V. F. Mukhanov , D. V. Nesterov

For parabolic spatially discrete equations, we consider Green's functions, also known as heat kernels on lattices. We obtain their asymptotic expansions with respect to powers of time variable $t$ up to an arbitrary order and estimate the…

Analysis of PDEs · Mathematics 2016-06-30 Pavel Gurevich

In this work, we establish the uniform heat kernel asymptotics as well as sharp bounds for its derivatives on the free step-two Carnot group with $3$ generators. As a by-product, on this highly non-trivial toy model, we completely solve the…

Analysis of PDEs · Mathematics 2023-12-27 Hong-Quan Li , Sheng-Chen Mao , Ye Zhang