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We present a systematic computation of the heat conductivity of the Markov jump process modeling the energy exchanges in an array of locally confined hard spheres at the conduction threshold. Based on a variational formula [Sasada M. 2016,…

Statistical Mechanics · Physics 2017-08-24 Pierre Gaspard , Thomas Gilbert

The cooperative dynamics of a 1-D collection of Markov jump, interacting stochastic processes is studied via a mean-field approach. In the time-asymptotic regime, the resulting nonlinear master equation is analytically solved. The…

Probability · Mathematics 2015-01-29 Max-Olivier Hongler

Kigami showed that a transient random walk on a deterministic infinite tree $T$ induces its trace process on the Martin boundary of $T$. In this paper, we will deal with trace processes on Martin boundaries of random trees instead of…

Probability · Mathematics 2019-02-13 Yuki Tokushige

We consider the stochastic differential equation on $\mathbb{R}^d$ given by $$ \, \mathrm{d}X_t = b(t,X_t) \, \mathrm{d}t + \, \mathrm{d} B_t, $$ where $B$ is a Brownian motion and $b$ is considered to be a distribution of regularity $ >…

Probability · Mathematics 2026-05-14 Nicolas Perkowski , Willem van Zuijlen

In this paper, we derive quantitative convergence rates for stochastic processes associated with resistance forms. While the qualitative convergence of heat kernels and semigroups under the Gromov-Hausdorff-vague convergence of underlying…

Probability · Mathematics 2026-05-25 Koyo Oishi

Nash or Sobolev inequalities are known to be equivalent to ultracontractive properties of Markov semigroups, hence to uniform bounds on their kernel densities. In this work we present a simple and extremely general method, based on weighted…

Probability · Mathematics 2013-09-19 Dominique Bakry , François Bolley , Ivan Gentil , Patrick Maheux

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

We establish $L^2$-exponential convergence rate for three popular piecewise deterministic Markov processes for sampling: the randomized Hamiltonian Monte Carlo method, the zigzag process, and the bouncy particle sampler. Our analysis is…

Probability · Mathematics 2022-05-10 Jianfeng Lu , Lihan Wang

Let $d\ge1$ and $0<\alpha<2$. Consider the integro-differential operator \[ \mathcal{L}f(x) =\int_{\mathbb{R}^{d}\backslash\{0\}}\left[f(x+h)-f(x)-\chi_{\alpha}(h)\nabla f(x)\cdot…

Probability · Mathematics 2017-09-13 Peng Jin

A fundamental problem of non-equilibrium statistical mechanics is the derivation of macroscopic transport equations in the hydrodynamic limit. The rigorous study of such limits requires detailed information about rates of convergence to…

Mathematical Physics · Physics 2015-05-30 Alexander Grigo , Konstantin Khanin , Domokos Szasz

We establish two-sided heat kernel estimates for random conductance models with non-uniformly elliptic (possibly degenerate) stable-like jumps on graphs. These are long range counterparts of well known two-sided Gaussian heat kernel…

Probability · Mathematics 2018-08-08 Xin Chen , Takashi Kumagai , Jian Wang

For general absorbed Markov processes $(X_t)_{0\leq t<\tau_{\partial}}$ having a quasi-stationary distribution (QSD) $\pi$ and absorption time $\tau_{\partial}$, we introduce a Dobrushin-type criterion providing for exponential convergence…

Probability · Mathematics 2022-10-26 Oliver Tough

Nash and Sobolev inequalities are known to be equivalent to ultracontractive properties of heat-like Markov semigroups, hence to uniform on-diagonal bounds on their kernel densities. In non ultracontractive settings, such bounds can not…

Functional Analysis · Mathematics 2014-07-28 François Bolley , Arnaud Guillin , Xinyu Wang

In this paper we establish the existence and uniqueness of heat kernels to a large class of time-inhomogenous non-symmetric nonlocal operators with Dini's continuous kernels. Moreover, quantitative estimates including two-sided estimates,…

Analysis of PDEs · Mathematics 2020-10-09 Zhen-Qing Chen , Xicheng Zhang

We present on-diagonal heat kernel estimates and quantitative homogenization statements for the one-dimensional Bouchaud trap model. The heat kernel estimates are obtained using standard techniques, with key inputs coming from a careful…

Probability · Mathematics 2024-03-11 Sebastian Andres , David A. Croydon , Takashi Kumagai

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 apply single and double tree-like representations of Markov jump processes on $\mathbb{Z}_N$ for obtaining their nonequilibrium heat capacity and for taking the diffusion limit $N\uparrow \infty$. The main tool is a graphical…

Probability · Mathematics 2023-08-10 Faezeh Khodabandehlou , Irene Maes

In this paper, we provide strong $L_2$-rates of approximation of the integral-type functionals of Markov processes by integral sums. We improve the method developed in [2]. Under assumptions on the process formulated only in terms of its…

Probability · Mathematics 2015-08-13 Iurii Ganychenko

Upper estimates of densities of convolution semigroups of probability measures are given under explicit assumptions on the corresponding L\'evy measure and the L\'evy--Khinchin exponent.

Probability · Mathematics 2010-06-30 Pawel Sztonyk

This paper presents a detailed analysis of the heat kernel on an $(\mathbb{N}\times\mathbb{N})$-parameter family of compact metric measure spaces, which do not satisfy the volume doubling property. In particular, uniform bounds of the heat…

Probability · Mathematics 2020-03-06 Patricia Alonso Ruiz