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We study the composition of bivariate L\'evy process with bivariate inverse subordinator. The explicit expressions for its dispersion and auto correlation matrices are obtained. Also, the time-changed two parameter L\'evy processes with…

Probability · Mathematics 2025-03-07 Pradeep Vishwakarma , Manisha Dhillon , Kuldeep Kumar Kataria

The spectrum of the $D=4$ supersymmetric Yang-Mills quantum mechanics with $SU(3)$ gauge group symmetry is computed in different channels with definite total angular momentum and the total number of fermions. In sectors with small number of…

High Energy Physics - Theory · Physics 2014-09-29 Zbigniew Ambrozinski

We investigate densities of vaguely continuous convolution semigroups of probability measures on $\mathbb{R}^d$. First, we provide results that give upper estimates in a situation when the corresponding jump measure is allowed to be highly…

Probability · Mathematics 2020-07-30 Tomasz Grzywny , Karol Szczypkowski

To model subsurface flow in uncertain heterogeneous\ fractured media an elliptic equation with a discontinuous stochastic diffusion coefficient - also called random field - may be used. In case of a one-dimensional parameter space, L\'evy…

Numerical Analysis · Mathematics 2022-08-26 Andrea Barth , Robin Merkle

A path-integral approach is used to study the spectral properties of the generators of the SO(2,1) symmetry of conformal quantum mechanics (CQM). In particular, we consider the CQM version that corresponds to the weak-coupling regime of the…

Quantum Physics · Physics 2023-12-07 H. E. Camblong , A. Chakraborty , P. Lopez-Duque , C. R. Ordóñez

In this article, we consider the problem of periodic homogenization of a Feller process generated by a pseudo-differential operator, the so-called L\'evy-type process. Under the assumptions that the generator has rapidly periodically…

Probability · Mathematics 2020-06-29 Nikola Sandrić , Ivana Valentić , Jian Wang

In this paper we consider the spectrum of the self-adjoint differential operator L generated by the differential expression of order n with the m by m periodic matrix coefficients, where n and m are respectively odd and even integers and…

Spectral Theory · Mathematics 2022-12-29 O. A. Veliev

We prove a new generation result in $L^1$ for a large class of non-local operators with non-degenerate local terms. This class contains the operators appearing in Fokker-Planck or Kolmogorov forward equations associated with L\'evy driven…

Dynamical Systems · Mathematics 2018-01-12 Linghua Chen , Espen Robstad Jakobsen

We consider a non self-adjoint Laplacian on a directed graph with non symmetric edge weights. We give necessary conditions for this Laplacian to be sectorial. We introduce a special self-adjoint operator and compare its essential spectrum…

Spectral Theory · Mathematics 2018-01-08 Colette Anné , Marwa Balti , Nabila Torki-Hamza

Spectra of the second derivative operators corresponding to the special PT-symmetric point interactions are studied. The results are partly the completion of those obtained in [1]. The particular PT-symmetric point interactions causing…

Mathematical Physics · Physics 2009-06-02 Petr Siegl

In this paper, we studied some local spectral properties for a Co semigroup and its generator. Some stabilities results are also established.

Spectral Theory · Mathematics 2016-02-03 Abdelaziz Tajmouati , Mohamed Karmouni , Hamid Boua , Zakariya Al-Homidi

This paper defines the notion of generators for a class of decreasing radial Loewner chains which are only continuous with respect to time. For this purpose, "Loewner's integral equation" which generalizes Loewner's differential equation is…

Complex Variables · Mathematics 2021-05-25 Takahiro Hasebe , Ikkei Hotta

We study evolution equations with non-self-adjoint generators, for example the convection-diffusion equation. Spectral expansions are not a reliable method of solving such equations, because they are so ill-conditioned. We introduce a new…

Spectral Theory · Mathematics 2007-05-23 E. B. Davies

For a sequence of self--adjoint operators, which converges in the norm resolvent sense, the formula is derived, which expresses the essential spectrum of the limit through the essential spectrum of the elements of the sequence.

Mathematical Physics · Physics 2012-08-28 Dmitry K. Gridnev

The paper deals with homogenization of Levy-type operators with rapidly oscillating coefficients. We consider cases of periodic and random statistically homogeneous micro-structures and show that in the limit we obtain a Levy-operator. In…

Analysis of PDEs · Mathematics 2018-07-13 Moritz Kassmann , Andrey Piatnitski , Elena Zhizhina

We study recurrence and transience for L\'{e}vy processes induced by topological transformation groups. In particular the transience-recurrence dichotomy in terms of potential measures is established and transience is shown to be equivalent…

Probability · Mathematics 2011-03-22 David Applebaum

We analyze new phenomena arising in linear damped wave equations on unbounded domains when the damping is allowed to become unbounded at infinity. We prove the generation of a contraction semigroup, study the relation between the spectra of…

Spectral Theory · Mathematics 2018-02-22 Pedro Freitas , Petr Siegl , Christiane Tretter

We provide asymptotic results and develop high frequency statistical procedures for time-changed L\'evy processes sampled at random instants. The sampling times are given by first hitting times of symmetric barriers whose distance with…

Probability · Mathematics 2010-07-20 Mathieu Rosenbaum , Peter Tankov

This text is a survey of recent results obtained by the author and collaborators on different problems for non-self-adjoint operators. The topics are: Kramers-Fokker-Planck type operators, spectral asymptotics in two dimensions and Weyl…

Spectral Theory · Mathematics 2008-04-24 Johannes Sjoestrand

In this note semibounded self-adjoint extensions of symmetric operators are investigated with the help of the abstract notion of quasi boundary triples and their Weyl functions. The main purpose is to provide new sufficient conditions on…

Spectral Theory · Mathematics 2017-10-23 Jussi Behrndt , Matthias Langer , Vladimir Lotoreichik , Jonathan Rohleder