Related papers: Spectral theory for one-dimensional (non-symmetric…

Spectral theory for the transition semigroup of one-dimensional symmetric Levy process killed upon hitting the origin is studied. Under very mild assumptions, an integral-type formula for eigenfunctions is obtained, and eigenfunction…

For birth-and-death processes, we show that every initial distribution is reproduced from the first hitting time distribution. The reproduction is done by applying to the distribution function a differential operator defined through the…

We present a model for spectral theory of families of selfadjoint operators, and their corresponding unitary one-parameter groups (acting in Hilbert space.) The models allow for a scale of complexity, indexed by the natural numbers…

In this paper, we study the spectral theory for nonlocal dispersal operators with time periodic indefinite weight functions subject to Dirichlet type, Neumann type and spatial periodic type boundary conditions. We first obtain necessary and…

Let $$L_0=\suml_{j=1}^nM_j^0D_j+M_0^0,\,\,\,\,D_j=\frac{1}{i}\frac{\pa}{\paxj}, \quad x\in\Rn,$$ be a constant coefficient first-order partial differential system, where the matrices $M_j^0$ are Hermitian. It is assumed that the homogeneous…

We offer a spectral analysis for a class of transfer operators. These transfer operators arise for a wide range of stochastic processes, ranging from random walks on infinite graphs to the processes that govern signals and recursive wavelet…

We give a characterisation of the spectral properties of linear differential operators with constant coefficients, acting on functions defined on a bounded interval, and determined by general linear boundary conditions. The boundary…

We discuss how an eigenvalue perturbation formula for transfer operators of dynamical systems is related to exponential hitting time distributions and extreme value theory for processes generated by chaotic dynamical systems. We also list a…

We study the spectral expansion of the semigroup of a general stable process killed on the first exit from the positive half-line. Starting with the Wiener-Hopf factorization we obtain the q-resolvent density for the killed process, from…

For one-dimensional symmetric L\'{e}vy processes, which hit every point with positive probability, we give sharp bounds for the tail function of the first hitting time of B which is either a single point or an interval. The estimates are…

For a large class of integral operators or second order differential operators, their isospectral (or cospectral) operators are constructed explicitly in terms of $h$-transform (duality). This provides us a simple way to extend the known…

For a time-changed symmetric $\alpha$-stable process killed upon hitting zero, under the condition of entrance from infinity, we prove the existence and uniqueness of quasi-stationary distribution (QSD). The exponential convergence to the…

Several aspects of the laws of first hitting times of points are investigated for one-dimensional symmetric stable L\'evy processes. It\^o's excursion theory plays a key role in this study.

A multiplicative identity in law connecting the hitting times of completely asymmetric $\alpha-$stable L\'evy processes in duality is established. In the spectrally positive case, this identity allows with an elementary argument to compute…

We consider the spectrum of birth and death chains on a $n$-path. An iterative scheme is proposed to compute any eigenvalue with exponential convergence rate independent of $n$. This allows one to determine the whole spectrum in order $n^2$…

We consider general (not necessarily Hamiltonian) first-order symmetric system $J y'-B(t)y=\D(t) f(t)$ on an interval $\cI=[a,b) $ with the regular endpoint $a$. A distribution matrix-valued function $\Si(s), \; s\in\bR,$ is called a…

Smoothing (and decay) spacetime estimates are discussed for evolution groups of self-adjoint operators in an abstract setting. The basic assumption is the existence (and weak continuity) of the spectral density in a functional setting.…

In this paper using a transform defined by the translation operator we introduce the concept of spectrum of sequences that are bounded by $n^\nu$, where $\nu$ is a natural number. We apply this spectral theory to study the asymptotic…

For any two-sided jumping $\alpha$-stable process, where $1 < \alpha < 2$, we find an explicit identity for the law of the first hitting time of the origin. This complements existing work in the symmetric case and the spectrally one-sided…

In this paper we study perpetual integral functionals of diffusions. Our interest is focused on cases where such functionals can be expressed as first hitting times for some other diffusions. In particular, we generalize the result which…