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In this paper the running average of a subordinator with a tempered stable distribution is considered. We investigate a family of previously unexplored infinite-activity subordinators induced by the probability distribution of the running…

Probability · Mathematics 2020-09-08 Weixuan Xia

We show a diffusive upper bound on the transition probability of a tagged particle in the symmetric simple exclusion process. The proof relies on optimal spectral gap estimates for the dynamics in finite volume, which are of independent…

Probability · Mathematics 2018-04-27 Arianna Giunti , Yu Gu , Jean-Christophe Mourrat

In this paper, we study properties of the dual process and Schrodinger-type operators of a non-symmetric diffusion with measure-valued drift. Let mu=(mu^1,..., mu^d) be such that each mu^i is a signed measure on R^d belonging to the Kato…

Probability · Mathematics 2007-05-23 Panki Kim , Renming Song

Subordinated processes play an important role in modeling anomalous diffusion-type behavior. In such models the observed constant time periods are described by the subordinator distribution. Therefore, on the basis of the observed time…

Mathematical Physics · Physics 2011-10-14 Joanna Janczura , Agnieszka Wyłomańska

In this paper, we consider transient subordinate Brownian motion X in R^d, d \geq 1, where the Laplace exponent \phi of the corresponding subordinator satisfies some mild conditions. The scaleinvariant Harnack inequality is proved for X. We…

Probability · Mathematics 2012-04-06 Panki Kim , Ante Mimica

In this article we prove the existence of Bernstein processes which we associate in a natural way with a class of linear parabolic initial-and final boundary value problems defined in bounded convex subsets of Euclidean space of arbitrary…

Analysis of PDEs · Mathematics 2013-05-21 Pierre-A. Vuillermot , Jean-C. Zambrini

In this paper, we consider a weakly coupled system of nonlocal operators which contain both diffusion part with uniformly elliptic diffusion matrices and bounded drift vectors and the jump part with relatively general jump kernels. We use…

Probability · Mathematics 2024-10-29 Zhen-Qing Chen , Xiangqian Meng

This paper tackles the issue of establishing a lower-bound on the asymptotic ratio of survival probabilities between two different initial conditions, asymptotically in time for a given Markov process with extinction. Such a comparison is a…

Probability · Mathematics 2023-05-12 Aurélien Velleret

Some equivalent gradient and Harnack inequalities of a diffusion semigroup are presented for the curvature-dimension condition of the associated generator. As applications, the first eigenvalue, the log-Harnack inequality, the heat kernel…

Probability · Mathematics 2010-12-30 Feng-Yu Wang

We consider the random walk on supercritical percolation clusters in the d-dimensional Euclidean lattice. Previous papers have obtained Gaussian heat kernel bounds, and a.s. invariance principles for this process. We show how this…

Probability · Mathematics 2008-10-15 Martin Barlow , Ben Hambly

We study various probabilistic and analytical properties of a class of degenerate diffusion operators arising in Population Genetics, the so-called generalized Kimura diffusion operators. Our main results is a stochastic representation of…

Probability · Mathematics 2014-06-19 Charles L. Epstein , Camelia A. Pop

It is well known that Nash-type inequalities for symmetric Dirichlet forms are equivalent to on-diagonal heat kernel upper bounds for the associated symmetric Markov semigroups. In this paper, we show that both imply (and hence are…

Probability · Mathematics 2020-10-13 Zhen-Qing Chen , Panki Kim , Takashi Kumagai , Jian Wang

Subordinate diffusions are constructed by time changing diffusion processes with an independent L\'{e}vy subordinator. This is a rich family of Markovian jump processes which exhibit a variety of jump behavior and have found many…

Statistics Theory · Mathematics 2017-06-29 Weiwei Guo , Lingfei Li

We constructed a diffusion process on the Sierpi\'nski carpet that satisfies the sub-Gaussian heat kernel estimate with respect to the Euclidean metric and a non-standard self-similar measure.

Probability · Mathematics 2025-12-01 Shiping Cao , Hua Qiu , Bingshen Wang

We consider the behavior of spatial point processes when subjected to a class of linear transformations indexed by a variable T. It was shown in Ellis [Adv. in Appl. Probab. 18 (1986) 646-659] that, under mild assumptions, the transformed…

Probability · Mathematics 2007-05-23 Dominic Schuhmacher

We prove that for a general diffusion process, certain assumptions on its behavior \emph{only within a fixed open subset} of the state space imply the existence and sub-Gaussian type off-diagonal upper bounds of the \emph{global} heat…

Probability · Mathematics 2015-07-07 Alexander Grigor'yan , Naotaka Kajino

In the context of a metric measure Dirichlet space satisfying volume doubling and Poincar\'e inequality, we prove the parabolic Harnack inequality for weak solutions of the heat equation associated with local nonsymmetric bilinear forms. In…

Probability · Mathematics 2017-03-14 Janna Lierl , Laurent Saloff-Coste

Let $L_t:=\Delta_t +Z_t $, $t\in [0,T_c)$ on a differential manifold equipped with time-depending complete Riemannian metric $(g_t)_{t\in [0,T_c)}$, where $\Delta_t$ is the Laplacian induced by $g_t$ and $(Z_t)_{t\in [0,T_c)}$ is a family…

Probability · Mathematics 2017-08-17 Li-Juan Cheng

Until now, it has been an open question whether every subordinated Brownian motion (SBM) satisfies the elliptic Harnack inequality (EHI). In this paper, we show that the answer is ``no." In our first theorem, we show that if $X=(X_t)_{t…

Probability · Mathematics 2023-04-12 Jens Malmquist , Mathav Murugan

We study the existence of segregated solutions to a class of reaction-diffusion systems with strong interactions, arising in many physical applications. These special solutions are obtained as weak limits of minimizers of a family of…

Analysis of PDEs · Mathematics 2020-04-29 Alessandro Audrito , Enrico Serra , Paolo Tilli
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