Related papers: On an approach for evaluating certain trigonometri…
We present a very quick and powerful method for the calculation of heat-kernel coefficients. It makes use of rather common ideas, as integral representations of the spectral sum, Mellin transforms, non-trivial commutation of series and…
Akemann, Ipsen, and Kieburg showed recently that the squared singular values of a product of M complex Ginibre matrices are distributed according to a determinantal point process. We introduce the notion of a polynomial ensemble and show…
We prove sharp estimates on heat kernels and Green functions for subordinate Markov processes with both discrete an continuous time, under relatively weak assumptions about original processes as well as Laplace exponents of subordinators.…
We introduce and study a family of random processes with a discrete time related to products of random matrices. Such processes are formed by singular values of random matrix products, and the number of factors in a random matrix product…
We prove sharp two-sided bounds of the fundamental solution for an integro-differential operator of order $\alpha \in (0,2)$ that generates a $d$-dimensional Markov process. The corresponding Dirichlet form is comparable to that of $d$…
In this paper, we establish existence and uniqueness of weak solutions to general time fractional equations and give their probabilistic representations. We then derive sharp two-sided estimates for fundamental solutions of a family of time…
The heat kernel associated with an elliptic second-order partial differential operator of Laplace type acting on smooth sections of a vector bundle over a Riemannian manifold, is studied. A general manifestly covariant method for…
We propose a new approach for estimating the finite dimensional transition matrix of a Markov chain using a large number of independent sample paths observed at random times. The sample paths may be observed as few as two times, and the…
The heat kernel $M_{xy} = <x\mid exp [ 1/\sqrt{g} \partial_\mu g^{\mu\nu} \sqrt{g} \partial_\nu ]t \mid y>$ is of central importance when studying the propagation of a scalar particle in curved space. It is quite convenient to analyze this…
We explicitly construct a heat kernel as a Neumann series for certain function spaces, such as $L^{1}$, $L^{2}$, and Hilbert spaces, associated to a locally compact Hausdorff space $\mathfrak{X}$ with Borel $\sigma$-algebra $\mathcal{B}$,…
We develop a heat kernel method to compute the one-loop effective action for a general class of nonlinear electrodynamic (NLED) theories in four dimensional Minkowski spacetime. Working in the background field formalism, we extract the…
The trace of the heat kernel and the one-loop effective action for the generic differential operator are calculated to third order in the background curvatures: the Riemann curvature, the commutator curvature and the potential. In the case…
In this paper, we extend the heat kernel methods to the first-order formalism of gravity, specifically, in the language of differential forms. This allows us to compute the effective dynamics of 4D gravity when the tetrad degrees of freedom…
We consider fast kernel summations in high dimensions: given a large set of points in $d$ dimensions (with $d \gg 3$) and a pair-potential function (the {\em kernel} function), we compute a weighted sum of all pairwise kernel interactions…
It is shown that the heat kernel operator for the Laplace operator on any covariantly constant curved background, i.e. in symmetric spaces, may be presented in form of an averaging over the Lie group of isometries with some nontrivial…
The purpose of this article is to establish regularity and pointwise upper bounds for the (relative) fundamental solution of the heat equation associated to the weighted dbar-operator in $L^2(C^n)$ for a certain class of weights. The…
We consider the eigenvalue problem of certain kind of non-compact linear operators given as the sum of a multiplication and a kernel operator. A degenerate kernel method is used to approximate isolated eigenvalues. It is shown that entries…
As is known, the free heat-kernel on the integers (a modified Bessel function) is turned into the periodic free heat-kernel on the discrete circle by factoring, giving a pre-image sum. I generalise existing treatments by making the…
In this manuscript we consider the problem of jointly estimating multiple graphical models in high dimensions. We assume that the data are collected from n subjects, each of which consists of T possibly dependent observations. The graphical…
Recently, the joint probability density functions of complex eigenvalues for products of independent complex Ginibre matrices have been explicitly derived as determinantal point processes. We express truncated series coming from the…