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We suggest a systematic calculational scheme for heat kernels of covariant nonminimal operators in causal theories whose characteristic surfaces are null with respect to a generic metric. The calculational formalism is based on a…

In this paper, we study the transition densities of pure-jump symmetric Markov processes in $ {{\mathbb R}}^d$, whose jumping kernels are comparable to radially symmetric functions with mixed polynomial growths. Under some mild assumptions…

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…

Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) have a wide range of applications. In particular, high-dimensional PDEs with gradient-dependent nonlinearities appear often in the…

In this book we establish under suitable assumptions the uniqueness and existence of viscosity solutions of Kolmogorov backward equations for stochastic partial differential equations (SPDEs). In addition, we show that this solution is the…

A kernel method for estimating a probability density function (pdf) from an i.i.d. sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined by a linear…

Working within the framework of the covariant perturbation theory, we obtain the coincidence limit of the heat kernel of an elliptic second order differential operator that is applicable to a large class of quantum field theories. The basis…

In this paper, we focus on strongly local regular Dirichlet forms, especially those satisfying Morrey-type inequalities. We prove the equivalence between resistance estimates and heat kernel estimates in this case. Self-similar forms on…

Regularity estimates for an integral operator with a symmetric continuous kernel on a convex bounded domain are derived. The covariance of a mean-square continuous random field on the domain is an example of such an operator. The estimates…

We study the density estimation problem with observations generated by certain dynamical systems that admit a unique underlying invariant Lebesgue density. Observations drawn from dynamical systems are not independent and moreover, usual…

We prove sharp two-sided global estimates for the heat kernel associated with a Euclidean sphere of arbitrary dimension. This solves a long-standing open problem.

We consider a large class of symmetric pure jump Markov processes dominated by isotropic unimodal L\'evy processes with weak scaling conditions. First, we establish sharp two-sided heat kernel estimates for these processes in $C^{1,1}$ open…

We propose the multiple reflection expansion as a tool for the calculation of heat kernel coefficients. As an example, we give the coefficients for a sphere as a finite sum over reflections, obtaining as a byproduct a relation between the…

The $L\_2$-minimax risk in Sobolev classes of densities with non-integer smoothness index is shown to have an analog form to that in integer Sobolev classes. To this end, the notion of Sobolev classes is generalized to fractional…

The results on the heat kernel expansion for the electromagnetic field in the background of dielectric media are briefly reviewed. The common approaches to the calculation of the heat kernel coefficients are discussed from the viewpoint of…

In this paper, we consider the following symmetric non-local Dirichlet forms of pure jump type on metric measure space $(M,d,\mu)$: $$\mathcal{E}(f,g)=\int_{M\times M} (f(x)-f(y))(g(x)-g(y))\,J(dx,dy),$$ where $J(dx,dy)$ is a symmetric…

In this paper, Kernel Density Estimation (KDE) as a non-parametric estimation method is used to investigate statistical properties of nuclear spectra. The deviation to regular or chaotic dynamics, is exhibited by closer distances to Poisson…

We consider the heat-kernel on a manifold whose boundary is piecewise smooth. The set of independent geometrical quantities required to construct an expression for the contribution of the boundary discontinuities to the C_{2} heat-kernel…

An isolated mixture of smooth, inelastic hard spheres supports a homogeneous cooling state with different kinetic temperatures for each species. This phenomenon is explored here by molecular dynamics simulation of a two component fluid,…

The spectral density function describes the second-order properties of a stationary stochastic process on $\mathbb{R}^d$. This paper considers the nonparametric estimation of the spectral density of a continuous-time stochastic process…