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We consider a diffusion process $X$ in a random L\'{e}vy potential $\mathbb{V}$ which is a solution of the informal stochastic differential equation \begin{eqnarray*}\cases{dX_t=d\beta_t-{1/2}\mathbb{V}'(X_t) dt,\cr X_0=0,}\end{eqnarray*}…

Probability · Mathematics 2008-01-03 Arvind Singh

We study a system of $N$ non-interacting spin-less fermions trapped in a confining potential, in arbitrary dimensions $d$ and arbitrary temperature $T$. The presence of the trap introduces an edge where the average density of fermions…

Statistical Mechanics · Physics 2016-12-20 David S. Dean , Pierre Le Doussal , Satya N. Majumdar , Gregory Schehr

In this paper we establish the existence and uniqueness of heat kernels to a large class of time-inhomogenous non-symmetric nonlocal operators with Dini's continuous kernels. Moreover, quantitative estimates including two-sided estimates,…

Analysis of PDEs · Mathematics 2020-10-09 Zhen-Qing Chen , Xicheng Zhang

We develop the information geometry of L\'evy processes. Deriving $\alpha$-divergences directly in terms of the L\'evy triplets of the L\'evy processes, we identify Fisher information matrix and $\alpha$-connection on the statistical…

Statistics Theory · Mathematics 2026-03-24 Jaehyung Choi

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…

Probability · Mathematics 2019-08-22 Zhen-Qing Chen , Takashi Kumagai , Jian Wang

Motivated by the study of relativistic atoms, we prove sharp heat kernel bounds for the Hardy operator $(-\Delta)^{\alpha/2}-\kappa|x|^{-\alpha}$ acting on functions of the form $u(|x|) |x|^{\ell} Y_{\ell,m}(x/|x|)$ in $L^2(\R^d)$, when…

Analysis of PDEs · Mathematics 2025-06-11 Krzysztof Bogdan , Konstantin Merz

The shot-down process is a strong Markov process which is annihilated, or shot down, when jumping over or to the complement of a given open subset of a vector space. Due to specific features of the shot-down time, such processes suggest new…

We consider a variant of the sticky disk energy where distances between particles are evaluated through the sup norm $\lVert\cdot\rVert_\infty$ in the plane. We first prove crystallization of minimizers in the square lattice, for any fixed…

Analysis of PDEs · Mathematics 2025-03-27 Giacomo Del Nin , Lucia De Luca

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

We prove that kernel density estimation on symmetric spaces of non-compact type, whose L2-risk was bounded above in previous work (Asta,2021), in fact achieves a minimax rate of convergence. With this result, the story for kernel density…

Statistics Theory · Mathematics 2024-03-18 Dena Marie Asta

We construct a quantum system of spherical spins with a continuous local symmetry. The model is exactly soluble in the thermodynamic limit and exhibits a number of interesting properties. We show that the local symmetry is spontaneously…

High Energy Physics - Theory · Physics 2015-02-18 Pedro R. S. Gomes , P. F. Bienzobaz

By using the existing sharp estimates of density function for rotationally invariant symmetric $\alpha$-stable L\'{e}vy processes and rotationally invariant symmetric truncated $\alpha$-stable L\'{e}vy processes, we obtain that Harnack…

Probability · Mathematics 2011-05-17 Jian Wang

The atomization energies of molecules from first-principles density functional approximations improve from the local spin-density approximation (LSDA) to the Perdew-Burke-Ernzerhof (PBE)) generalized gradient approximation (GGA) to the…

Chemical Physics · Physics 2024-06-19 Shah Tanvir ur Rahman Chowdhury , John P. Perdew

In [Kozma-Toth, Ann. Probab. v 45, pp 4307-4347 (2017)] the weak CLT was established for random walks in doubly stochastic (or, divergence-free) random environments, under the following conditions: 1. Strict ellipticity assumed for the…

Probability · Mathematics 2025-01-03 Bálint Tóth

This article investigates the long-time behavior of conservative affine processes on the cone of symmetric positive semidefinite $d\times d$-matrices. In particular, for conservative and subcritical affine processes on this cone we show…

Probability · Mathematics 2019-05-16 Martin Friesen , Peng Jin , Jonas Kremer , Barbara Rüdiger

There is a well known analogy between the Laughlin trial wave function for the fractional quantum Hall effect, and the Boltzmann factor for the two-dimensional one-component plasma. The latter requires analytic continuation beyond the…

Statistical Mechanics · Physics 2015-05-27 T. Can , P. J. Forrester , G. Tellez , P. Wiegmann

Let $X,U,Y$ be spherically symmetric distributed having density $$\eta^{d +k/2} \, f\left(\eta(\|x-\theta|^2+ \|u\|^2 + \|y-c\theta\|^2 ) \right)\,,$$ with unknown parameters $\theta \in \mathbb{R}^d$ and $\eta>0$, and with known density…

Statistics Theory · Mathematics 2018-07-13 Dominique Fourdrinier , Éric Marchand , William E. Strawderman

Let $L$ be a closed, densely defined operator of type $ \omega $ on $ L^2(\mathbb{R}^n)$ with $0 \leq \omega < \pi/2 $. We assume that $ L $ possesses a bounded $ H_\infty $-functional calculus and that its heat kernel satisfies suitable…

Classical Analysis and ODEs · Mathematics 2026-04-10 Xueting Han , Xuejing Huo

In this paper we study the spectral heat content for various L\'evy processes. We establish the asymptotic behavior of the spectral heat content for L\'{e}vy processes of bounded variation in $\mathbb{R}^{d}$, $d\geq 1$. We also study the…

Probability · Mathematics 2018-11-29 Tomasz Grzywny , Hyunchul Park , Renming Song

Under an appropriate regular variation condition, the affinely normalized partial sums of a sequence of independent and identically distributed random variables converges weakly to a non-Gaussian stable random variable. A functional version…

Probability · Mathematics 2012-10-12 Bojan Basrak , Danijel Krizmanić , Johan Segers