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Quenched and annealed heat kernel estimates are established for Fontes-Isopi-Newman (FIN) processes on spaces equipped with a resistance form. These results are new even in the case of the one-dimensional FIN diffusion, and also apply to…

Probability · Mathematics 2017-11-28 David Croydon , Ben Hambly , Takashi Kumagai

We consider a heat kernel approach for the development of stochastic pricing kernels. The kernels are constructed by positive propagators, which are driven by time-inhomogeneous Markov processes. We multiply such a propagator with a…

Computational Finance · Quantitative Finance 2010-12-10 Jiro Akahori , Andrea Macrina

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

The rate of convergence of weighted kernel herding (WKH) and sequential Bayesian quadrature (SBQ), two kernel-based sampling algorithms for estimating integrals with respect to some target probability measure, is investigated. Under…

Machine Learning · Statistics 2021-11-02 Rajiv Khanna , Liam Hodgkinson , Michael W. Mahoney

There is a special relation between the spectrum and the {\it truncated} heat kernel of the Euclidean BTZ black hole with the Patterson-Selberg zeta function. Using an orbifold description of this relation we calculate the on-shell…

High Energy Physics - Theory · Physics 2008-12-18 A. A. Bytsenko , M. E. X. Guimaraes

In this article, we establish Gaussian decay for the Box_b-heat kernel on polynomial models in C^2. Our technique attains the exponential decay via a partial Fourier transform. On the transform side, the problem becomes finding quantitative…

Complex Variables · Mathematics 2014-06-26 Albert Boggess , Andrew Raich

We derive detailed and integral quantum fluctuation theorems for heat exchange in a quantum correlated bipartite thermal system using the framework of dynamic Bayesian networks. Contrary to the usual two-projective-measurement scheme that…

Quantum Physics · Physics 2020-03-11 Kaonan Micadei , Gabriel T. Landi , Eric Lutz

We establish heat kernel upper bounds for a continuous-time random walk under unbounded conductances satisfying an integrability assumption, where we correct and extend recent results by the authors to a general class of speed measures. The…

Probability · Mathematics 2019-01-17 Sebastian Andres , Jean-Dominique Deuschel , Martin Slowik

We approximate the heat kernel $h(x,y,t)$ on a compact connected Riemannian manifold $M$ without boundary uniformly in $(x,y,t)\in M\times M\times [a,b]$, $a>0$, by $n$-fold integrals over $M^n$ of the densities of Brownian bridges.…

Probability · Mathematics 2020-03-03 Evelina Shamarova , Alexandre B. Simas

This paper considers the properties of Dirichlet Spaces of Homogeneous type which consist of band limited functions that are nearly exponential localizations on $\mathbb{R}^k.$ This is a powerful tool in harmonic analysis and it makes…

Functional Analysis · Mathematics 2025-12-23 J. I. Opadara , M. E. Egwe

We give large-time asymptotic estimates, both in uniform and $L^1$ norms, for solutions of the Dirichlet heat equation in the complement of a bounded open set of $\mathbb{R}^d$ satisfying certain technical assumptions. We always assume that…

Analysis of PDEs · Mathematics 2025-03-04 José A. Cañizo , Alejandro Gárriz , Fernando Quirós

Let $(\mathbb M, d,\mu)$ be a metric measure space with upper and lower densities: $$ \begin{cases} |||\mu|||_{\beta}:=\sup_{(x,r)\in \mathbb M\times(0,\infty)} \mu(B(x,r))r^{-\beta}<\infty;\\ |||\mu|||_{\beta^{\star}}:=\inf_{(x,r)\in…

Analysis of PDEs · Mathematics 2019-08-22 Jizheng Huang , Pengtao Li , Yu Liu , Shaoguang Shi

Quantum integrable models display a rich variety of non-thermal excited states with unusual properties. The most common way to probe them is by performing a quantum quench, i.e., by letting a many-body initial state unitarily evolve with an…

This paper is devoted to the homogenization of the heat conduction equation, with a homogeneous Dirichlet boundary condition, having a periodically oscillating thermal conductivity and a vanishing volumetric heat capacity. A homogenization…

Analysis of PDEs · Mathematics 2019-06-06 Tatiana Danielsson , Pernilla Johnsen

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and…

Econometrics · Economics 2019-05-28 Ryo Okui , Takahide Yanagi

We investigate heat kernel estimates of the form $p_{t}(x, x)\geq c_{x}t^{-\alpha},$ for large enough $t,$ where $\alpha$ and $c_{x}$ are positive reals and $c_{x}$ may depend on $x,$ on manifolds having at least one end.

Differential Geometry · Mathematics 2022-01-19 Alexander Grigor'yan , Philipp Sürig

Under the assumption that data lie on a compact (unknown) manifold without boundary, we derive finite sample bounds for kernel smoothing and its (first and second) derivatives, and we establish asymptotic normality through Berry-Esseen type…

Statistics Theory · Mathematics 2026-01-26 Eunseong Bae , Wolfgang Polonik

This paper provides sharp Dirichlet heat kernel estimates in inner uniform domains, including bounded inner uniform domains, in the context of certain (possibly non-symmetric) bilinear forms resembling Dirichlet forms. For instance, the…

Functional Analysis · Mathematics 2016-05-17 Janna Lierl , Laurent Saloff-Coste

In this paper, we study purely discontinuous symmetric Markov processes on closed subsets of ${\mathbb R}^d$, $d\ge 1$, with jump kernels of the form $J(x,y)=|x-y|^{-d-\alpha}{\mathcal B}(x,y)$, $\alpha\in (0,2)$, where the function…

Probability · Mathematics 2026-01-01 Soobin Cho , Panki Kim , Renming Song , Zoran Vondraček

The heat kernel method is extended to the case of finite temperature. Special emphasis is given to the study of gauge theories. Due to the compactness of space in the Euclidean time direction (inverse temperature) the field strength cannot…

High Energy Physics - Theory · Physics 2007-05-23 Stefan Leupold