Related papers: Heat content for Gaussian processes: small-time as…

The relative heat content associated with a subset $\Omega\subset M$ of a sub-Riemannian manifold, is defined as the total amount of heat contained in $\Omega$ at time $t$, with uniform initial condition on $\Omega$, allowing the heat to…

Consider a random walk $S_n=\sum_{i=1}^n X_i$ with independent and identically distributed real-valued increments with zero mean, finite variance and moment of order $2 + \delta$ for some $\delta>0$. For any starting point $x\in \mathbb R$,…

We show in the smooth category that the heat trace asymptotics and the heat content asymptotics can be made to grow arbitrarily rapidly. In the real analytic context, however, this is not true and we establish universal bounds on their…

In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…

We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…

This paper aims to study the asymptotic behaviour of the fundamental solutions (heat kernels) of non-local (partial and pseudo differential) equations with fractional operators in time and space. In particular, we obtain exact asymptotic…

We consider a class of fourth order uniformly elliptic operators in planar Euclidean domains and study the associated heat kernel. For operators with $L^{\infty}$ coefficients we obtain Gaussian estimates with best constants, while for…

It is common to model a deterministic response function, such as the output of a computer experiment, as a Gaussian process with a Mat\'ern covariance kernel. The smoothness parameter of a Mat\'ern kernel determines many important…

We obtain monotonicity and convexity results for the heat content of domains in Riemannian manifolds and in Euclidean space subject to various initial temperature conditions. We introduce the notion of a strictly decreasing temperature set,…

Maximum likelihood estimators for time-dependent mean functions within Gaussian processes are provided in the context of continuous observations. We find the widest possible class of mean functions for which the likelihood function can be…

This paper is devoted to numerical simulations of the short-term behavior of the spatial temperature distribution in a geothermal energy storage. Such simulations are needed for the optimal control and management of residential heating…

In this paper, we present some asymptotic properties of the normalized inverse-Gaussian process. In particular, when the concentration parameter is large, we establish an analogue of the empirical functional central limit theorem, the…

We consider a system of $d$ non-linear stochastic heat equations driven by an $m$-dimensional space-time white noise on $\mathbb{R}_+\times \mathbb{R}$. In this paper we study the asymptotic behavior of spatial averages over large intervals…

Let $D$ be a bounded, connected, open set in Euclidean space $\mathbb{R}^{2}$ with polygonal boundary. Suppose $D$ has initial temperature $1$ and the complement of $D$ has initial temperature $0$. We obtain the asymptotic behaviour of the…

Let $\mathbf{X}=\{X_t\}_{t\geq 0}$ be a L\'evy process in $\mathbb{R}^d$ and $\Omega$ be an open subset of $\mathbb{R}^d$ with finite Lebesgue measure. In this article we consider the quantity $H (t) = \int_{\Omega}\mathbb{P}_{x} (X_t\in…

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…

In the context of nonequilibrium quantum thermodynamics, variables like work behave stochastically. A particular definition of the work probability density function (pdf) for coherent quantum processes allows the verification of the quantum…

Let $\mathbf{X}=\{X_t\}_{t\geq 0}$ be a L\'evy process in $\mathbb{R}^d$ and $\Omega$ be an open subset of $\mathbb{R}^d$ with finite Lebesgue measure. In this article we consider the quantity $H(t)=\int_{\Omega} \mathbb{P}^x…

We find that the conditional statistics of temperature difference at fixed values of the locally averaged temperature dissipation rate in turbulent convection become Gaussian in the regime where the mixing dynamics is expected to be driven…

We study the variance of the number of zeroes of a stationary Gaussian process on a long interval. We give a simple asymptotic description under mild mixing conditions. This allows us to characterise minimal and maximal growth. We show that…