Related papers: Markov processes with jump kernels decaying at the…
Let $x \in \mathbb{R}^d$, $d \geq 3,$ and $f: \mathbb{R}^d \rightarrow \mathbb{R}$ be a twice differentiable function with all second partial derivatives being continuous. For $1\leq i,j \leq d$, let $a_{ij} : \mathbb{R}^d \rightarrow…
We introduce a new framework that yields spectral bounds on norms of functions of transition maps for finite, homogeneous Markov chains. The techniques employed work for bounded semigroups, in particular for classical as well as for quantum…
Suppose that $(X_t)_{t \ge 0}$ is a one-dimensional Brownian motion with negative drift $-\mu$. It is possible to make sense of conditioning this process to be in the state $0$ at an independent exponential random time and if we kill the…
In this paper, we consider the decay property of a special class of $d$-dimensional Markov processes, which can be viewed as a stopped network with the external customer being blocked to empty nodes. The exact value of the decay parameter…
We present a hypothesis for the universal properties of operators evolving under Hamiltonian dynamics in many-body systems. The hypothesis states that successive Lanczos coefficients in the continued fraction expansion of the Green's…
In this paper, we study the Martin kernels of general open sets associated with inaccessible points for a large class of purely discontinuous Feller processes in metric measure spaces. Let $D$ be an unbounded open set. Infinity is…
In this paper, we consider a large class of subordinate Brownian motions $X$ via subordinators with Laplace exponents which are complete Bernstein functions satisfying some mild scaling conditions at zero and at infinity. We first discuss…
In this paper, we utilize the framework of Markov processes to attain a more probabilistic perspective on the theory of transfer operators. In doing so, we establish a functional central limit theorem (FLCT) for an $O(N)$ model associated…
We continue the investigation of the spectral theory and exponential asymptotics of Markov processes, following Kontoyiannis and Meyn (2003). We introduce a new family of nonlinear Lyapunov drift criteria, characterizing distinct subclasses…
We study nonlocal operators acting on functions in the Euclidean space. The operators under consideration generate anisotropic jump processes, e.g., a jump process that behaves like a stable process in each direction but with a different…
This paper considers functional central limit theorems for stationary absolutely regular mixing processes. Bounds for the entropy with bracketing are derived using recent results in Nickl and P\"otscher (2007). More specifically, their…
By making full use of heat kernel estimates, we establish the integral tests on the zero-one laws of upper and lower bounds for the sample path ranges of symmetric Markov processes. In particular, these results concerning on upper rate…
In this paper, we establish some functional central limit theorems for a large class of general supercritical superprocesses with spatially dependent branching mechanisms satisfying a second moment condition. In the particular case when the…
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…
In this paper we develop a potential theory for strongly degenerate parabolic operators of the form \[ \mathcal{L}:=\nabla_X\cdot(A(X,Y,t)\nabla_X)+X\cdot\nabla_{Y}-\partial_t, \] in unbounded domains of the form \[…
The thesis studies linear and semilinear Dirichlet problems driven by different fractional Laplacians. The boundary data can be smooth functions or also Radon measures. The goal is to classify the solutions which have a singularity on the…
In this paper we study the Martin boundary of open sets with respect to a large class of purely discontinuous symmetric L\'evy processes in ${\mathbb R}^d$. We show that, if $D\subset {\mathbb R}^d$ is an open set which is $\kappa$-fat at a…
Martin boundaries and integral representations of positive functions which are harmonic in a bounded domain $D$ with respect to Brownian motion are well understood. Unlike the Brownian case, there are two different kinds of harmonicity with…
In this paper we prove a uniform and scale invariant boundary Harnack principle at infinity for a large class of purely discontinuous Feller processes on metric measure spaces.
Several classic problems for particles diffusing outside an arbitrary configuration of non-overlapping partially reactive spherical traps in three dimensions are revisited. For this purpose, we describe the generalized method of separation…