English
Related papers

Related papers: Local limit theorem of Brownian motion on metric t…

200 papers

Consider the heat kernel $p(t,x,y)$ on the universal cover $X$ of a Riemannian manifold $M$ of negative curvature. We show the local limit theorem for $p$ : $$\lim_{t \to \infty} t^{3/2}e^{\lambda_0 t} p(t,x,y)=C(x,y),$$ where $\lambda_0$…

Dynamical Systems · Mathematics 2020-05-27 François Ledrappier , Seonhee Lim

Let $\{B_{t}\}_{t\geq0}$ be a $d$-dimensional fractional Brownian motion with Hurst parameter $0<H<1$, where $d\geq2$. Consider the approximation of the self-intersection local time of $B$, defined as \begin{align*} I_{T}^{\varepsilon}…

Probability · Mathematics 2017-01-20 Arturo Jaramillo , David Nualart

Let $(X,d)$ be a proper ultrametric space. Given a measure $m$ on $X$ and a function $B \mapsto C(B)$ defined on the collection of all non-singleton balls $B$ of $X$, we consider the associated hierarchical Laplacian $L=L_{C}\,$. The…

Probability · Mathematics 2019-01-23 Alexander Bendikov , Wojciech Cygan , Wolfgang Woess

The infinite Brownian loop on a Riemannian manifold is the limit in distribution of the Brownian bridge of length $T$ around a fixed origin when $T \rightarrow +\infty$. The aim of this note is to study its long-time asymptotics on…

Analysis of PDEs · Mathematics 2023-01-25 Effie Papageorgiou

A multi cone domain $\Omega \subseteq \mathbb{R}^n$ is an open, connected set that resembles a finite collection of cones far away from the origin. We study the rate of decay in time of the heat kernel $p(t,x,y)$ of a Brownian motion killed…

Probability · Mathematics 2015-01-26 Pierre Collet , Mauricio Duarte , Servet Martinez , Arturo Prat-Waldron , Jaime San Martin

In this article, we introduce Brownian motion on stable looptrees using resistance techniques. We prove an invariance principle characterising it as the scaling limit of random walks on discrete looptrees, and prove precise local and global…

Probability · Mathematics 2020-12-15 Eleanor Archer

Let $\{B_{t}\}_{t\geq0}$ be a fractional Brownian motion with Hurst parameter $\frac{2}{3}<H<1$. We prove that the approximation of the derivative of self-intersection local time, defined as \begin{align*} \alpha_{\varepsilon} &=…

Probability · Mathematics 2015-12-23 Arturo Jaramillo , David Nualart

We consider a random walk $(Y_N)_{N\geq 0}$ on $\mathbb{R}^2$ generated by successively applying independent random isometries, drawn from a fixed measure $\mu$, to the point $0$. When the support of $\mu$ is finite and includes an…

Probability · Mathematics 2026-01-26 Reuben Drogin , Felipe Hernández

We establish finite-dimensional central limit theorems for local, additive, interaction functions of temporally evolving point processes. The dynamics are those of a spatial Poisson process on the flat torus with points subject to a…

Probability · Mathematics 2026-01-26 Efe Onaran , Omer Bobrowski , Robert J. Adler

This paper aims at proving the local boundedness and continuity of solutions of the heat equation in the context of Dirichlet spaces under some rather weak additional assumptions. We consider symmetric local regular Dirichlet forms which…

Analysis of PDEs · Mathematics 2020-11-16 Qi Hou , Laurent Saloff-Coste

The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. We use Dirichlet form methods to construct…

Probability · Mathematics 2011-10-12 Siva Athreya , Michael Eckhoff , Anita Winter

Let M be a compact Riemannian manifold with smooth boundary. We obtain the exact long time asymptotic behaviour of the heat kernel on abelian coverings of M with mixed Dirichlet and Neumann boundary conditions. As an application, we study…

Analysis of PDEs · Mathematics 2018-04-05 Xi Geng , Gautam Iyer

Let $T_{c,\beta}$ denote the smallest $t\ge1$ that a continuous, self-similar Gaussian process with self-similarity index $\alpha>0$ moves at least $\pm c t^\beta$ units. We prove that: (i) If $\beta>\alpha$, then $T_{c,\beta}=\infty$ with…

Probability · Mathematics 2025-10-31 Davar Khoshnevisan , Cheuk Yin Lee

We study the existence and uniqueness of the heat kernel on infinite, locally finite, connected graphs. For general graphs, a uniqueness criterion, shown to be optimal, is given in terms of the maximal valence on spheres about a fixed…

Spectral Theory · Mathematics 2008-04-24 Radoslaw K. Wojciechowski

Let $R_T$ be the Ricci matrix of a finite tree $T$ introduced in \cite{BaiChengHua2026}, the largest eigenvalue $\lambda_{\max}(R_T)$ determines the sign of a discrete Einstein metric curvature on the tree. This paper investigates the…

Differential Geometry · Mathematics 2026-05-25 Shuliang Bai , Haoxuan Cheng , Bobo Hua

A local Tb theorem is an L^2 boundedness criterion by which the question of the global behavior of an operator is reduced to its local behavior, acting on a family of test functions b_Q indexed by the dyadic cubes. We present several…

Classical Analysis and ODEs · Mathematics 2016-08-03 Ana Grau de la Herran , Steve Hofmann

On a countable tree $T$, allowing vertices with infinite degree, we consider an arbitrary stochastic irreducible nearest neighbour transition operator $P$. We provide a boundary integral representation for general eigenfunctions of $P$ with…

Functional Analysis · Mathematics 2022-06-10 Massimo A. Picardello , Wolfgang Woess

We study a system of branching Brownian motions on $\mathbb R$ with annihilation: at each branching time a new particle is created and the leftmost one is deleted. In [7] it has been studied the case of strictly local creations (the new…

Probability · Mathematics 2017-11-27 A. De Masi , P. A. Ferrari , E. Presutti , N. Soprano-Loto

We consider a countable tree $T$, possibly having vertices with infinite degree, and an arbitrary stochastic nearest neighbour transition operator $P$. We provide a boundary integral representation for general eigenfunctions of $P$ with…

Functional Analysis · Mathematics 2022-06-10 Massimo A. Picardello , Wolfgang Woess

We study the potential theory of a large class of infinite dimensional L\'evy processes, including Brownian motion on abstract Wiener spaces. The key result is the construction of compact Lyapunov functions, i.e. excessive functions with…

Probability · Mathematics 2010-07-27 Lucian Beznea , Aurel Cornea , Michael Röckner
‹ Prev 1 2 3 10 Next ›