Related papers: Subordinators and generalized heat kernels: Random…
We obtain a vector-valued subordination principle for $(g_{\alpha}, g_{\alpha})$-regularized resolvent families which unified and improves various previous results in the literature. As a consequence we establish new relations between…
We provide a general construction of quantum generalized master equations with memory kernel leading to well defined, that is completely positive and trace preserving, time evolutions. The approach builds on an operator generalization of…
Heat conduction in one-dimensional (1D) systems is studied based on an analytical S-matrix method, which is developed in the mesoscopic electronic transport theory and molecular dynamic (MD) simulations. It is found that heat conduction in…
From the final and interior temperature measurements identifying the source term with initial temperature simultaneously is an inverse heat conduction problem which is a kind of ill-posed. The optimal control framework has been found to be…
We study the large-time behavior of the continuous-time heat kernel and of solutions to the heat equation on homogeneous trees. First, we derive sharp asymptotic formulas for the heat kernel as $t\to\infty$. Second, using them, we show that…
We consider general subordination and obtain the formula of the subordinated predictable compensator. An example of application is given.
The aim of this paper is to construct (explicit) heat kernels for some hybrid evolution equations which arise in physics, conformal geometry and subelliptic PDEs. Hybrid means that the relevant partial differential operator appears in the…
In this work, we introduce a new process by modifying the kernel in the time domain representation of the generalized Hermite process. This modification is constructed by means of multiplication of the kernel in the time definition of the…
Physically-inspired latent force models offer an interpretable alternative to purely data driven tools for inference in dynamical systems. They carry the structure of differential equations and the flexibility of Gaussian processes,…
Large-scale behavior of a wide class of spatial and spatiotemporal processes is characterized in terms of informational measures. Specifically, subordinated random fields defined by non-linear transformations on the family of homogeneous…
This paper is twofold. The first part aims to study the long-time asymptotic behavior of solutions to the heat equation on Riemannian symmetric spaces $G/K$ of noncompact type and of general rank. We show that any solution to the heat…
In this paper, we consider subordinate symmetric Markov processes which correspond to non-killing Dirichlet forms enjoying heat kernel estimates on a metric measure space with the volume doubling property. We obtain estimates of the jump…
Modeling of longitudinal cohort data typically involves complex temporal dependencies between multiple variables. There, the transformer architecture, which has been highly successful in language and vision applications, allows us to…
In the paper we study the models of time-changed Poisson and Skellam-type processes, where the role of time is played by compound Poisson-Gamma subordinators and their inverse (or first passage time) processes. We obtain explicitly the…
Hawkes process (HP) is a point process with a conditionally dependent intensity function. This paper defines the tempered fractional Hawkes process (TFHP) by time-changing the HP with an inverse tempered stable subordinator. We obtained…
In this paper, we analyze a L{\'e}vy model based on two popular concepts - subordination and L{\'e}vy copulas. More precisely, we consider a two-dimensional L{\'e}vy process such that each component is a time-changed (subordinated) Brownian…
Many learning problems require uncovering a hidden ordering that reveals structure in unordered data, such as monotonicity in sorting or spatial continuity in jigsaw reconstruction. In these settings, permutations can be learned as latent…
This article focuses on properties of monotone convolutions. A criterion for infinite divisibility and time evolution of convolution semigroups are mainly studied. In particular, we clarify that many analogues of the classical results of…
We study the finite-temperature scrambling behavior of a quantum system described by a Hamiltonian chosen from a random matrix ensemble. This effectively (0+1)-dimensional model admits an exact calculation of various ensemble-averaged…
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…