Related papers: Heat kernel estimates for Markov processes with ju…
A stable-like process is a Feller process $(X_t)_{t\geq 0}$ taking values in $\mathbb{R}^d$ and whose generator behaves, locally, like an $\alpha$-stable L\'evy process, but the index $\alpha$ and all other characteristics may depend on the…
The paper deals with the asymptotic properties of a random jump process in a high contrast periodic medium in $\mathbb R^d$, $d\geq 1$. We show that if the coordinates of the random jump process in $\mathbb R^d$ are equipped with an extra…
It is well-known that stochastic processes on fractal spaces or in certain random media exhibit anomalous heat kernel behaviour. One manifestation of such irregular behaviour is the presence of fluctuations in the short- or long-time…
In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms satisfying a second moment condition. This…
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…
We establish global two-sided heat kernel estimates (for full time and space) of the Schr\"odinger operator $-\frac{1}{2}\Delta+V$ on $\R^d$, where the potential $V(x)$ is locally bounded and behaves like $c|x|^{-\alpha}$ near infinity with…
In this article, we prove a general and rather flexible upper bound for the heat kernel of a weighted heat operator on a closed manifold evolving by an intrinsic geometric flow. The proof is based on logarithmic Sobolev inequalities and…
Consider a non-symmetric generalized diffusion $X(\cdot)$ in ${\bbR}^d$ determined by the differential operator $A(\msx)=-\sum_{ij} \partial_ia_{ij}(\msx)\partial_j +\sum_i b_i(\msx)\partial_i$. In this paper the diffusion process is…
Bayesian analysis for Markov jump processes is a non-trivial and challenging problem. Although exact inference is theoretically possible, it is computationally demanding thus its applicability is limited to a small class of problems. In…
We obtain two-sided estimates for the heat kernel (or the fundamental function) associated with the following fractional Schr\"odinger operator with negative Hardy potential $$\Delta^{\alpha/2} -\lambda |x|^{-\alpha}$$ on $\RR^d$, where…
We prove genuinely sharp two-sided global estimates for heat kernels on all compact rank-one symmetric spaces. This generalizes the authors' recent result obtained for a Euclidean sphere of arbitrary dimension. Furthermore, similar heat…
Nash or Sobolev inequalities are known to be equivalent to ultracontractive properties of Markov semigroups, hence to uniform bounds on their kernel densities. In this work we present a simple and extremely general method, based on weighted…
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.
In the first part of this article, we prove two-sided estimates of hitting probabilities of balls, the potential kernel and the Green function for a ball for general isotropic unimodal L\'evy processes. Our bounds are sharp under the…
The Markov length was recently proposed as an information-theoretic diagnostic for quantum mixed-state phase transitions [Sang & Hsieh, Phys. Rev. Lett. 134, 070403 (2025)]. Here, we show that the Markov length diverges even under classical…
We consider random walks in a balanced i.i.d. random environment in $Z^d$ for $d\ge2$ and the corresponding discrete non-divergence form difference operators. We first obtain an exponential integrability of the heat kernel bounds. We then…
We consider continuous time simple random walks with arbitrary speed measure $\theta$ on infinite weighted graphs. Write $p_t(x,y)$ for the heat kernel of this process. Given on-diagonal upper bounds for the heat kernel at two points…
The Zaremba boundary-value problem is a boundary value problem for Laplace-type second-order partial differential operators acting on smooth sections of a vector bundle over a smooth compact Riemannian manifold with smooth boundary but with…
The paper deals with point-wise estimates for the heat kernel of a nonlocal convolution type operator with a kernel that decays at least exponentially at infinity. It is shown that the large time behaviour of the heat kernel depends…
In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels, in C^{1,1} open sets D in R^d, of a large class of subordinate Brownian motions with Gaussian components. When D is bounded, our sharp two-sided…