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Multistable processes are tangent at each point to a stable process, but where the index of stability and the index of localisability varies along the path. In this work, we give two estimators of the stability and the localisability…

Probability · Mathematics 2012-09-12 Ronan Le Guével

It is shown that many of the classical generalized isoperimetric inequalities for the Laplacian when viewed in terms of Brownian motion extend to a wide class of Levy processes. The results are derived from the multiple integral…

Probability · Mathematics 2009-07-10 Rodrigo Banuelos , Pedro J. Mendez-Hernandez

We show on- and off-diagonal upper estimates for the transition densities of symmetric Levy and Levy-type processes. To get the an-diagonal estimates we prove a Nash type inequality for the related Dirichlet form. For the off-diagonal…

Probability · Mathematics 2010-06-23 V. Knopova , R. Schilling

A classical problem of free-space Green's function $G_{0\Lambda}$ representations of the Helmholtz equation is studied in various quasi-periodic cases, i.e., when an underlying periodicity is imposed in less dimensions than is the dimension…

Mathematical Physics · Physics 2007-05-23 Alexander Moroz

We show existence, uniqueness and positivity for the Green's function of the operator $(\Delta_g + \alpha)^k$ in a closed Riemannian manifold $(M,g)$, of dimension $n>2k$, $k\in \mathbb{N}$, $k\geq 1$, with Laplace-Beltrami operator…

Analysis of PDEs · Mathematics 2024-12-12 Lorenzo Carletti

This is the second of two papers on the end-to-end distance of a weakly self-repelling walk on a four dimensional hierarchical lattice. It completes the proof that the expected value grows as a constant times \sqrt{T} log^{1/8}T (1+O((log…

Mathematical Physics · Physics 2016-09-07 David C. Brydges , John Z. Imbrie

In this paper we study the asymptotic properties of the power variations of stochastic processes of the type X=Y+L, where L is an alpha-stable Levy process, and Y a perturbation which satisfies some mild Lipschitz continuity assumptions. We…

Probability · Mathematics 2008-11-25 C. Hein , P. Imkeller , I. Pavlyukevich

We show that the acoustic Green`s function for a half-space impedance problem in arbitrary spatial dimension d can be written as a sum of two terms, each of which is the product of an exponential function with the eikonal in the argument…

Numerical Analysis · Mathematics 2024-08-08 C. Lin , J. M. Melenk , S. Sauter

In this paper we consider Harnack inequalities with respect to a symmetric $\alpha$-stable L\'evy process $X$ in $\mathbb{R}^d$, $\alpha \in (0,2)$, $d\geq 2$. We study the example from the article \cite{bg-sz-1}. There, the authors have…

Probability · Mathematics 2015-03-18 Marina Sertic

Consider a discrete uniformly elliptic divergence form equation on the $d$ dimensional lattice $\Z^d$ with random coefficients. It has previously been shown that if the random environment is translational invariant, then the averaged…

Analysis of PDEs · Mathematics 2011-01-26 Joseph G. Conlon , Thomas Spencer

We compute the Green's function for the Hodge Laplacian on the symmetric spaces M\times\Sigma, where M is a simply connected n-dimensional Riemannian or Lorentzian manifold of constant curvature and \Sigma is a simply connected Riemannian…

Analysis of PDEs · Mathematics 2015-05-13 Alberto Enciso , Niky Kamran

This paper is concerned with the study of Green's functions for one dimensional diffusions with constant diffusion coefficient and linear time inhomogeneous drift. It is well know that the whole line Green's function is given by a Gaussian.…

Analysis of PDEs · Mathematics 2021-03-09 Joseph G. Conlon , Michael Dabkowski

A new perspective of the Green's function in a boundary value problem as the only eigenstate in an auxiliary formulation is introduced. In this treatment, the Green's function can be perceived as a defect state in the presence of a…

Mesoscale and Nanoscale Physics · Physics 2021-05-26 Jose D. H. Rivero , Li Ge

The basic mathematical properties of Green's functions used in statistical mechanics as well as the equations defining these functions and the techniques of solving these equations are reviewed. An approach is presented called the…

Statistical Mechanics · Physics 2007-05-23 V. I. Yukalov

In this paper we study Green measures for certain classes of random time change Markov processes where the random time change are inverse subordinators. We show the existence of the Green measure for these processes under the condition of…

Probability · Mathematics 2020-08-11 José L. da Silva , Yuri Kondratiev

We present a new method for calculating the Green functions for a lattice scalar field theory in $D$ dimensions with arbitrary potential $V(\phi)$. The method for non-perturbative evaluation of Green functions for $D \! = \! 1$ is…

High Energy Physics - Theory · Physics 2009-10-28 Y. Sumino

Limit theorems for the normalized laws with respect to two kinds of weight functionals are studied for any symmetric stable L\'evy process of index $ 1 < \alpha \le 2 $. The first kind is a function of the local time at the origin, and the…

Probability · Mathematics 2008-07-29 Kouji Yano , Yuko Yano , Marc Yor

We consider a class of L\'evy-type processes on which spectral analysis technics can be made to produce optimal results, in particular for the decay rate of their survival probability and for the spectral gap of their ground state…

Probability · Mathematics 2023-06-30 Grégoire Véchambre

An integral relation is established between the Green functions corresponding to two Hamiltonians which are supersymmetric (SUSY) partners and in general may possess both discrete and continuous spectra. It is shown that when the continuous…

Quantum Physics · Physics 2009-11-11 B F Samsonov , C V Sukumar , A M Pupasov

We prove limit theorems for rescaled occupation time fluctuations of a (d,alpha,beta)-branching particle system (particles moving in R^d according to a spherically symmetric alpha-stable Levy process, (1+beta)-branching, 0<beta<1, uniform…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk
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