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Related papers: Parabolic Harnack inequality and heat kernel estim…

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Consider the long-range percolation model on the integer lattice $\mathbb{Z}^d$ in which all nearest-neighbour edges are present and otherwise $x$ and $y$ are connected with probability $q_{x,y}:=1-\exp(-|x-y|^{-s})$, independently of the…

Probability · Mathematics 2022-04-08 Van Hao Can , David A. Croydon , Takashi Kumagai

Continuous time random Walk model has been versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as disordered or porous media. We are studying the continuous limits of Heterogeneous…

Statistical Mechanics · Physics 2020-06-23 Liubov Tupikina

We obtain a uniform boundary Harnack principle (BHP) on any open sets for a large class of non-local operators on metric measure spaces under a jump measure comparability and tail estimate condition, and an upper bound condition on the…

Probability · Mathematics 2024-10-29 Shiping Cao , Zhen-Qing Chen

We study a symmetric diffusion process on $\mathbb{R}^d$, $d\geq 2$, in divergence form in a stationary and ergodic random environment. The coefficients are assumed to be degenerate and unbounded but satisfy a moment condition. We derive…

Probability · Mathematics 2021-05-17 Peter Taylor

The heat kernel expansion on even-dimensional hyperbolic spaces is asymptotic at both short and long times, with interestingly different Borel properties for these short and long time expansions. Resummations in terms of incomplete gamma…

High Energy Physics - Theory · Physics 2023-05-31 Gerald V. Dunne

We study weak Harnack inequality and a priori H\"older regularity of harmonic functions for symmetric nonlocal Dirichlet forms on metric measure spaces with volume doubling condition. Our analysis relies on three main assumptions: the…

Analysis of PDEs · Mathematics 2024-07-24 Soobin Cho

Auscher, McIntosh and Tchamitchian studied the heat kernels of second order elliptic operators in divergence form with complex bounded measurable coefficients on $\mathbb{R}^n$. In particular, in the case when $n=2$ they obtained Gaussian…

Analysis of PDEs · Mathematics 2008-07-22 Seick Kim

The paper presents two results. The first one provides separate conditions for the upper and lower estimate of the distribution of the exit time from balls of a random walk on a weighted graph. The main result of the paper is that the lower…

Probability · Mathematics 2008-01-29 Andras Telcs

This paper studies the sampling observability for the heat equations with memory in the lower-order term, where the observation is conducted at a finite number of time instants and on a small open subset at each time instant. We present a…

Optimization and Control · Mathematics 2024-11-22 Lingying Ma , Gengsheng Wang , Yubiao Zhang

High dimensional structured data such as text and images is often poorly understood and misrepresented in statistical modeling. The standard histogram representation suffers from high variance and performs poorly in general. We explore…

Machine Learning · Computer Science 2012-06-26 Joshua Dillon , Yi Mao , Guy Lebanon , Jian Zhang

We study parabolic equations governed by integro-differential operators with nonlocal components in some directions and local components in the remaining directions. The setting contains the purely nonlocal, as well as the purely local…

Analysis of PDEs · Mathematics 2023-09-08 Jamil Chaker , Moritz Kassmann , Marvin Weidner

In this paper, we introduce a general theoretical framework for nonparametric hazard rate estimation using associated kernels, whose shapes depend on the point of estimation. Within this framework, we establish rigorous asymptotic results,…

Statistics Theory · Mathematics 2025-10-07 Luce Breuil , Sarah Kaakaï

We determine the decay rate of the bottom crossing probability for symmetric jump processes under the condition on heat kernel estimates. Our results are applicable to symmetric stable-like processes and stable-subordinated diffusion…

Probability · Mathematics 2016-12-15 Yuichi Shiozawa

We study heat kernel estimates for symmetric pure jump processes on general metric measure spaces. Building on recent progress in the local setting due to S.~Eriksson-Bique, we develop a non-local version of the Whitney blending technique…

Probability · Mathematics 2026-02-09 Mathav Murugan

The quantization of gauge fields and gravitation on manifolds with boundary makes it necessary to study boundary conditions which involve both normal and tangential derivatives of the quantized field. The resulting one-loop divergences can…

High Energy Physics - Theory · Physics 2009-10-30 Ivan G. Avramidi , G. Esposito

We show two-sided bounds of heat kernel for anisotropic non-singular symmetric pure jump Markov process whose jump kernel $J(x,y)$ is comparable to $\frac{{\bf 1}_{\mathcal{V}}(x-y)}{|x-y|^{d+\alpha}}$, where $\mathcal{V}$ is a union of…

Probability · Mathematics 2021-10-12 Jaehoon Kang

We define a numerical method that provides a non-parametric estimation of the kernel shape in symmetric multivariate Hawkes processes. This method relies on second order statistical properties of Hawkes processes that relate the covariance…

Trading and Market Microstructure · Quantitative Finance 2015-06-03 E. Bacry , K. Dayri , J. F. Muzy

It is shown in this paper that the transition kernel corresponding to a spatially inhomogeneous random walk on ${\mathbf{Z}}^d$ admits upper and lower Gaussian estimates.

Probability · Mathematics 2007-05-23 Sami Mustapha

We study the boundary regularity properties and derive a priori pointwise supremum estimates of weak solutions and their derivatives in terms of suitable weighted $L^2$-norms for a class of degenerate parabolic equations that satisfy…

Analysis of PDEs · Mathematics 2017-02-09 Charles L. Epstein , Camelia A. Pop

Aim of this short note is to show that a dimension-free Harnack inequality on an infinitesimally Hilbertian metric measure space where the heat semigroup admits an integral representation in terms of a kernel is suffcient to deduce a sharp…

Probability · Mathematics 2019-07-17 Luca Tamanini