Asymptotics for the heat kernel in multicone domains
Probability
2015-01-26 v2
Abstract
A multi cone domain 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 of a Brownian motion killed upon exiting , using both probabilistic and analytical techniques. We find that the decay is polynomial and we characterize in terms of the Martin boundary of at infinity, where depends on the geometry of . We next derive an analogous result for , with , where is the exit time form . Lastly, we deduce the renormalized Yaglom limit for the process conditioned on survival.
Cite
@article{arxiv.1501.04595,
title = {Asymptotics for the heat kernel in multicone domains},
author = {Pierre Collet and Mauricio Duarte and Servet Martinez and Arturo Prat-Waldron and Jaime San Martin},
journal= {arXiv preprint arXiv:1501.04595},
year = {2015}
}
Comments
31 pages