English

Asymptotics for the heat kernel in multicone domains

Probability 2015-01-26 v2

Abstract

A multi cone domain ΩRn\Omega \subseteq \mathbb{R}^n 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 p(t,x,y)p(t,x,y) of a Brownian motion killed upon exiting Ω\Omega, using both probabilistic and analytical techniques. We find that the decay is polynomial and we characterize limtt1+αp(t,x,y)\lim_{t\to\infty} t^{1+\alpha}p(t,x,y) in terms of the Martin boundary of Ω\Omega at infinity, where α>0\alpha>0 depends on the geometry of Ω\Omega. We next derive an analogous result for tκ/2Px(T>t)t^{\kappa/2}\mathbb{P}_x(T >t), with κ=1+αn/2\kappa = 1+\alpha - n/2, where TT is the exit time form Ω\Omega. 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

R2 v1 2026-06-22T08:06:06.999Z