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Let $\alpha\in(0,2)$ and $d\in{\mathbb N}$. Consider the following SDE in ${\mathbb R}^d$:$${\rm d}X_t=b(t,X_t){\rm d} t+a(t,X_{t-}){\rm d} L^{(\alpha)}_t,\ \ X_0=x,$$where $L^{(\alpha)}$ is a $d$-dimensional rotationally invariant…

偏微分方程分析 · 数学 2022-02-08 Stéphane Menozzi , Zhang Xicheng

The heat kernel on the symmetric space of positive definite Hermitian matrices is used to endow the spaces of Bergman metrics of degree k on a Riemann surface M with a family of probability measures depending on a choice of the background…

概率论 · 数学 2016-08-10 Semyon Klevtsov , Steve Zelditch

A new representation for a regular solution of the perturbed Bessel equation of the form $Lu=-u"+\left( \frac{l(l+1)}{x^2}+q(x)\right)u=\omega^2u$ is obtained. The solution is represented as a Neumann series of Bessel functions uniformly…

经典分析与常微分方程 · 数学 2018-03-09 Vladislav V. Kravchenko , Sergii M. Torba , Raúl Castillo-Pérez

In a series of papers, Burdzy et. al. introduced the \emph{mirror coupling} of reflecting Brownian motions in a smooth bounded domain $D\subset \mathbb{R}^{d}$, and used it to prove certain properties of eigenvalues and eigenfunctions of…

概率论 · 数学 2010-04-15 Mihai N. Pascu

In this paper we study the Bessel process R_t^{(\mu)} with index \mu\neq 0 starting from x>0 and killed when it reaches a positive level a, where x>a>0. We provide sharp estimates of the transition probability density p_a^{(\mu)}(t,x,y) for…

概率论 · 数学 2013-09-13 Kamil Bogus , Jacek Malecki

In this paper, we establish sharp two-sided estimates for the transition densities of relativistic stable processes [i.e., for the heat kernels of the operators $m-(m^{2/\alpha}-\Delta)^{\alpha/2}$] in $C^{1,1}$ open sets. Here $m>0$ and…

概率论 · 数学 2012-09-27 Zhen-Qing Chen , Panki Kim , Renming Song

We consider the heat equation $u_t=Lu$ where $L$ is a second-order difference operator in a discrete variable $n$. The fundamental solution has an expansion in terms of the Bessel functions of imaginary argument. The coefficients…

数学物理 · 物理学 2012-05-08 Plamen Iliev

We derive the asymptotic behavior of the transition probability density of the Bessel-like diffusions for "dimension" $\rho = 0$.

概率论 · 数学 2017-05-15 Yuuki Shimizu , Fumihiko Nakano

Consider an anisotropic independent bond percolation model on the $d$-dimensional hypercubic lattice, $d\geq 2$, with parameter $p$. We show that the two point connectivity function $P_{p}(\{(0,\dots,0)\leftrightarrow (n,0,\dots,0)\})$ is a…

概率论 · 数学 2015-09-02 Bernardo N. B. de Lima , Aldo Procacci , Rémy Sanchis

In this paper, we provide a precise characterization of generalization properties of high dimensional kernel ridge regression across the under- and over-parameterized regimes, depending on whether the number of training data n exceeds the…

机器学习 · 统计学 2021-02-25 Fanghui Liu , Zhenyu Liao , Johan A. K. Suykens

For a class of one-dimensional determinantal point processes including those induced by orthogonal projections with integrable kernels satisfying a growth condition, it is proved that their conditional measures, with respect to the…

概率论 · 数学 2016-05-05 Alexander I. Bufetov

We derive closed formula for the heat kernel $K_\mathbb{H}$ associated to Maass-Laplacian operator $D_k$ for any real $k$ and prove that heat kernel $K_\mathbb{H}$ is strictly monotone decreasing function. We also derive some important…

谱理论 · 数学 2020-03-05 Zenan Šabanac , Lamija Šćeta

It is well known that one can map certain properties of random matrices, fermionic gases, and zeros of the Riemann zeta function to a unique point process on the real line. Here we analytically provide exact generalizations of such a point…

统计力学 · 物理学 2009-11-13 Salvatore Torquato , A. Scardicchio , Chase E Zachary

In this paper we consider the kernel of the radially deformed Fourier transform introduced in the context of Clifford analysis in [10]. By adapting the Laplace transform method from [4], we obtain the Laplace domain expressions of the…

经典分析与常微分方程 · 数学 2024-08-09 Hendrik De Bie , Ze Yang

Let $Z=(Z^{1}, \ldots, Z^{d})$ be the d-dimensional L\'evy {process} where {$Z^i$'s} are independent 1-dimensional L\'evy {processes} with identical jumping kernel $ \nu^1(r) =r^{-1}\phi(r)^{-1}$. Here $\phi$ is {an} increasing function…

概率论 · 数学 2024-07-23 Kyung-Youn Kim , Lidan Wang

In this paper the authors present a proof of a pointwise radial monotonicity property of heat kernels that is shared by the euclidean spaces, spheres and hyperbolic spaces. The main result deals with monotonicity from special points on…

经典分析与常微分方程 · 数学 2019-05-28 Diego Alonso-Orán , Fernando Chamizo , Ángel D. Martínez , Albert Mas

In this paper we use a set of partial differential equations to prove an expansion theorem for multiple complex Hermite polynomials. This expansion theorem allows us to develop a systematic and completely new approach to the complex Hermite…

复变函数 · 数学 2019-05-10 Zhi-Guo Liu

Most recently, in arXiv:1907.05360 [math.AP], we introduced the theory of heatable currents and proved Onsager's conjecture on Riemannian manifolds with boundary, where the weak solution has $B_{3,1}^{\frac{1}{3}}$ spatial regularity. In…

偏微分方程分析 · 数学 2020-10-29 Khang Manh Huynh

This paper studies the asymptotic behavior of several central objects in Dunkl theory as the dimension of the underlying space grows large. Our starting point is the observation that a recent result from the random matrix theory literature…

概率论 · 数学 2023-05-24 Jiaoyang Huang , Colin McSwiggen

Let $\mathbb T_{q+1}$ denote the homogeneous tree of degree $q+1$ with the standard graph distance $d$ and the canonical flow measure $\mu$. The metric measure space $(\mathbb T_{q+1},d,\mu)$ is of exponential growth. Let $\mathcal{L}$…

泛函分析 · 数学 2023-02-10 Alessio Martini , Federico Santagati , Maria Vallarino