相关论文: Green function for gradient perturbation of unimod…

For the multivariate COGARCH(1,1) volatility process we show sufficient conditions for the existence of a unique stationary distribution, for the geometric ergodicity and for the finiteness of moments of the stationary distribution by a…

Exponential functionals of L\'evy processes appear as stationary distributions of generalized Ornstein-Uhlenbeck (GOU) processes. In this paper we obtain the infinitesimal generator of the GOU process and show that it is a Feller process.…

Using the theory of determinantal point processes we give upper bounds for the Green and Riesz energies for the rotation group SO(3), with Riesz parameter up to 3. The Green function is computed explicitly, and a lower bound for the Green…

In contrast to their seemingly simple and shared structure of independence and stationarity, L\'evy processes exhibit a wide variety of behaviors, from the self-similar Wiener process to piecewise-constant compound Poisson processes.…

We start by defining a subordinator by means of the lower-incomplete gamma function. It can be considered as an approximation of the stable subordinator, easier to be handled thank to its finite activity. A tempered version is also…

What is the analogue of L\'evy processes for random surfaces? Motivated by scaling limits of random planar maps in random geometry, we introduce and study L\'evy looptrees and L\'evy maps. They are defined using excursions of general L\'evy…

In the present paper, we consider an elliptic divergence form operator in $\mathbb{R}^n\setminus\mathbb{R}^d$ with $d<n-1$ and prove that its Green function is almost affine, in the sense that the normalized difference between the Green…

The imaginary-time Green's function is a building block of various numerical methods for correlated electron systems. Recently, it was shown that a model-independent compact orthogonal representation of the Green's function can be…

In this work, we present a new result which concerns the derivation of the Green function relative to the time-independent Schrodinger equation in two dimensional space. The system considered in this work is a quantum particle that have an…

We provide a novel expression of the scale function for a L\'evy processes with negative phase-type jumps. It is in terms of a certain transition rate matrix which is explicit up to a single positive number. A monotone iterative scheme for…

In this paper we study Green measures of certain classes of Markov processes. In particular Brownian motion and processes with jump generators with different tails. The Green measures are represented as a sum of a singular and a regular…

Combining the study of the simple random walk on graphs, generating functions (especially Green functions), complex dynamics and general complex analysis we introduce a new method of spectral analysis on self-similar graphs. We give an…

We discuss conformally covariant differential operators, which under local rescalings of the metric, \delta_\sigma g^{\mu\nu} = 2 \sigma g^{\mu\nu}, transform according to \delta_\sigma \Delta = r \Delta \sigma + (s-r) \sigma \Delta for…

We consider a random, uniformly elliptic coefficient field $a(x)$ on the $d$-dimensional integer lattice $\mathbb{Z}^d$. We are interested in the spatial decay of the quenched elliptic Green function $G(a;x,y)$. Next to stationarity, we…

This article study the class of distributions obtained by subordinating L\'evy processes and L\'evy bases. To do this we derive properties of a suitable mapping obtained via L\'evy mixing. We show that our results can be used to solve the…

We study several quantities associated to the Green's function of a multiply connected domain in the complex plane. Among them are some intrinsic properties such as geodesics, curvature, and $L^2$-cohomology of the capacity metric and…

Generalizing similar results for viscous shock and relaxation waves, we establish sharp pointwise Green function bounds and linearized and nonlinear stability for traveling wave solutions of an abstract viscous combustion model including…

We consider the vacuum partition function of a 4d scalar QFT in a curved background as function of bare marginal and relevant couplings. A local UV cutoff $\Lambda(x)$ transforming under Weyl rescalings allows to construct Weyl invariant…

We will prove that: (1) A symmetric free L\'evy process is unimodal if and only if its free L\'evy measure is unimodal; (2) Every free L\'evy process with boundedly supported L\'evy measure is unimodal in sufficiently large time. (2) is…

For a sparse non-singular matrix $A$, generally $A^{-1}$ is a dense matrix. However, for a class of matrices, $A^{-1}$ can be a matrix with off-diagonal decay properties, i.e. $\lvert A^{-1}_{ij}\rvert$ decays fast to $0$ with respect to…