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Consider the heat kernel $p(t,x,y)$ on the universal cover $X$ of a Riemannian manifold $M$ of negative curvature. We show the local limit theorem for $p$ : $$\lim_{t \to \infty} t^{3/2}e^{\lambda_0 t} p(t,x,y)=C(x,y),$$ where $\lambda_0$…

动力系统 · 数学 2020-05-27 François Ledrappier , Seonhee Lim

Let $\{B_{t}\}_{t\geq0}$ be a $d$-dimensional fractional Brownian motion with Hurst parameter $0<H<1$, where $d\geq2$. Consider the approximation of the self-intersection local time of $B$, defined as \begin{align*} I_{T}^{\varepsilon}…

概率论 · 数学 2017-01-20 Arturo Jaramillo , David Nualart

Let $(X,d)$ be a proper ultrametric space. Given a measure $m$ on $X$ and a function $B \mapsto C(B)$ defined on the collection of all non-singleton balls $B$ of $X$, we consider the associated hierarchical Laplacian $L=L_{C}\,$. The…

概率论 · 数学 2019-01-23 Alexander Bendikov , Wojciech Cygan , Wolfgang Woess

The infinite Brownian loop on a Riemannian manifold is the limit in distribution of the Brownian bridge of length $T$ around a fixed origin when $T \rightarrow +\infty$. The aim of this note is to study its long-time asymptotics on…

偏微分方程分析 · 数学 2023-01-25 Effie Papageorgiou

A multi cone domain $\Omega \subseteq \mathbb{R}^n$ 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 $p(t,x,y)$ of a Brownian motion killed…

In this article, we introduce Brownian motion on stable looptrees using resistance techniques. We prove an invariance principle characterising it as the scaling limit of random walks on discrete looptrees, and prove precise local and global…

概率论 · 数学 2020-12-15 Eleanor Archer

Let $\{B_{t}\}_{t\geq0}$ be a fractional Brownian motion with Hurst parameter $\frac{2}{3}<H<1$. We prove that the approximation of the derivative of self-intersection local time, defined as \begin{align*} \alpha_{\varepsilon} &=…

概率论 · 数学 2015-12-23 Arturo Jaramillo , David Nualart

We consider a random walk $(Y_N)_{N\geq 0}$ on $\mathbb{R}^2$ generated by successively applying independent random isometries, drawn from a fixed measure $\mu$, to the point $0$. When the support of $\mu$ is finite and includes an…

概率论 · 数学 2026-01-26 Reuben Drogin , Felipe Hernández

We establish finite-dimensional central limit theorems for local, additive, interaction functions of temporally evolving point processes. The dynamics are those of a spatial Poisson process on the flat torus with points subject to a…

概率论 · 数学 2026-01-26 Efe Onaran , Omer Bobrowski , Robert J. Adler

This paper aims at proving the local boundedness and continuity of solutions of the heat equation in the context of Dirichlet spaces under some rather weak additional assumptions. We consider symmetric local regular Dirichlet forms which…

偏微分方程分析 · 数学 2020-11-16 Qi Hou , Laurent Saloff-Coste

The real trees form a class of metric spaces that extends the class of trees with edge lengths by allowing behavior such as infinite total edge length and vertices with infinite branching degree. We use Dirichlet form methods to construct…

概率论 · 数学 2011-10-12 Siva Athreya , Michael Eckhoff , Anita Winter

Let M be a compact Riemannian manifold with smooth boundary. We obtain the exact long time asymptotic behaviour of the heat kernel on abelian coverings of M with mixed Dirichlet and Neumann boundary conditions. As an application, we study…

偏微分方程分析 · 数学 2018-04-05 Xi Geng , Gautam Iyer

Let $T_{c,\beta}$ denote the smallest $t\ge1$ that a continuous, self-similar Gaussian process with self-similarity index $\alpha>0$ moves at least $\pm c t^\beta$ units. We prove that: (i) If $\beta>\alpha$, then $T_{c,\beta}=\infty$ with…

概率论 · 数学 2025-10-31 Davar Khoshnevisan , Cheuk Yin Lee

We study the existence and uniqueness of the heat kernel on infinite, locally finite, connected graphs. For general graphs, a uniqueness criterion, shown to be optimal, is given in terms of the maximal valence on spheres about a fixed…

谱理论 · 数学 2008-04-24 Radoslaw K. Wojciechowski

Let $R_T$ be the Ricci matrix of a finite tree $T$ introduced in \cite{BaiChengHua2026}, the largest eigenvalue $\lambda_{\max}(R_T)$ determines the sign of a discrete Einstein metric curvature on the tree. This paper investigates the…

微分几何 · 数学 2026-05-25 Shuliang Bai , Haoxuan Cheng , Bobo Hua

A local Tb theorem is an L^2 boundedness criterion by which the question of the global behavior of an operator is reduced to its local behavior, acting on a family of test functions b_Q indexed by the dyadic cubes. We present several…

经典分析与常微分方程 · 数学 2016-08-03 Ana Grau de la Herran , Steve Hofmann

On a countable tree $T$, allowing vertices with infinite degree, we consider an arbitrary stochastic irreducible nearest neighbour transition operator $P$. We provide a boundary integral representation for general eigenfunctions of $P$ with…

泛函分析 · 数学 2022-06-10 Massimo A. Picardello , Wolfgang Woess

We study a system of branching Brownian motions on $\mathbb R$ with annihilation: at each branching time a new particle is created and the leftmost one is deleted. In [7] it has been studied the case of strictly local creations (the new…

概率论 · 数学 2017-11-27 A. De Masi , P. A. Ferrari , E. Presutti , N. Soprano-Loto

We consider a countable tree $T$, possibly having vertices with infinite degree, and an arbitrary stochastic nearest neighbour transition operator $P$. We provide a boundary integral representation for general eigenfunctions of $P$ with…

泛函分析 · 数学 2022-06-10 Massimo A. Picardello , Wolfgang Woess

We study the potential theory of a large class of infinite dimensional L\'evy processes, including Brownian motion on abstract Wiener spaces. The key result is the construction of compact Lyapunov functions, i.e. excessive functions with…

概率论 · 数学 2010-07-27 Lucian Beznea , Aurel Cornea , Michael Röckner
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