中文
相关论文

相关论文: Heat kernel estimates for Markov processes with ju…

200 篇论文

A stable-like process is a Feller process $(X_t)_{t\geq 0}$ taking values in $\mathbb{R}^d$ and whose generator behaves, locally, like an $\alpha$-stable L\'evy process, but the index $\alpha$ and all other characteristics may depend on the…

概率论 · 数学 2020-05-19 V. Knopova , A. Kulik , R. Schilling

The paper deals with the asymptotic properties of a random jump process in a high contrast periodic medium in $\mathbb R^d$, $d\geq 1$. We show that if the coordinates of the random jump process in $\mathbb R^d$ are equipped with an extra…

概率论 · 数学 2024-02-13 Andrey Piatnitski , Elena Zhizhina

It is well-known that stochastic processes on fractal spaces or in certain random media exhibit anomalous heat kernel behaviour. One manifestation of such irregular behaviour is the presence of fluctuations in the short- or long-time…

概率论 · 数学 2023-10-18 Sebastian Andres , David Croydon , Takashi Kumagai

In this paper, we establish a spatial central limit theorem for a large class of supercritical branching, not necessarily symmetric, Markov processes with spatially dependent branching mechanisms satisfying a second moment condition. This…

概率论 · 数学 2014-04-02 Yan-Xia Ren , Renming Song , Rui Zhang

We analyze the asymptotic behaviour of the heat kernel defined by a stochastically perturbed geodesic flow on the cotangent bundle of a Riemannian manifold for small time and small diffusion parameter. This extends WKB-type methods to a…

泛函分析 · 数学 2009-12-26 Sergio Albeverio , Astrid Hilbert , Vassily Kolokoltsov

We establish global two-sided heat kernel estimates (for full time and space) of the Schr\"odinger operator $-\frac{1}{2}\Delta+V$ on $\R^d$, where the potential $V(x)$ is locally bounded and behaves like $c|x|^{-\alpha}$ near infinity with…

偏微分方程分析 · 数学 2024-01-18 Xin Chen , Jian Wang

In this article, we prove a general and rather flexible upper bound for the heat kernel of a weighted heat operator on a closed manifold evolving by an intrinsic geometric flow. The proof is based on logarithmic Sobolev inequalities and…

微分几何 · 数学 2020-07-15 Reto Buzano , Louis Yudowitz

Consider a non-symmetric generalized diffusion $X(\cdot)$ in ${\bbR}^d$ determined by the differential operator $A(\msx)=-\sum_{ij} \partial_ia_{ij}(\msx)\partial_j +\sum_i b_i(\msx)\partial_i$. In this paper the diffusion process is…

概率论 · 数学 2010-03-16 Nedzad Limić

Bayesian analysis for Markov jump processes is a non-trivial and challenging problem. Although exact inference is theoretically possible, it is computationally demanding thus its applicability is limited to a small class of problems. In…

统计计算 · 统计学 2017-02-08 Vassilios Stathopoulos , Mark A. Girolami

We obtain two-sided estimates for the heat kernel (or the fundamental function) associated with the following fractional Schr\"odinger operator with negative Hardy potential $$\Delta^{\alpha/2} -\lambda |x|^{-\alpha}$$ on $\RR^d$, where…

概率论 · 数学 2018-09-18 Tomasz Jakubowski , Jian Wang

We prove genuinely sharp two-sided global estimates for heat kernels on all compact rank-one symmetric spaces. This generalizes the authors' recent result obtained for a Euclidean sphere of arbitrary dimension. Furthermore, similar heat…

经典分析与常微分方程 · 数学 2022-09-09 Adam Nowak , Peter Sjögren , Tomasz Z. Szarek

Nash or Sobolev inequalities are known to be equivalent to ultracontractive properties of Markov semigroups, hence to uniform bounds on their kernel densities. In this work we present a simple and extremely general method, based on weighted…

概率论 · 数学 2013-09-19 Dominique Bakry , François Bolley , Ivan Gentil , Patrick Maheux

We investigate heat kernel estimates of the form $p_{t}(x, x)\geq c_{x}t^{-\alpha},$ for large enough $t,$ where $\alpha$ and $c_{x}$ are positive reals and $c_{x}$ may depend on $x,$ on manifolds having at least one end.

微分几何 · 数学 2022-01-19 Alexander Grigor'yan , Philipp Sürig

In the first part of this article, we prove two-sided estimates of hitting probabilities of balls, the potential kernel and the Green function for a ball for general isotropic unimodal L\'evy processes. Our bounds are sharp under the…

概率论 · 数学 2017-05-24 Tomasz Grzywny , Mateusz Kwaśnicki

The Markov length was recently proposed as an information-theoretic diagnostic for quantum mixed-state phase transitions [Sang & Hsieh, Phys. Rev. Lett. 134, 070403 (2025)]. Here, we show that the Markov length diverges even under classical…

量子物理 · 物理学 2025-08-05 Jerome Lloyd , Dmitry A. Abanin , Sarang Gopalakrishnan

We consider random walks in a balanced i.i.d. random environment in $Z^d$ for $d\ge2$ and the corresponding discrete non-divergence form difference operators. We first obtain an exponential integrability of the heat kernel bounds. We then…

概率论 · 数学 2022-09-29 Xiaoqin Guo , Hung V. Tran

We consider continuous time simple random walks with arbitrary speed measure $\theta$ on infinite weighted graphs. Write $p_t(x,y)$ for the heat kernel of this process. Given on-diagonal upper bounds for the heat kernel at two points…

概率论 · 数学 2012-02-01 Matthew Folz

The Zaremba boundary-value problem is a boundary value problem for Laplace-type second-order partial differential operators acting on smooth sections of a vector bundle over a smooth compact Riemannian manifold with smooth boundary but with…

数学物理 · 物理学 2007-05-23 Ivan Avramidi

The paper deals with point-wise estimates for the heat kernel of a nonlocal convolution type operator with a kernel that decays at least exponentially at infinity. It is shown that the large time behaviour of the heat kernel depends…

泛函分析 · 数学 2018-04-25 Alexander Grigoryan , Yury Kondratiev , Andrey Piatnitski , Elena Zhizhina

In this paper, we derive explicit sharp two-sided estimates for the Dirichlet heat kernels, in C^{1,1} open sets D in R^d, of a large class of subordinate Brownian motions with Gaussian components. When D is bounded, our sharp two-sided…

概率论 · 数学 2013-03-28 Zhen-Qing Chen , Panki Kim , Renming Song