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The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…

概率论 · 数学 2025-06-02 I. Bitter , V. Konakov

We investigate the Boundary Harnack Principle in H\"older domains of exponent $\alpha>0$ by the analytical method developed in our previous work "A short proof of Boundary Harnack Principle".

偏微分方程分析 · 数学 2020-05-08 Daniela De Silva , Ovidiu Savin

We consider periodic homogenization of boundary value problems for second-order semilinear elliptic systems in 2D of the type $$ \partial_{x_i}\left(a_{ij}^{\alpha…

偏微分方程分析 · 数学 2025-02-26 Nikolai N. Nefedov , Lutz Recke

Truncated sum rules have been used to calculate the fundamental limits of the nonlinear susceptibilities; and, the results have been consistent with all measured molecules. However, given that finite-state models result in inconsistencies…

光学 · 物理学 2016-09-08 Mark G. Kuzyk

We obtain two-sided bounds for the density of stochastic processes satisfying a weak H\"ormander condition. In particular we consider the cases when the support of the density is not the whole space and when the density has various…

概率论 · 数学 2012-12-14 Chiara Cinti , Stephane Menozzi , Sergio Polidoro

A well-known theorem of Lax and Wendroff states that if the sequence of approximate solutions to a system of hyperbolic conservation laws generated by a conservative consistent numerical scheme converges boundedly a.e. as the mesh parameter…

数值分析 · 数学 2007-05-23 Volker Elling

Interest in finite-size systems has risen in the last decades, due to the focus on nanotechnological applications and because they are convenient for numerical treatment that can subsequently be extrapolated to infinite lattices.…

强关联电子 · 物理学 2017-07-10 Krissia Zawadzki , Luiz Nunes de Oliveira , Irene D'Amico

We first consider a question raised by Alexander Eremenko and show that if $\Omega $ is an arbitrary connected open cone in ${\mathbb R}^d$, then any two positive harmonic functions in $\Omega $ that vanish on $\partial \Omega $ must be…

经典分析与常微分方程 · 数学 2010-04-01 Alano Ancona

We analyze the equilibrium fluctuations of the density, current and tagged particle in symmetric exclusion with a slow bond. The system evolves in the one-dimensional lattice and the jump rate is everywhere equal to one except at the slow…

概率论 · 数学 2013-11-28 Tertuliano Franco , Patricia Gonçalves , Adriana Neumann

For a harmonic function on a tree with random walk whose transition probabilities are bounded between two constants in (0,1/2), it is known that the radial and stochastic properties of convergence, boundedness and finiteness of energy are…

度量几何 · 数学 2010-04-27 Frédéric Mouton

Let alpha \in (1, 2] and X be an R^d-valued alpha-stable process with independent and symmetric components starting in 0. We consider the closure S_t of the path described by X on the interval [0, t] and its convex hull Z_t. The first…

概率论 · 数学 2010-04-12 Jürgen Kampf , Günter Last

We consider the truncated equation for the centrally symmetric $V$-states in the 2d Euler dynamics of patches and prove the existence of solutions $y(x,\lambda),\, x\in [-1,1],\,\lambda\in (0,\lambda_0)$. These functions $y(x,\lambda)\in…

偏微分方程分析 · 数学 2015-05-20 Sergey A. Denisov

We discuss invariance principles for autoregressive tempered fractionally integrated moving averages in $\alpha$-stable $(1< \alpha \le 2)$ i.i.d. innovations and related tempered linear processes with vanishing tempering parameter $\lambda…

概率论 · 数学 2017-03-08 Farzad Sabzikar , Donatas Surgailis

In this work, we investigate the fine regularity of L\'evy processes using the 2-microlocal formalism. This framework allows us to refine the multifractal spectrum determined by Jaffard and, in addition, study the oscillating singularities…

概率论 · 数学 2014-02-11 Paul Balança

We study existence, uniqueness and boundary blow-up profile for fractional harmonic functions on a bounded smooth domain $\Omega \subset \mathbb R^N$. We deal with harmonic functions associated to uniformly elliptic, fully nonlinear…

偏微分方程分析 · 数学 2023-01-25 Gonzalo Dávila , Alexander Quaas , Erwin Topp

The Harmonic Balance method provides a heuristic approach for finding truncated Fourier series as an approximation to the periodic solutions of ordinary differential equations. Another natural way for obtaining these type of approximations…

经典分析与常微分方程 · 数学 2012-02-09 Johanna D. García-Saldaña , Armengol Gasull

We consider a one-dimensional symmetric simple exclusion process in contact with slowed reservoirs: at the left (resp. right) boundary, particles are either created or removed at rates given by $\alpha/n$ or $(1-\alpha)/n$ (resp. $\beta/n$…

概率论 · 数学 2017-04-06 Tertuliano Franco , Patrícia Gonçalves , Adriana Neumann

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 give a proof that the first eigenfunction of the $\alpha$-symmetric stable process on a bounded Lipschitz domain in $\R^d$, $d\geq 1$, is superharmonic for $\alpha=2/m$, where $m>2$ is an integer. This result was first proved for the…

概率论 · 数学 2013-10-30 Rodrigo Banuelos , Dante DeBlassie

Let $X_{\alpha}=\{X_{\alpha}(t),t\in T\}$, $\alpha>0$, be an $\alpha$-permanental process with kernel $u(s,t)$. We show that $X^{1/2}_{\alpha}$ is a subgaussian process with respect to the metric $\sigma (s,t)=…

概率论 · 数学 2017-11-06 Michael B. Marcus , Jay Rosen
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