A subelliptic Taylor isomorphism on infinite-dimensional Heisenberg groups

Let G denote an infinite-dimensional Heisenberg-like group, which is a class of infinite-dimensional step 2 stratified Lie groups. We consider holomorphic functions on G that are square integrable with respect to a heat kernel measure which is formally subelliptic, in the sense that all appropriate finite-dimensional projections are smooth measures. We prove a unitary equivalence between a subclass of these square integrable holomorphic functions and a certain completion of the universal enveloping algebra of the “Cameron–Martin” Lie subalgebra. The isomorphism defining the equivalence is given as a composition of restriction and Taylor maps.     

Kato class measures of symmetric Markov processes under heat kernel estimates

We establish the coincidence of two classes of Kato class measures in the framework of symmetric Markov processes admitting upper and lower estimates of heat kernel under mild conditions. One class of Kato class measures is defined by way of the heat kernel, another is defined in terms of the Green kernel depending on some exponents related to the heat kernel estimates. We also prove that pth integrable functions on balls with radius 1 having a uniformity of its norm with respect to centers are of Kato class if p is greater than a constant related to the estimate under the same conditions. These are complete extensions of some results for the Brownian motion on Euclidean space by Aizenman and Simon. Our result can be applicable to many examples, for instance, symmetric (relativistic) stable processes, jump processes on d-sets, Brownian motions on Riemannian manifolds, diffusions on fractals and so on.     

Boundary Behavior of α-Harmonic Functions on the Complement of the Sphere and Hyperplane

We study α-harmonic functions on the complement of the sphere and on the complement of the hyperplane in Euclidean spaces of dimension bigger than one, for α?∈?(1,2). We describe the corresponding Hardy spaces and prove the Fatou theorem for α-harmonic functions. We also give explicit formulas for the Martin kernel of the complement of the sphere and for the harmonic measure, Green function and Martin kernel of the complement of the hyperplane for the symmetric α-stable Lévy processes. Some extensions for the relativistic α-stable processes are discussed.     

Monotonicity properties of the Neumann heat kernel in the ball

A well-known conjecture of R. Laugesen and C. Morpurgo asserts that the diagonal of the Neumann heat kernel of the unit ball U⊂Rn is a strictly increasing radial function. In this paper we use probabilistic arguments to settle this conjecture and to prove some inequalities for the Neumann heat kernel in the ball.     

Square integrable holomorphic functions on infinite-dimensional Heisenberg type groups

We introduce a class of non-commutative, complex, infinite-dimensional Heisenberg like Lie groups based on an abstract Wiener space. The holomorphic functions which are also square integrable with respect to a heat kernel measure μ on these groups are studied. In particular, we establish a unitary equivalence between the square integrable holomorphic functions and a certain completion of the universal enveloping algebra of the “Lie algebra” of this class of groups. Using quasi-invariance of the heat kernel measure, we also construct a skeleton map which characterizes globally defined functions from the L ²(ν)-closure of holomorphic polynomials by their values on the Cameron–Martin subgroup.     

Gradient estimates for the subelliptic heat kernel on H-type groups

We prove the following gradient inequality for the subelliptic heat kernel on nilpotent Lie groups G of H-type:

|∇Ptf|?KPt(|∇f|),     

Spectral Dimension of Liouville Quantum Gravity

This paper is concerned with computing the spectral dimension of (critical) 2d-Liouville quantum gravity. As a warm-up, we first treat the simple case of boundary Liouville quantum gravity. We prove that the spectral dimension is 1 via an exact expression for the boundary Liouville Brownian motion and heat kernel. Then we treat the 2d-case via a decomposition of time integral transforms of the Liouville heat kernel into Gaussian multiplicative chaos of Brownian bridges. We show that the spectral dimension is 2 in this case, as derived by physicists (see Ambjørn et al. in JHEP 9802:010, 1998) 15 years ago.     

Central limit theorem for the heat kernel measure on the unitary group

We prove that for a finite collection of real-valued functions f₁,…,fn on the group of complex numbers of modulus 1 which are derivable with Lipschitz continuous derivative, the distribution of under the properly scaled heat kernel measure at a given time on the unitary group U(N) has Gaussian fluctuations as N tends to infinity, with a covariance for which we give a formula and which is of order N−1. In the limit where the time tends to infinity, we prove that this covariance converges to that obtained by P. Diaconis and S.N. Evans in a previous work on uniformly distributed unitary matrices. Finally, we discuss some combinatorial aspects of our results.     

The Nevai condition and a local law of large numbers for orthogonal polynomial ensembles

We consider asymptotics of orthogonal polynomial ensembles, in the macroscopic and mesoscopic scales. We prove both global and local laws of large numbers under fairly weak conditions on the underlying measure μ. Our main tools are a general concentration inequality for determinantal point processes with a kernel that is a self-adjoint projection, and a strengthening of the Nevai condition from the theory of orthogonal polynomials.     

Obtaining upper bounds of heat kernels from lower bounds

We show that a near‐diagonal lower bound of the heat kernel of a Dirichlet form on a metric measure space with a regular measure implies an on‐diagonal upper bound. If in addition the Dirichlet form is local and regular, then we obtain a full off‐diagonal upper bound of the heat kernel provided the Dirichlet heat kernel on any ball satisfies a near‐diagonal lower estimate. This reveals a new phenomenon in the relationship between the lower and upper bounds of the heat kernel. © 2007 Wiley Periodicals, Inc.     

On measure solutions of the Boltzmann equation,part I: Moment production and stability estimates

The spatially homogeneous Boltzmann equation with hard potentials is considered for measure valued initial data having finite mass and energy. We prove the existence of weak measure solutions, with and without angular cutoff on the collision kernel; the proof in particular makes use of an approximation argument based on the Mehler transform. Moment production estimates in the usual form and in the exponential form are obtained for these solutions. Finally for the Grad angular cutoff, we also establish uniqueness and strong stability estimate on these solutions.     

Heat Kernels, Smoothness Estimates, and Exponential Decay

In this article, we characterize functions whose Fourier transforms have exponential decay. We characterize such functions by showing that they satisfy a family of estimates that we call quantitative smoothness estimates (QSE). Using the QSE, we establish Gaussian decay in the “bad direction” for the □ _b -heat kernel on polynomial models in ? ⁿ⁺¹. On the transform side, the problem becomes establishing QSE on a heat kernel associated to the weighted $\bar{\partial}$ -operator on L ²(?). The bounds are established with Duhamel’s formula and careful estimation. In ?², we can prove both on and off-diagonal decay for the □ _b -heat kernel on polynomial models.     

Martin Kernels for Markov Processes with Jumps

We prove the existence of boundary limits of ratios of positive harmonic functions for a wide class of Markov processes with jumps and irregular (possibly disconnected) domains of harmonicity, in the context of general metric measure spaces. As a corollary, we prove the uniqueness of the Martin kernel at each boundary point, that is, we identify the Martin boundary with the topological boundary. We also prove a Martin representation theorem for harmonic functions. Examples covered by our results include: strictly stable Lévy processes in R ^d with positive continuous density of the Lévy measure; stable-like processes in R ^d and in domains; and stable-like subordinate diffusions in metric measure spaces.     

Heat Kernel Estimates for Schrödinger Operators on Exterior Domains with Robin Boundary Conditions

We study Schrödinger operators with Robin boundary conditions on exterior domains in ? ^d . We prove sharp point-wise estimates for the associated semigroups which show, in particular, how the boundary conditions affect the time decay of the heat kernel in dimensions one and two. Applications to spectral estimates are discussed as well.     

Sharp heat kernel bounds and entropy in metric measure spaces

We establish the sharp upper and lower bounds of Gaussian type for the heat kernel in the metric measure space satisfying the RCD(0, N)(equivalently, RCD~*(0, N), condition with N∈N\ {1} and having the maximum volume growth, and then show its application on the large-time asymptotics of the heat kernel, sharp bounds on the(minimal) Green function, and above all, the large-time asymptotics of the Perelman entropy and the Nash entropy, where for the former the monotonicity of the Perelman entropy is proved. The results generalize the corresponding ones in the Riemannian manifolds, and some of them appear more explicit and sharper than the ones in metric measure spaces obtained recently by Jiang et al.(2016).     

Heat kernel estimates for an operator with unbounded diffusion coefficients in ℝ and ℝ2

We prove heat kernel bounds for the operator $(1+|x|^{2})^{\frac{\alpha}{2}}\Delta$ in ? ^N , N=1,2. The equivalence between Nash and Sobolev inequalities and ultracontractivity will be often used.     

Volume growth and heat kernel estimates for the continuum random tree

In this article, we prove global and local (point-wise) volume and heat kernel bounds for the continuum random tree. We demonstrate that there are almost–surely logarithmic global fluctuations and log–logarithmic local fluctuations in the volume of balls of radius r about the leading order polynomial term as r → 0. We also show that the on-diagonal part of the heat kernel exhibits corresponding global and local fluctuations as t → 0 almost–surely. Finally, we prove that this quenched (almost–sure) behaviour contrasts with the local annealed (averaged over all realisations of the tree) volume and heat kernel behaviour, which is smooth.      

Hypoelliptic heat kernel inequalities on the Heisenberg group

We study the existence of “L^p-type” gradient estimates for the heat kernel of the natural hypoelliptic “Laplacian” on the real three-dimensional Heisenberg Lie group. Using Malliavin calculus methods, we verify that these estimates hold in the case p>1. The gradient estimate for p=2 implies a corresponding Poincaré inequality for the heat kernel. The gradient estimate for p=1 is still open; if proved, this estimate would imply a logarithmic Sobolev inequality for the heat kernel.     

Convergence of finite dimensional distributions of heat kernel measures on loop groups

In this paper we consider heat kernel measure on loop groups associated to the H^1/2-metric. Unlike H^s-case (s>1/2), there is a difficulty that H^1/2 is not contained in the space of continuous loops. So we take limits. There are two limiting methods. One is to use delta functions and to let s go down to 1/2. The other is to fix s at 1/2 and to approximate the delta functions. For the second approach, a generalization of heat kernel measures is needed. Then, the first approach can be obtained as a special case of the second one. The limit in the sense of finite dimensional distribution is the fictitious infinite dimensional Haar measure.     

Local higher integrability for parabolic quasiminimizers in metric spaces

Using purely variational methods, we prove in metric measure spaces local higher integrability for minimal p-weak upper gradients of parabolic quasiminimizers related to the heat equation. We assume the measure to be doubling and the underlying space to be such that a weak Poincaré inequality is supported. We define parabolic quasiminimizers in the general metric measure space context, and prove an energy type estimate. Using the energy estimate and properties of the underlying metric measure space, we prove a reverse Hölder inequality type estimate for minimal $p$ -weak upper gradients of parabolic quasiminimizers. Local higher integrability is then established based on the reverse Hölder inequality, by using a modification of Gehring’s lemma.