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.     

On the coefficients of Neumann series of Bessel functions

Recently Pogány and Süli (Proc. Amer. Math. Soc. 137 (7) (2009) 2363-2368) derived a closed-form integral expression for Neumann series of Bessel functions. In this note we precisely characterize the class of functions α that generate the integral representation of a Neumann series of Bessel functions in the sense that the restriction αN_|=(αn) of a function α to the set N of all positive integers is the sequence of coefficients of the initial Neumann series.     

Remarks on sub-fractional Bessel processes

Let S = {(St1,···,Std )}t≥0 denote a d-dimensional sub-fractional Brownian motion with index H ≥ 1/2. In this paper we study some properties of the process X of the formwhere Rt = ((St1)2+···+(Std)2)~1/2 is the sub-fractional Bessel process.     

Some Processes Associated with Fractional Bessel Processes

Let be a d-dimensional fractional Brownian motion with Hurst parameter H and let be the fractional Bessel process. Itôs formula for the fractional Brownian motion leads to the equation . In the Brownian motion case is a Brownian motion. In this paper it is shown that X_t is not an -fractional Brownian motion if H 1/2. We will study some other properties of this stochastic process as well.     

Small sets for Neumann boundary conditions

For an open set D ? ?ⁿ and a relatively closed subset E ? D of Lebesgue measure zero, we investigate conditions for the property that Brownian motion with reflexion at the boundary on D and D \ E are the same. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

On Neumann eigenfunctions in lip domains

A ``lip domain' is a planar set lying between graphs of two Lipschitz functions with constant 1. We show that the second Neumann eigenvalue is simple in every lip domain except the square. The corresponding eigenfunction attains its maximum and minimum at the boundary points at the extreme left and right. This settles the ``hot spots' conjecture for lip domains as well as two conjectures of Jerison and Nadirashvili. Our techniques are probabilistic in nature and may have independent interest.

     

Killed Random Processes and Heat Kernels

Let V(x) ≥ 0 be a given function tending to a constant at infinity. It is well known that the density of the Brownian motion B_t killed at the infinitesimal rate V is a Green's function for the heat operator with such a potential. With an appropriate generalization, its Laplace transform also gives the density of ∫ ₀ ^t V(B_s)ds. We construct such a Green's function via spectral analysis of the classical one-dimensional stationary Schrodinger operator. __________ Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 144, No. 2, pp. 423–432, August, 2005. An erratum to this article is available at .     

Killed Random Processes and Heat Kernels [Erratum]

In J. Villarroel “Killed random processes and heat kernels” (Vol. 144, No. 2, August, 2005) on page 1238, the sentence before (2) should be: “We suppose that given that ( took a value x and hence has not yet been killed), the probability of being killed at any time t + h > t is O(h) ....” On page 1239, the expression for ζ(t; p|x′) after Eq. (6) should be:

Large deviations for squares of Bessel and Ornstein-Uhlenbeck processes

Let (X_t⁽⁾,t0) be the BESQ process starting at x. We are interested in large deviations as for the family {^–1X_t⁽⁾,tT}, – or, more generally, for the family of squared radial OU process. The main properties of this family allow us to develop three different approaches: an exponential martingale method, a Cramér–type theorem, thanks to a remarkable additivity property, and a Wentzell–Freidlin method, with the help of McKean results on the controlled equation. We also derive large deviations for Bessel bridges.Mathematics Subject Classification (2000): 60F10, 60J60     

具有Neumann边界条件热方程组的爆破速度

本文考虑具有 Ｎｅｕｍａｎｎ边界条件 ｕ／ｎ＝ｅｖ, ｖ／η＝ｅｕ在 ＳＲ ×（０,Ｔ）热方程组。ｕｔ＝△ｕ,ｖｔ=△ｖ在ＢＲ×（０,Ｔ）解的爆破性质·我们给出了爆破速度估计并证明了爆破仅在边界上发生．     

Heat kernel estimates for the Bessel differential operator in half‐line

In the paper we consider the Bessel differential operator in half‐line , , and its Dirichlet heat kernel . For , by combining analytical and probabilistic methods, we provide sharp two‐sided estimates of the heat kernel for the whole range of the space parameters and every , which complements the recent results given in 1 , where the case was considered.     

Neumann series and Lommel functions of two variables

We obtain several new results for Neumann series of Bessel functions as well as for its various special cases. The generalization of some well-known results for these kind of series, such as the Graf's addition theorem, are also established.     

Super-Tree Random Measures

We use supercritical branching processes with random walk steps of geometrically decreasing size to construct random measures. Special cases of our construction give close relatives of the super-(spherically symmetric stable) processes. However, other cases can produce measures with very smooth densities in any dimension.     

MODERATE DEVIATIONS FOR THE BESSEL CLOCK

By the method of change measures,the moderate deviations for the Bessel clock t 0 ds X(ν) s is studied,where(X(ν) t,t≥ 0) is a squared Bessel process with index ν0.The rate function can be given explicitly.Furthermore,the functional moderate deviations for the Bessel clock are obtained.     

Path Collapse for an Inhomogeneous Random Walk

On an open interval we follow the paths of a Brownian motion which returns to a fixed point as soon as it reaches the boundary and restarts afresh indefinitely. We determine that two paths starting at different points either cannot collapse or they do so almost surely. The problem can be modelled as a spatially inhomogeneous random walk on a group and contrasts sharply with the higher dimensional case in that if two paths may collapse they do so almost surely.     

Gradient Estimate of the Heat Kernel on Modified Graphs

We obtain a condition on the modification of graphs which guarantees the preservation of the Gaussian upper bound for the gradient of the heat kernel.