Neumann Bessel Heat Kernel Monotonicity |
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| Authors: | R Bañuelos T Kulczycki B Siudeja |
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| Institution: | (1) Department of Mathematics, Purdue University, West Lafayette, IN 47907-1395, USA;(2) Institute of Mathematics, Polish Academy of Sciences, ul. Kopernika 18, 51-617 Wrocław, Poland;(3) Institute of Mathematics, Wrocław University of Technology, ul. Wybrzeze Wyspianskiego 27, 50-370 Wrocław, Poland;(4) Department of Mathematics, University of Illinois at Urbana-Champaign, Urbana, IL 61801, USA |
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| Abstract: | We prove that the diagonal of the transition probabilities for the d-dimensional Bessel processes on (0, 1], reflected at 1, which we denote by  , is an increasing function of r for d > 2 and that this is false for d = 2.
The first and third authors were supported in part by NSF grant # 0603701-DMS. The second author was supported in part by
KBN Grant 1 P03A 020 28. |
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| Keywords: | Neumann heat kernels Reflected Brownian motion Random walks Bessel processes |
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