A geometric interpretation of the transition density of a symmetric Lévy process

DOI10.1007/s11425-012-4368-0zbMath1279.60097arXiv1105.5016OpenAlexW2071419932MaRDI QIDQ2392936

Sandra Landwehr, Niels Jacob, Viktoria P. Knopova, Rene L. Schilling

Publication date: 5 August 2013

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.5016

zbMATH Keywords

Lévy processesinfinitely divisible distributionsheat kernel boundsmetric measure spacesself-reciprocal distributionstransition function estimates

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Markov semigroups and applications to diffusion processes (47D07) Probabilistic potential theory (60J45) Transition functions, generators and resolvents (60J35) Potential theory on fractals and metric spaces (31E05)

Related Items (20)

Estimates of heat kernels of non-symmetric Lévy processes ⋮ Geometric approximations to transition densities of jump-type Markov processes ⋮ Off-diagonal heat kernel asymptotics of pseudodifferential operators on closed manifolds and subordinate Brownian motion ⋮ On Adjoint Additive Processes ⋮ Upper estimates of transition densities for stable-dominated semigroups ⋮ Exact asymptotic formulas for the heat kernels of space and time-fractional equations ⋮ Small-time sharp bounds for kernels of convolution semigroups ⋮ Higher order eigenvalues for non-local Schrödinger operators ⋮ Detecting independence of random vectors: generalized distance covariance and Gaussian covariance ⋮ Estimates of densities for Lévy processes with lower intensity of large jumps ⋮ MFO-RIMS tandem workshop: Nonlocality in analysis, probability and statistics. Abstracts from the MFO-RIMS tandem workshop held March 20--26, 2022 ⋮ Lévy processes: concentration function and heat kernel bounds ⋮ Density and tails of unimodal convolution semigroups ⋮ Spatial asymptotics at infinity for heat kernels of integro-differential operators ⋮ Q‐matrices as pseudo‐differential operators with negative definite symbols ⋮ Aspects of Micro-Local Analysis and Geometry in the Study of Lévy-Type Generators ⋮ Subgeometric rates of convergence for Markov processes under subordination ⋮ A Probabilistic Inequality Related to Negative Definite Functions ⋮ SOME FELLER SEMIGROUPS ON GENERATED BY PSEUDO‐DIFFERENTIAL OPERATORS ⋮ Estimates of transition densities and their derivatives for jump Lévy processes

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