Asymptotic behavior of densities of unimodal convolution semigroups

DOI10.1090/TRAN/6830MaRDI QIDQ5347274zbMATHOpenAlexFDO

Authors Wojciech Cygan, Tomasz Grzywny, Bartosz Trojan

Publication date 23 May 2017

Published in Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1504.08358

zbMATH Keywords

densitiesasymptotic formulaGreen functionheat kernelsubordinate Brownian motionLévy-Khintchine exponentisotropic unimodal Lévy processunimodal convolution semigroups

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Limit theorems in probability theory (60F99) Laplace transform (44A10) Integral transforms in distribution spaces (46F12) One-parameter semigroups and linear evolution equations (47D06)

Abstract: We prove the asymptotic formulas for the transition densities of isotropic unimodal convolution semigroups of probability measures on $mathbb{R}^d$ under the assumption that its L'{e}vy--Khintchine exponent is regularly varying of index between $0$ and $2$.

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Cited in

(16)

• Asymptotic behaviour of the Urbanik semigroup
• On directional convolution equivalent densities
• TRANSITION DENSITIES OF SUBORDINATORS OF POSITIVE ORDER
• Optimal Hardy inequality for the fractional Laplacian on \(L^p\)
• Asymptotic formulas for symmetric stable semigroups
• Spatial asymptotics at infinity for heat kernels of integro-differential operators
• Yaglom limit for stable processes in cones
• Asymptotic behaviour and estimates of slowly varying convolution semigroups
• Density behaviour related to Lévy processes
• A simple flattening lower bound for solutions to some linear integro-differential equations
• Asymptotical properties of distributions of isotropic Lévy processes
• Asymptotic behaviour of densities of stable semigroups of measures
• Fluctuation theory for Lévy processes with completely monotone jumps
• Estimates of heat kernels of non-symmetric Lévy processes
• Lévy processes: concentration function and heat kernel bounds
• Yaglom limit for unimodal Lévy processes

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