Asymptotic behavior of densities of unimodal convolution semigroups

DOI10.1090/tran/6830zbMath1370.60060arXiv1504.08358OpenAlexW3105923645MaRDI QIDQ5347274

Tomasz Grzywny, Wojciech Cygan, 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

heat kernelasymptotic formulaGreen functiondensitiessubordinate Brownian motionLévy-Khintchine exponentisotropic unimodal Lévy processunimodal convolution semigroups

Mathematics Subject Classification ID

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

Related Items

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

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Exact asymptotic for distribution densities of Lévy functionals
• Asymptotic behaviour of densities of stable semigroups of measures
• Small-time expansions for the transition distributions of Lévy processes
• Stable semi-groups of measures as commutative approximate identities of non-graded homogeneous groups
• Convolution inequalities, regular variation and exceptional sets
• Asymptotic formulas for symmetric stable semigroups
• Asymptotic behavior of the transition density for jump type processes in small time
• Expansion of transition distributions of Lévy processes in small time
• Ratio limit theorems for random walks and Lévy processes
• Limit theorems for random walks
• Density and tails of unimodal convolution semigroups
• Green function estimates and Harnack inequality for subordinate Brownian motions
• On Harnack inequality and Hölder regularity for isotropic unimodal Lévy processes
• Random walks on groups and discrete subordination
• Some Theorems on Stable Processes
• [https://portal.mardi4nfdi.de/wiki/Publication:3664169 The isoperimetric inequality for isotropic unimodal L�vy processes]
• Strong ratio limit property
• A note on the existence of transition probability densities of Lévy processes
• Asymptotic Behaviour and Estimates of Slowly Varying Convolution Semigroups
• Strong Ratio Limit Property for R-Recurrent Markov Chains
• Ratio Limit Theorems for Random Walks on Groups
• The Mean Values of Certain Dirichlet Series, II
• Bernstein functions. Theory and applications