Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space
From MaRDI portal
Publication:6075078
DOI10.1112/plms.12514zbMath1523.60040arXiv2301.06656OpenAlexW4319348816MaRDI QIDQ6075078
Publication date: 20 September 2023
Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2301.06656
Infinitely divisible distributions; stable distributions (60E07) General topics in linear spectral theory for PDEs (35P05) Markov semigroups and applications to diffusion processes (47D07) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) General harmonic expansions, frames (42C15)
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Self-similar scaling limits of Markov chains on the positive integers
- On the Mellin transforms of the perpetuity and the remainder variables associated to a subordinator
- Law of the absorption time of some positive self-similar Markov processes
- Intertwining certain fractional derivatives
- A refined factorization of the exponential law
- Spectral decomposition of fractional operators and a reflected stable semigroup
- Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes
- Multi-self-similar Markov processes on \(\mathbb R_+^n\) and their Lamperti representations
- The asymptotic behavior of fragmentation processes
- The entrance laws of self-similar Markov processes and exponential functionals of Lévy processes
- Bernstein-gamma functions and exponential functionals of Lévy processes
- Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds for generalized Laguerre polynomials
- Spectral analysis of stable processes on the positive half-line
- Fluctuations of stable processes and exponential functionals of hypergeometric Lévy processes
- Turán inequalities and complete monotonicity for a class of entire functions
- On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity
- Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin
- Discrete self-similar and ergodic Markov chains
- A spectral theoretical approach for hypocoercivity applied to some degenerate hypoelliptic, and non-local operators
- On interweaving relations
- Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups
- Fluctuations of Lévy processes with applications. Introductory lectures
- Weak convergence of positive self-similar Markov processes and overshoots of Lévy processes
- Hitting times of points for symmetric Lévy processes with completely monotone jumps
- Spectral analysis of subordinate Brownian motions on the half-line
- Lévy Processes and Stochastic Calculus
- One-Parameter Semigroups for Linear Evolution Equations
- Non-Self-Adjoint Differential Operators, Spectral Asymptotics and Random Perturbations
- Skip-free Markov chains
- Analysis of non-reversible Markov chains via similarity orbits
- Spectral expansions of non-self-adjoint generalized Laguerre semigroups
- Semi-stable Markov processes. I
- Classical Expansions and Their Relation to Conjugate Harmonic Functions
- Bernstein functions. Theory and applications