For any αin (0, 2), a truncated symmetric α-stable process is a symmetric Levy process with no diffusion part and with a Levy density given by c|x|^{-d-α} 1_{|x|< 1} for some constant c. In previous paper we have studied the potential theory of truncated symmetric stable processes. Among other things, we proved that the boundary Harnack principle is valid for the positive harmonic functions of a truncated symmetric stable process in any bounded convex domain and showed that the Martin boundary of any bounded convex domain with respect to this process is the same as the Euclidean boundary. However, for truncated symmetric stable processes, the boundary Harnack principle is not valid in non-convex domains. In this paper, we show that, for a large class of not necessarily convex bounded open sets called bounded roughly connected κ-fat open sets (including bounded non-convex κ-fat domains), the Martin boundary with respect to any truncated symmetric stable process is still the same as the Euclidean boundary. We also show that, for truncated symmetric stable processes a relative Fatou type theorem is true in bounded roughly connected κ-fat open sets.
In this paper we prove that the stationary harmonic measure of an infinite set in the upper planar lattice can be represented as the proper scaling limit of the classical harmonic measure of truncations of the infinite set.
Expressions are given for the truncated fractional moments $E X_+^p$ of a general stable law. These involve families of special functions that arose out of the study of multivariate stable densities and probabilities. As a particular case, an expression is given for $E(X-a)_+$ when $α> 1$.
For any 0 < alpha <2, a truncated symmetric alpha-stable process is a symmetric Levy process in R^d with a Levy density given by c|x|^{-d-alpha} 1_{|x|< 1} for some constant c. In this paper we study the potential theory of truncated symmetric stable processes in detail. We prove a Harnack inequality for nonnegative harmonic nonnegative functions these processes. We also establish a boundary Harnack principle for nonnegative functions which are harmonic with respect to these processes in bounded convex domains. We give an example of a non-convex domain for which the boundary Harnack principle …
A probabilistic approach to the study of the number of zeros of complex harmonic polynomials was initiated by W. Li and A. Wei (2009), who derived a Kac-Rice type formula for the expected number of zeros of random harmonic polynomials with independent Gaussian coefficients. They also provided asymptotics for a complex version of the Kostlan ensemble. Here we determine asymptotics for the alternative truncated model that was recently proposed by J. Hauenstein, D. Mehta, and the authors. Our results confirm (and sharpen) their (3/2)-powerlaw conjecture that had been formulated on the basis of co…
We consider a random walk in a truncated cone $K_N$, which is obtained by slicing cone $K$ by a hyperplane at a growing level of order $N$. We study the behaviour of the Green function in this truncated cone as $N$ increases. Using these results we also obtain the asymptotic behaviour of the harmonic measure. The obtained results are applied to a multidimensional gambler's problem studied by Diaconis and Ethier (2022). In particular we confirm their conjecture that the probability of eliminating players in a particular order has the same exact asymptotic behaviour as for the Brownian motion ap…
By using the existing sharp estimates of density function for rotationally invariant symmetric $α$-stable Lévy processes and rotationally invariant symmetric truncated $α$-stable Lévy processes, we obtain that Harnack inequalities hold for rotationally invariant symmetric $α$-stable Lévy processes with $α\in(0,2)$ and Ornstein-Uhlenbeck processes driven by rotationally invariant symmetric $α$-stable Lévy process, while logarithmic Harnack inequalities are satisfied for rotationally invariant symmetric truncated $α$-stable Lévy processes.
Using three hypergeometric identities, we evaluate the harmonic measure of a finite interval and of its complementary for a strictly stable real L{é}vy process. This gives a simple and unified proof of several results in the literature, old and recent. We also provide a full description of the corresponding Green functions. As a by-product, we compute the hitting probabilities of points and describe the non-negative harmonic functions for the stable process killed outside a finite interval.
In this paper we investigate functions that are harmonic with respect to the non-symmetric strictly $α$-stable Lévy processes on an open set $D \in \mathbb{R}^d$. We obtain the explicit formula for their boundary decay rate at parts of the boudary of $D$ outside of which they vanish.
Series representations consisting of spherical harmonics are obtained for characteristic exponents and probability density functions of multivariate stable distributions under various conditions. A esult potentially applicable in a practical setting is that for any distribution with stability index not equal to 1 and with a polynomial spectral spherical density, the series representation converges absolutely with all terms being calculable in closed form. Asymptotic expansions consisting of spherical harmonics are also considered for probability density functions.
Martin boundaries and integral representations of positive functions which are harmonic in a bounded domain $D$ with respect to Brownian motion are well understood. Unlike the Brownian case, there are two different kinds of harmonicity with respect to a discontinuous symmetric stable process. One kind are functions harmonic in $D$ with respect to the whole process $X$, and the other are functions harmonic in $D$ with respect to the process $X^D$ killed upon leaving $D$. In this paper we show that for bounded Lipschitz domains, the Martin boundary with respect to the killed stable process $X^D$…
We consider the system of stochastic differential equations dX_t=A(X_{t-}) dZ_t, where Z_t^1, ..., Z^d_t are independent one-dimensional symmetric stable processes of order α, and the matrix-valued function A is bounded, continuous and everywhere non-degenerate. We show that bounded harmonic functions associated with X are Holder continuous, but a Harnack inequality need not hold. The Levy measure associated with the vector-valued process Z is highly singular.
In this paper, we discuss tangential limits for regular harmonic functions with respect to $ϕ(Δ):=-ϕ(-Δ)$ in the $C^{1,1}$ open set $D$ in $\mathbb{R}^d$, where $ϕ$ is the complete Bernstein function and $d \ge 2$. When the exterior function $f$ is local $L^p$-Hölder continuous of order $β$ on $D^c$ with $ p\in(1,\infty]$ and $β>1/p$, for a large class of Bernstein function $ϕ$, we show that the regular harmonic function $u_f$ with respect to $ϕ(Δ)$, whose value is $f$ on $D^c$, converges a.e. through a certain parabola that depends on $ϕ$ and $ϕ'$. Our result includes the case $ϕ(λ)=\log(1+λ^…
Phase transition for weakly interacting focusing Gibbs measures with harmonic potential
The University of Edinburgh（爱丁堡大学）；The Maxwell Institute for the Mathematical Sciences（麦克斯韦数学科学研究所）；Dalian University of Technology（大连理工大学）；University of Birmingham（伯明翰大学）
We study the aging behavior of a truncated version of the Random Energy Model evolving under Metropolis dynamics. We prove that the natural time-time correlation function defined through the overlap function converges to an arcsine law distribution function, almost surely in the random environment and in the full range of time scales and temperatures for which such a result can be expected to hold. This establishes that the dynamics ages in the same way as Bouchaud's REM-like trap model, thus extending the universality class of the latter model. The proof relies on a clock process convergence …
We prove an uniform boundary Harnack inequality for nonnegative functions harmonic with respect to $α$-stable process on the Sierpi{ń}ski triangle, where $α\in (0, 1)$. Our result requires no regularity assumptions on the domain of harmonicity.
In this paper, we consider a product of a symmetric stable process in $\mathbb{R}^d$ and a one-dimensional Brownian motion in $\mathbb{R}^+$. Then we define a class of harmonic functions with respect to this product process. We show that bounded non-negative harmonic functions in the upper-half space satisfy Harnack inequality and prove that they are locally Hölder continuous. We also argue a result on Littlewood-Paley functions which are obtained by the $α$-harmonic extension of an $L^p(\mathbb{R}^d)$ function.
We study α-harmonic functions on the complement of the sphere and on the complement of the hyperplane in Euclidean spaces of dimension bigger than one, for α\in(1,2). We describe the corresponding Hardy spaces and prove the Fatou theorem for α-harmonic functions. We also give explicit formulas for the Martin kernel of the complement of the sphere and for the harmonic measure, Green function and Martin kernel of the complement of the hyperplane for the symmetric α-stable Lévy processes. Some extensions for the relativistic α-stable processes are discussed.
We give a probabilistic proof of relative Fatou's theorem for $(-Δ)^{α/2}$-harmonic functions (equivalently for symmetric $α$-stable processes) in bounded $κ$-fat open set where $α\in (0,2)$. That is, if $u$ is positive $(-Δ)^{α/2}$-harmonic function in a bounded $κ$-fat open set $D$ and $h$ is singular positive $(-Δ)^{α/2}$-harmonic function in $D$, then non-tangential limits of $u/h$ exist almost everywhere with respect to the Martin-representing measure of $h$. It is also shown that, under the gaugeability assumption, relative Fatou's theorem is true for operators obtained from the generato…
We study the scaling limit of a divisible sandpile model associated to a truncated $α$-stable random walk. We prove that the limiting distribution is related to an obstacle problem for a truncated fractional Laplacian. We also provide, as a fundamental tool, precise asymptotic expansions for the corresponding rescaled discrete Green's functions. In particular, the convergence rate of these Green's functions to its continuous counterpart is derived.
We consider non-degenerate SDEs with a $β$-Holder continuous and bounded drift term and driven by a Levy noise $L$ which is of $α$-stable type. If $α\in [1,2)$ and $β\in (1 - \fracα{2},1) $ we show pathwise uniqueness and existence of a stochastic flow. We follow the approach of [Priola, Osaka J. Math. 2012] improving the assumptions on the noise $L$. In our previous paper $L$ was assumed to be non-degenerate, $α$-stable and symmetric. Here we can also recover relativistic and truncated stable processes and some classes of temperated stable processes.
Motivated by a problem in learning theory, we are led to study the dominant eigenvalue of a class of random matrices. This turns out to be related to the roots of the derivative of random polynomials (generated by picking their roots uniformly at random in the interval [0, 1], although our results extend to other distributions). This, in turn, requires the study of the statistical behavior of the harmonic mean of random variables as above, and that, in turn, leads us to delicate question of the rate of convergence to stable laws and tail estimates for stable laws.
