Estimates for the derivative of diffusion semigroups.
The Varopoulos-Hardy-Littlewood theory and the spectral analysis are used to estimate the tail of the distribution of the first exit time of α-stable processes.
We obtain an estimate for the Poisson kernel for the class of second order left-invariant differential operators on higher rank NA groups.
Convex records in Euclidean space are considered. We provide both lower and upper bounds on the probability that in a sequence of random vectors ,..., there are exactly k records.
For a discrete-time Markov control process with the transition probability , we compare the total discounted costs ...
We characterize those homogeneous translation invariant symmetric non-local operators with positive maximum principle whose harmonic functions satisfy Harnack's inequality. We also estimate the corresponding semigroup and the potential kernel.
In this paper we continue the study of the Dirichlet problem for an elliptic equation on a domain in R3 which was begun in [5]. For R > 0 let ΩR be the ball of radius R centered at the origin with boundary ∂Ω R. The Dirichlet problem we are concerned with is the following:(-Δ - b(x).∇) u(x) = f(x), x ∈ Ω R,with zero boundary conditionsu(x) = 0, x ∈ ∂Ω R.
To reconstruct an even Borel measure on the unit sphere from finitely many values of its sine transform a least square estimator is proposed. Applying results by Gardner, Kiderlen and Milanfar we estimate its rate of convergence and prove strong consistency. We close this paper by giving an estimator for the directional distribution of certain three-dimensional stationary Poisson processes of convex cylinders which have applications in material science.
One of the basic estimation problems for continuous time stationary processes , is that of estimating based on the observation of the single block when the actual distribution of the process is not known. We will give fairly optimal universal estimates of this type that correspond to the optimal results in the case of discrete time processes.