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Renming Song

Publications and source records attributed to Renming Song.

At least 19 recordsLinked to original sources

Limit behavior of linearly edge-reinforced random walks on the half-line

Motivated by the article [M. Takei, Electron. J. Probab. 26 (2021), article no. 104], we study the limit behavior of linearly edge-reinforced random walks on the half-line $\mathbb{Z}_+$ with reinforcement parameter $δ>0$, and each edge $\{x,x+1\}$ has the initial weight $x^α\ln^βx$ for $x > 1$ and $1$ for $x = 0, 1$. The aim of this paper is to study the almost sure limit behavior of the walk in the recurrent regime, and extend the results of Takei mentioned above.

math.PR

Heat kernel estimates for Markov processes with blowing-up jump kernels

In this paper, we establish sharp two-sided heat kernel estimates for a large class of purely discontinuous symmetric Markov processes on closed subsets $F$ of $\mathbb{R}^d$, whose jump kernels blow up on a Borel subset $Σ$ of $F$. We assume that $F\setminus Σ$ is a $κ$-fat set and is dense in $F$. To the best of our knowledge, this is the first work establishing sharp heat kernel estimates for jump processes whose jump kernels blow up on part of the state space. The jump kernels under consideration take the form $J(x,y)=|x-y|^{-d-α}{\mathcal B}(x,y)$, where $α\in (0,2)$ and the function ${\mathcal B}(x,y)$ blows up at a subset $Σ$ of $F$. A fundamental obstacle is that the tails of the jump measures are not uniformly bounded, and hence standard techniques in heat kernel analysis do not provide a priori off-diagonal estimates. To overcome this difficulty, we develop a new approach based on weighted integral estimates for the heat kernel that are sensitive to both the blow-up behavior of the jump kernel and the geometry of $F\setminus Σ$. Examples of processes falling within our general framework include traces of isotropic $α$-stable processes in $C^{1,\rm Dini}$ sets, processes in Lipschitz sets arising in connection with the nonlocal Neumann problem, and a large class of resurrected self-similar processes in the closed upper half-space.

math.PR

Abnormal boundary decay for stable operators

Assume $α\in (0, 2)$ and $d\ge 2$. Let $\mathcal L^α$ be the generator of a symmetric, but not necessarily isotropic, $α$-stable process $X$ in $\mathbb R^d$ whose Lévy density is comparable with that of an isotropic $α$-stable process. In this paper, we show that the $C^{1, \rm Dini}$ regularity assumption on an open set $D\subset \mathbb R^d$ is optimal for the standard boundary decay property for nonnegative $\mathcal L^α$-harmonic functions in $D$, and for the standard boundary decay property of the heat kernel $p^D(t,x,y)$ of the part process $X^D$ of $X$ on $D$ by proving the following: (i) If $D$ is a $C^{1, \rm Dini}$ open set and $h$ is a nonnegative function which is $\mathcal L^α$-harmonic in $D$ and vanishes near a portion of $\partial D$, then the rate at which $h(x)$ decays to 0 near that portion of $\partial D$ is ${\rm dist} (x, D^c)^{α/2}$. (ii) If $D$ is a $C^{1, \rm Dini}$ open set, then, as $x\to \partial D$, the rate at which $p^D(t,x,y)$ tends to 0 is ${\rm dist} (x, D^c)^{α/2}$. (iii) For any non-Dini modulus of continuity $\ell$, there exist non-$C^{1, \rm Dini}$ open sets $D$, with $\partial D$ locally being the graph of a $C^{1, \ell}$ function, such that the standard boundary decay properties above do not hold for $D$.

math.AP

The asymptotic behavior of rarely visited edges of the simple random walk

In this paper, we study the asymptotic behavior of the number of rarely visited edges (i.e., edges that visited only once) of a simple symmetric random walk on $\mathbb{Z}$. Let $α(n)$ be the number of rarely visited edges up to time $n$. First, we evaluate $\mathbb{E}(α(n))$, show that $n\to \mathbb{E}(α(n))$ is non-decreasing in $n$ and that $\lim\limits_{n\to+\infty}\mathbb{E}(α(n))=2$. Then we study the asymptotic behavior of $\mathbb{P} (α(n)>a(\log n)^2)$ for any $a>0$ and use it to show that there exists a constant $C\in(1/32,1/2]$ such that $\limsup\limits_{n\to+\infty}\frac{α(n)}{(\log n)^2}=C$ almost surely.

math.PR

Heat kernel estimates for Markov processes in bounded sets with jump kernels decaying at the boundary

In this paper, we study two types of purely discontinuous symmetric Markov processes $X$ in bounded smooth subsets of $\mathbb R^d$: conservative processes and processes killed either upon approaching the boundary of the set or by a killing potential $κ$. The jump kernel of $X$ is of the form $J(x,y)={\cal B}(x,y)|x-y|^{-d-α}$, $α\in (0,2)$, where the function ${\cal B}(x,y)$ decays to 0 at the boundary and is described in terms of two $O$-regularly varying functions and one slowly varying function. Under the conditions, introduced in \cite{CKSV24}, on ${\cal B}(x,y)$ and on the killing potential $κ$, we establish sharp two-sided estimates on the heat kernel of $X$: in Lipschitz sets when $X$ is conservative, and in $C^{1,1}$ open sets for the killed process.

math.PR

Law of iterated logarithm for supercritical non-symmetric branching Markov process

Let $\{(X_t)_{t\geq 0}, \mathbb{P}_{δ_x}, x\in E\}$ be a supercritical branching Markov process (which is not necessary symmetric) on a locally compact metric measure space $(E,μ)$ with spatially dependent local branching mechanism. Under some assumptions on the semigroup of the spatial motion, we first prove law of iterated logarithm type results for $\langle f, X_t\rangle$ under the second moment condition on the branching mechanism, where $f$ is a linear combination of eigenfunctions of the mean semigroup $\{T_t, t\geq0\}$ of $X$. Then we prove law of iterated logarithm type results for $\langle f, X_t\rangle$ under the fourth moment condition, where $f$ belongs to a larger class of functions.

math.PR

Favorite sites of one-dimensional asymmetric simple random walk

In this paper, we study favorite sites of one-dimensional asymmetric simple random walks. We show that almost surely, for any fixed integer $r\geq 1$, ``$r$ favorite sites" occurs infinitely often. We also give the asymptotic growth rate of the number of favorite sites.

math.PR

Asymptotic behaviors of subcritical branching killed Lévy processes

In this paper, we investigate the asymptotic behaviors of the survival probability and maximal displacement of a subcritical branching killed Lévy process $X$ in $\mathbb{R}$. Let $ζ$ denote the extinction time, $M_t$ be the maximal position of all the particles alive at time $t$, and $M:=\sup_{t\ge 0}M_t$ be the all-time maximum. Under the assumption that the offspring distribution satisfies the $L\log L$ condition and some conditions on the spatial motion, we find the decay rate of the survival probability $\mathbb{P}_x(ζ>t)$ and the tail behavior of $M_t$ as $t\to\infty$. As a consequence, we establish a Yaglom-type theorem. We also find the asymptotic behavior of $\mathbb{P}_x(M>y)$ as $y\to\infty$.

math.PR

Large deviations and almost sure convergence for the extremes of branching Lévy processes

In this paper, we investigate the asymptotic behavior of supercritical branching Markov processes $\{\mathbb{X}_t, t \ge0\}$ whose spatial motions are Lévy processes with regularly varying tails. Recently, Ren et al. [Appl. Probab. 61 (2024)] studied the weak convergence of the extremes of $\{\mathbb{X}_t, t \ge0\}$. In this paper, we establish the large deviation of $\{\mathbb{X}_t, t \ge0\}$ as well as some almost sure convergence results of the maximum of $\mathbb{X}_t$.

math.PR

Moments of additive martingales of branching Lévy processes and applications

Let $W_t(θ)$ be the Biggins martingale of a supercritical branching Lévy process with non-local branching mechanism, and denote by $W_\infty(θ)$ its limit. In this paper, we first study moment properties of $W_t(θ)$ and $W_\infty(θ)$, and the tail behavior of $W_\infty(θ)$. We then apply these results to establish central limit theorems for $W_t(θ)-W_\infty(θ)$.

math.PR

Approximate factorizations for non-symmetric jump processes

In this paper, we first extend the approximate factorization for purely discontinuous Markov process established in \cite{CKSV20} by getting rid of some of the conditions imposed in \cite{CKSV20}. Then we apply the approximate factorization to obtain sharp two-sided heat kernel estimates for three classes of processes: stable-like processes with critical killings in $C^{1, {\rm Dini}}$ open sets; killed stable-like processes in the setting of \cite{KW24} in $C^{1, \varepsilon}$ open sets; and non-symmetric stable processes in what we call $C^{1,2{\text - \rm Dini}}$ open sets. In particular, we obtain explicit sharp two-sided heat kernel estimates of killed $α$-stable processes in $C^{1, {\rm Dini}}$ open sets for all $α\in (0, 2)$ and of censored $α$-stable processes in $C^{1, {\rm Dini}}$ open sets for all $α\in (1, 2)$.

math.PR

Heat kernel estimates for Dirichlet forms degenerate at the boundary

The goal of this paper is to establish sharp two-sided estimates on the heat kernels of two types of purely discontinuous symmetric Markov processes in the upper half-space of $\mathbb R^d$ with jump kernels degenerate at the boundary. The jump kernels are of the form $J(x,y)=\mathcal B(x,y)|x-y|^{-α-d}$, $α\in (0,2)$, where the function $\mathcal B$ depends on four parameters and may vanish at the boundary. Our results are the first sharp two-sided estimates for the heat kernels of non-local operators with jump kernels degenerate at the boundary. The first type of processes are conservative Markov processes on $\overline{\mathbb R}^d_+$ with jump kernel $J(x,y)$. Depending on the regions where the parameters belong, the heat kernels estimates have three different forms, two of them are qualitatively different from all previously known heat kernel estimates. The second type of processes are the processes above killed either by a critical potential or upon hitting the boundary of the half-space. We establish that their heat kernel estimates have the approximate factorization property with survival probabilities decaying as a power of the distance to the boundary, where the power depends on the constant in the critical potential.

math.PR

Tail probability of maximal displacement in critical and subcritical branching stable processes

In this paper, we study critical and subcritical branching $α$-stable processes, $α\in (0, 2)$. We obtain the exact asymptotic behaviors of the tails of the maximal positions of all subcritical branching $α$-stable processes with positive jumps. In the case of subcritical branching spectrally negative $α$-stable processes, we obtain the exact asymptotic behaviors of the tails of the maximal positions under the assumption that the offspring distributions satisfy the $L\log L$ condition. For critical branching $α$-stable processes, we obtain the exact asymptotic behaviors of the tails under the assumption that the offspring distributions belong to the domain of attraction of a $γ$-distribution, $γ\in (1, 2]$.

math.PR

Potential theory of Dirichlet forms with jump kernels blowing up at the boundary

In this paper we study the potential theory of Dirichlet forms on the half-space $\mathbb{R}^d_+$ defined by the jump kernel $J(x,y)=|x-y|^{-d-α}\mathcal{B}(x,y)$ and the killing potential $κx_d^{-α}$, where $α\in (0, 2)$ and $\mathcal{B}(x,y)$ can blow up to infinity at the boundary. The jump kernel and the killing potential depend on several parameters. For all admissible values of the parameters involved and all $d \ge 1$, we prove that the boundary Harnack principle holds, and establish sharp two-sided estimates on the Green functions of these processes.

math.PR

Heat kernel estimates for Schrödinger operators with supercritical killing potentials

In this paper, we study the Schrödinger operator $Δ-V$, where $V$ is a supercritical non-negative potential belonging to a large class of functions containing functions of the form $b|x|^{-(2+2β)}$, $b, β>0$. We obtain two-sided estimates on the heat kernel $p(t, x, y)$ of $Δ-V$, along with estimates for the corresponding Green function. Unlike the case of the fractional Schrödinger operator $-(-Δ)^{α/2}-V$, $α\in (0, 2)$, with supercritical killing potential dealt with in [11], in the present case, the heat kernel $p(t, x, y)$ decays to 0 exponentially as $x$ or $y$ tends to the origin.

math.PR

Time fractional stochastic differential equations driven by pure jump Lévy noise

In this paper we introduce a variable order time fractional differential equation driven by pure jump Lévy noise, which models the motion of a particle exhibiting memory effect. We prove the well-posedness of this equation without assuming any integrability condition on the initial condition and the large jump coefficient, by using a truncation argument. Under some extra conditions, we also derive some $L^p$ moment estimates on the solutions. As an application of moment estimates, we prove the Hölder regularity of the solutions.

math.PR

Heat kernel estimates for regional fractional Laplacians with multi-singular critical potentials in $C^{1, β}$ open sets

Let $D$ be an open set of $\mathbb{R}^d$, $α\in (0, 2)$ and let $\mathcal{L}_α^D$ be the generator of the censored $α$-stable process in $D$. In this paper, we establish sharp two-sided heat kernel estimates for $\mathcal{L}_α^D-κ$, with $κ$ being a non-negative critical potential and $D$ being a $C^{1, β}$ open set, $β\in ((α-1)_+,1]$. The potential $κ$ can exhibit multi-singularities and our regularity assumption on $D$ is weaker than the regularity assumed in earlier literature on heat kernel estimates of fractional Laplacians.

math.PR