{"title":"时变稳定过程光谱热含量的大时间和小时间行为","authors":"Kei Kobayashi, Hyunchul Park","doi":"10.1214/22-ecp478","DOIUrl":null,"url":null,"abstract":"We study the large-time and small-time asymptotic behaviors of the spectral heat content for time-changed stable processes, where the time change belongs to a large class of inverse subordinators. For the large-time behavior, the spectral heat content decays polynomially with the decay rate determined by the Laplace exponent of the underlying subordinator, which is in sharp contrast to the exponential decay observed in the case when the time change is a subordinator. On the other hand, the small-time behavior exhibits three different decay regimes, where the decay rate is determined by both the Laplace exponent and the index of the stable process.","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":" ","pages":""},"PeriodicalIF":0.5000,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":"{\"title\":\"Large-time and small-time behaviors of the spectral heat content for time-changed stable processes\",\"authors\":\"Kei Kobayashi, Hyunchul Park\",\"doi\":\"10.1214/22-ecp478\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We study the large-time and small-time asymptotic behaviors of the spectral heat content for time-changed stable processes, where the time change belongs to a large class of inverse subordinators. For the large-time behavior, the spectral heat content decays polynomially with the decay rate determined by the Laplace exponent of the underlying subordinator, which is in sharp contrast to the exponential decay observed in the case when the time change is a subordinator. On the other hand, the small-time behavior exhibits three different decay regimes, where the decay rate is determined by both the Laplace exponent and the index of the stable process.\",\"PeriodicalId\":50543,\"journal\":{\"name\":\"Electronic Communications in Probability\",\"volume\":\" \",\"pages\":\"\"},\"PeriodicalIF\":0.5000,\"publicationDate\":\"2022-01-01\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"2\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Electronic Communications in Probability\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1214/22-ecp478\",\"RegionNum\":4,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Electronic Communications in Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/22-ecp478","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Large-time and small-time behaviors of the spectral heat content for time-changed stable processes
We study the large-time and small-time asymptotic behaviors of the spectral heat content for time-changed stable processes, where the time change belongs to a large class of inverse subordinators. For the large-time behavior, the spectral heat content decays polynomially with the decay rate determined by the Laplace exponent of the underlying subordinator, which is in sharp contrast to the exponential decay observed in the case when the time change is a subordinator. On the other hand, the small-time behavior exhibits three different decay regimes, where the decay rate is determined by both the Laplace exponent and the index of the stable process.
期刊介绍:
The Electronic Communications in Probability (ECP) publishes short research articles in probability theory. Its sister journal, the Electronic Journal of Probability (EJP), publishes full-length articles in probability theory. Short papers, those less than 12 pages, should be submitted to ECP first. EJP and ECP share the same editorial board, but with different Editors in Chief.