Heat content for Gaussian processes: small-time asymptotic analysis

Fuente: arXiv
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Autores principales: Kobayashi, Kei, Park, Hyunchul
Formato: Preprint
Publicado: 2023
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author Kobayashi, Kei
Park, Hyunchul
author_facet Kobayashi, Kei
Park, Hyunchul
contents This paper establishes the small-time asymptotic behaviors of the regular heat content and spectral heat content for general Gaussian processes in both one-dimensional and multi-dimensional settings, where the boundary of the underlying domain satisfies some smoothness condition. For the amount of heat loss associated with the spectral heat content, the exact asymptotic behavior with rate function being the expected supremum process is obtained, whereas for the regular heat content, the exact asymptotic behavior is described in terms of the standard deviation function.
format Preprint
id arxiv_https___arxiv_org_abs_2311_16064
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Heat content for Gaussian processes: small-time asymptotic analysis
Kobayashi, Kei
Park, Hyunchul
Probability
This paper establishes the small-time asymptotic behaviors of the regular heat content and spectral heat content for general Gaussian processes in both one-dimensional and multi-dimensional settings, where the boundary of the underlying domain satisfies some smoothness condition. For the amount of heat loss associated with the spectral heat content, the exact asymptotic behavior with rate function being the expected supremum process is obtained, whereas for the regular heat content, the exact asymptotic behavior is described in terms of the standard deviation function.
title Heat content for Gaussian processes: small-time asymptotic analysis
topic Probability
url https://arxiv.org/abs/2311.16064