Dichotomy in the small-time asymptotics of spectral heat content for Lévy processes

Fuente: arXiv
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Main Authors: Lee, Jaehun, Park, Hyunchul
Format: Preprint
Published: 2025
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author Lee, Jaehun
Park, Hyunchul
author_facet Lee, Jaehun
Park, Hyunchul
contents We establish a dichotomy in the small-time asymptotic behavior of the spectral heat content (SHC) for symmetric, but not necessarily isotropic, Lévy processes whose Lévy density satisfies a weak lower scaling condition near zero. This dichotomy is governed by whether the process has unbounded or bounded variation. In the unbounded variation case, the leading asymptotic behavior of the SHC is determined by the expected supremum of the process projected in the normal direction near the boundary. In contrast, for processes with bounded variation, the SHC decays linearly in time. Our main result, Theorem \ref{thm:main}, extends and unifies key results from \cite{GPS19}, \cite{KP24}, and \cite{PS22}, covering a broader class of non-isotropic Lévy processes and offering a streamlined proof.
format Preprint
id arxiv_https___arxiv_org_abs_2502_08110
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Dichotomy in the small-time asymptotics of spectral heat content for Lévy processes
Lee, Jaehun
Park, Hyunchul
Probability
We establish a dichotomy in the small-time asymptotic behavior of the spectral heat content (SHC) for symmetric, but not necessarily isotropic, Lévy processes whose Lévy density satisfies a weak lower scaling condition near zero. This dichotomy is governed by whether the process has unbounded or bounded variation. In the unbounded variation case, the leading asymptotic behavior of the SHC is determined by the expected supremum of the process projected in the normal direction near the boundary. In contrast, for processes with bounded variation, the SHC decays linearly in time. Our main result, Theorem \ref{thm:main}, extends and unifies key results from \cite{GPS19}, \cite{KP24}, and \cite{PS22}, covering a broader class of non-isotropic Lévy processes and offering a streamlined proof.
title Dichotomy in the small-time asymptotics of spectral heat content for Lévy processes
topic Probability
url https://arxiv.org/abs/2502.08110