The range of once-reinforced random walk on the half-line
In this paper, we consider a once-reinforced random walk on the half-line, and give the limiting behaviors of all the moments of its range.
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arXiv subjects
Renming Song
Publications and source records attributed to Renming Song.
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 $\delta>0$, and each edge $\{x,x+1\}$ has the initial weight $x^{\alpha}\ln^{\beta}x$ 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.
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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 $\Sigma$ of $F$. We assume that $F\setminus \Sigma$ is a $\kappa$-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 $J(x,y)=|x-y|^{-d-\alpha}{\mathcal B}(x,y)$, where $\alpha\in (0,2)$ and the function ${\mathcal B}(x,y)$ blows up at a subset $\Sigma$ 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 $F\setminus \Sigma$. Examples of processes falling within our general framework include traces of isotropic $\alpha$-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.
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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 $\kappa$. The jump kernel of $X$ is of the form $J(x,y)={\cal B}(x,y)|x-y|^{-d-\alpha}$, $\alpha\in (0,2)$, 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 $\kappa$, 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.
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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.
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Abnormal boundary decay for stable operators
Assume $\alpha\in (0, 2)$ and $d\ge 2$. Let $\mathcal L^\alpha$ be the generator of a symmetric, but not necessarily isotropic, $\alpha$-stable process $X$ in $\mathbb R^d$ whose L\'evy density is comparable with that of an isotropic $\alpha$-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 $\mathcal L^\alpha$-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 $\mathcal L^\alpha$-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 ${\rm dist} (x, D^c)^{\alpha/2}$. (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 ${\rm dist} (x, D^c)^{\alpha/2}$. (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 $D$.
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Large deviations and almost sure convergence for the extremes of branching L\'evy processes
In this paper, we investigate the asymptotic behavior of supercritical branching Markov processes $\{\mathbb{X}_t, t \ge0\}$ whose spatial motions are L\'evy 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 $\mathbb{X}_t$.
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Moments of additive martingales of branching L\'evy processes and applications
Let $W_t(\theta)$ be the Biggins martingale of a supercritical branching L\'evy process with non-local branching mechanism, and denote by $W_\infty(\theta)$ its limit. In this paper, we first study moment properties of $W_t(\theta)$ and $W_\infty(\theta)$, and the tail behavior of $W_\infty(\theta)$. We then apply these results to establish central limit theorems for $W_t(\theta)-W_\infty(\theta)$.
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Law of iterated logarithm for supercritical non-symmetric branching Markov process
Let $\{(X_t)_{t\geq 0}, \mathbb{P}_{\delta_x}, x\in E\}$ be a supercritical branching Markov process (which is not necessary symmetric) on a locally compact metric measure space $(E,\mu)$ 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.
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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 $\alpha$-stable processes in $C^{1, {\rm Dini}}$ open sets for all $\alpha\in (0, 2)$ and of censored $\alpha$-stable processes in $C^{1, {\rm Dini}}$ open sets for all $\alpha\in (1, 2)$.
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Tail probability of maximal displacement in critical and subcritical branching stable processes
In this paper, we study critical and subcritical branching $\alpha$-stable processes, $\alpha \in (0, 2)$. We obtain the exact asymptotic behaviors of the tails of the maximal positions of all subcritical branching $\alpha$-stable processes with positive jumps. In the case of subcritical branching spectrally negative $\alpha$-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 $\alpha$-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 $\gamma$-distribution, $\gamma\in (1, 2]$.
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Asymptotic behaviors of subcritical branching killed L\'{e}vy processes
In this paper, we investigate the asymptotic behaviors of the survival probability and maximal displacement of a subcritical branching killed L\'{e}vy process $X$ in $\mathbb{R}$. Let $\zeta$ 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 $\mathbb{P}_x(\zeta>t)$ 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 $y\to\infty$.
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Heat kernel estimates for Schr\"odinger operators with supercritical killing potentials
In this paper, we study the Schr\"odinger operator $\Delta-V$, where $V$ is a supercritical non-negative potential belonging to a large class of functions containing functions of the form $b|x|^{-(2+2\beta)}$, $b, \beta>0$. We obtain two-sided estimates on the heat kernel $p(t, x, y)$ of $\Delta-V$, along with estimates for the corresponding Green function. Unlike the case of the fractional Schr\"odinger operator $-(-\Delta)^{\alpha/2}-V$, $\alpha\in (0, 2)$, 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.
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Local properties for $1$-dimensional critical branching L\'{e}vy process
Consider a one dimensional critical branching L\'{e}vy process $((Z_t)_{t\geq 0}, \mathbb {P}_x)$. Assume that the offspring distribution either has finite second moment or belongs to the domain of attraction to some $\alpha$-stable distribution with $\alpha\in (1, 2)$, and that the underlying L\'{e}vy process $(\xi_t)_{t\geq 0}$ is non-lattice and has finite $2+\delta^*$ moment for some $\delta^*>0$. We first prove that $$t^{\frac{1}{\alpha-1}}\left(1- \mathbb{E}_{\sqrt{t}y}\left(\exp\left\{-\frac{1}{t^{\frac{1}{\alpha-1}-\frac{1}{2}}}\int h(x) Z_t(\mathrm{d}x) -\frac{1}{t^{\frac{1}{\alpha-1}}} \int g\left(\frac{x}{\sqrt{t}}\right)Z_t(\mathrm{d}x)\right\}\right)\right)$$ converges as $t\to\infty$ for any non-negative bounded Lipschtitz function $g$ and any non-negative directly Riemann integrable function $h$ of compact support. Then for any $y\in \R$ and bounded Borel set of positive Lebesgue measure with its boundary having zero Lebesgue measure, under a higher moment condition on $\xi$, we find the decay rate of the probability $\mathbb {P}_{\sqrt{t}y}(Z_t(A)>0)$. As an application, we prove some convergence results for $Z_t$ under the conditional law $\mathbb {P}_{\sqrt{t}y}(\cdot| Z_t(A)>0).$
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Asymptotic behaviors of subcritical branching killed Brownian motion with drift
In this paper, we study asymptotic behaviors of a subcritical branching killed Brownian motion with drift $-\rho$ and offspring distribution $\{p_k:k\ge 0\}$. Let $\widetilde{\zeta}^{-\rho}$ be the extinction time of this subcritical branching killed Brownian motion, $\widetilde{M}_t^{-\rho}$ the maximal position of all the particles alive at time $t$ and $\widetilde{M}^{-\rho}:=\max_{t\ge 0}\widetilde{M}_t^{-\rho}$ the all time maximal position. Let $\mathbb{P}_x$ be the law of this subcritical branching killed Brownian motion when the initial particle is located at $x\in (0,\infty)$. Under the assumption $\sum_{k=1}^\infty k (\log k) p_k <\infty$, we establish the decay rates of $\mathbb{P}_x(\widetilde{\zeta}^{-\rho}>t)$ and $\mathbb{P}_x(\widetilde{M}^{-\rho}>y)$ as $t$ and $y$ tend to $\infty$ respectively. We also establish the decay rate of $\mathbb{P}_x(\widetilde{M}_t^{-\rho}>z(t,\rho))$ as $t\to\infty$, where $z(t,\rho)=\sqrt{t}z-\rho t$ for $\rho\leq 0$ and $z(t,\rho)=z$ for $\rho>0$. As a consequence, we obtain a Yaglom-type limit theorem.
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Tails of extinction time and maximal displacement for critical branching killed L\'{e}vy process
In this paper, we study asymptotic behaviors of the tails of extinction time and maximal displacement of a critical branching killed L\'{e}vy process $(Z_t^{(0,\infty)})_{t\ge 0}$ in $\mathbb{R}$, in which all particles (and their descendants) are killed upon exiting $(0, \infty)$. Let $\zeta^{(0,\infty)}$ and $M_t^{(0,\infty)}$ be the extinction time and maximal position of all the particles alive at time $t$ of this branching killed L\'{e}vy process and define $M^{(0,\infty)}: = \sup_{t\geq 0} M_t^{(0,\infty)}$. Under the assumption that the offspring distribution belongs to the domain of attraction of an $\alpha$-stable distribution, $\alpha\in (1, 2]$, and some moment conditions on the spatial motion, we give the decay rates of the survival probabilities $$ \mathbb{P}_{y}(\zeta^{(0,\infty)}>t), \quad \mathbb{P}_{\sqrt{t}y}(\zeta^{(0,\infty)}>t) $$ and the tail probabilities $$ \mathbb{P}_{y}(M^{(0,\infty)}\geq x), \quad \mathbb{P}_{xy}(M^{(0,\infty)}\geq x). $$ We also study the scaling limits of $M_t^{(0,\infty)}$ and the point process $Z_t^{(0,\infty)}$ under $\mathbb{P}_{\sqrt{t}y}(\cdot |\zeta^{(0,\infty)}>t)$ and $\mathbb{P}_y(\cdot |\zeta^{(0,\infty)}>t)$. The scaling limits under $\mathbb{P}_{\sqrt{t}y}(\cdot |\zeta^{(0,\infty)}>t)$ are represented in terms of super killed Brownian motion.
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Fractional Laplacian with supercritical killings
In this paper, we study Feynman-Kac semigroups of symmetric $\alpha$-stable processes with supercritical killing potentials belonging to a large class of functions containing functions of the form $b|x|^{-\beta}$, where $b>0$ and $\beta>\alpha$. We obtain two-sided estimates on the densities $p(t, x, y)$ of these semigroups for all $t>0$, along with estimates for the corresponding Green functions.
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Markov processes with jump kernels decaying at the boundary
The goal of this work is to develop a general theory for non-local singular operators of the type $$ L^{\mathcal{B}}_{\alpha}f(x)=\lim_{\epsilon\to 0} \int_{D,\, |y-x|>\epsilon}\big(f(y)-f(x)\big) \mathcal{B}(x,y)|x-y|^{-d-\alpha}\,dy, $$ and $$ L f(x)=L^{\mathcal{B}}_{\alpha}f(x) - \kappa(x) f(x), $$ in case $D$ is a $C^{1,1}$ open set in $\mathbb{R}^d$, $d\ge 2$. The function $\mathcal{B}(x,y)$ above may vanish at the boundary of $D$, and the killing potential $\kappa$ may be subcritical or critical. From a probabilistic point of view we study the reflected process on the closure $\overline{D}$ with infinitesimal generator $L^{\mathcal{B}}_{\alpha}$, and its part process on $D$ obtained by either killing at the boundary $\partial D$, or by killing via the killing potential $\kappa(x)$. The general theory developed in this work (i) contains subordinate killed stable processes in $C^{1,1}$ open sets as a special case, (ii) covers the case when $\mathcal{B}(x,y)$ is bounded between two positive constants and is well approximated by certain H\"older continuous functions, and (iii) extends the main results known for the half-space in $\mathbb{R}^d$. The main results of the work are the boundary Harnack principle and its possible failure, and sharp two-sided Green function estimates. Our results on the boundary Harnack principle completely cover the corresponding earlier results in the case of half-space. Our Green function estimates extend the corresponding earlier estimates in the case of half-space to bounded $C^{1, 1}$ open sets.
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