{ "id": "1501.04595", "version": "v1", "published": "2015-01-19T19:26:16.000Z", "updated": "2015-01-19T19:26:16.000Z", "title": "Asymptotics for the heat kernel in multicone domains", "authors": [ "Pierre Collet", "Mauricio Duarte", "Servet Martinez", "Arturo Prat-Waldron", "Jaime San Martin" ], "comment": "Submitted to The Annals of Probability", "categories": [ "math.PR" ], "abstract": "A multi cone domain $\\Omega \\subseteq \\mathbb{R}^n$ is a domain that resembles a finite collection of cones far away from the origin. We study the rate of decay in time of the heat kernel $p(t,x,y)$ of a Brownian motion killed upon exiting $\\Omega$, using both probabilistic and analytical techniques. We find that the decay is polynomial and we characterize $\\lim_{t\\to\\infty} t^{1+\\alpha}p(t,x,y)$ in terms of the Martin boundary of $\\Omega$ at infinity, where $\\alpha>0$ depends on the geometry of $\\Omega$. We next derive an analogous result for $t^{\\kappa/2}\\mathbb{P}_x(T >t)$, with $\\kappa = 1+\\alpha - n/2$, where $T$ is the exit time form $\\Omega$. Lastly, we deduce the renormalized Yaglom limit for the process conditioned on survival.", "revisions": [ { "version": "v1", "updated": "2015-01-19T19:26:16.000Z" } ], "analyses": { "subjects": [ "60J65", "35K08", "35B40" ], "keywords": [ "heat kernel", "multicone domains", "asymptotics", "cones far away", "exit time form" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2015arXiv150104595C" } } }