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Small time asymptotics of spectral heat content of isotropic processes

Rohan Sarkar

TL;DR

This work establishes a unifying small-time asymptotic for the spectral heat content $Q^X_\Omega(t)$ of translation-invariant isotropic processes $X$ in bounded domains with $C^{1,1}$ boundary, showing $\mathrm{Vol}(\Omega)-Q^X_\Omega(t) \sim \mu(t)\,\mathrm{Per}(\Omega)$ as $t\to 0$, where $\mu(t)=\mathbb{E}_0[\sup_{0\le s\le t} X^{(1)}_s\wedge 1]$. The paper develops a minimum-functional framework $Q^X_f(t)$ and leverages level-set representations to derive both lower and upper bounds, extending the result to $C^{1,κ}$ boundaries and a broad class of processes, including isotropic Lévy and Gaussian processes, as well as time-changed Brownian motions. For specific time-changes, explicit normalizations appear: inverse subordinators yield a $\sqrt{\varphi(1/t)}$-scaled limit with a universal constant, while self-similar time-changes give a power-law rate via $m(t)$. Together, these results connect small-time SHC to geometric perimeter, enabling analysis of non-Markovian models and broad process classes in probabilistic and PDE contexts.

Abstract

We provide a general approach for proving small time asymptotic of spectral heat content for any translation invariant isotropic process satisfying negligible tail probability condition. As a consequence, we recover several existing results in the context of Lévy processes and Gaussian processes, and provide spectral heat content asymptotic for a class of time-changed Brownian motions, which are non-Markovian.

Small time asymptotics of spectral heat content of isotropic processes

TL;DR

This work establishes a unifying small-time asymptotic for the spectral heat content of translation-invariant isotropic processes in bounded domains with boundary, showing as , where . The paper develops a minimum-functional framework and leverages level-set representations to derive both lower and upper bounds, extending the result to boundaries and a broad class of processes, including isotropic Lévy and Gaussian processes, as well as time-changed Brownian motions. For specific time-changes, explicit normalizations appear: inverse subordinators yield a -scaled limit with a universal constant, while self-similar time-changes give a power-law rate via . Together, these results connect small-time SHC to geometric perimeter, enabling analysis of non-Markovian models and broad process classes in probabilistic and PDE contexts.

Abstract

We provide a general approach for proving small time asymptotic of spectral heat content for any translation invariant isotropic process satisfying negligible tail probability condition. As a consequence, we recover several existing results in the context of Lévy processes and Gaussian processes, and provide spectral heat content asymptotic for a class of time-changed Brownian motions, which are non-Markovian.

Paper Structure

This paper contains 11 sections, 16 theorems, 105 equations.

Key Result

Theorem 1.1

Let $\Omega$ be bounded open subset of $\mathbb{R}^d$ with $C^{1,1}$ boundary, and $X=(X_t)_{t\geqslant 0}$ be a translation invariant isotropic stochastic process satisfying Assumption assump1. Then, where $\mathrm{Per}(\Omega)$ denotes the perimeter of $\Omega$.

Theorems & Definitions (37)

  • Theorem 1.1
  • Remark 1.2
  • Corollary 1.3
  • Proposition 2.1
  • Remark 2.2
  • Proposition 2.3
  • Remark 2.4
  • proof
  • Proposition 2.5
  • Remark 2.6
  • ...and 27 more