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Starting with a transient irreducible diffusion process $X^0$ on a locally compact separable metric space $(D, d)$, one can construct a canonical symmetric reflected diffusion process $\bar X$ on a completion $D^*$ of $(D, d)$ through the theory of reflected Dirichlet spaces. The boundary trace process $\check X$ of $X$ on the boundary $\partial D:=D^*\setminus D$ is the reflected diffusion process $\bar X$ time-changed by a smooth measure $\nu$ having full quasi-support on $\partial D$. The Dirichlet form of the trace process $\check X$ is called the trace Dirichlet form. In the first part of the paper, we give a Besov space type characterization of the domain of the trace Dirichlet form for any good smooth measure $\nu$ on the boundary $\partial D$. In the second part of this paper, we study properties of the harmonic measure of $\bar X$ on the boundary $\partial D$. In particular, we provide a condition equivalent to the doubling property of the harmonic measure. Finally, we characterize and provide estimates of the jump kernel of the trace Dirichlet form under the doubling condition of the harmonic measure on $\partial D$.

In this paper, we consider a weakly coupled system of nonlocal operators which contain both diffusion part with uniformly elliptic diffusion matrices and bounded drift vectors and the jump part with relatively general jump kernels. We use the two-sided scale-invariant Green function estimation to prove the scale-invariant Harnack inequality for the weakly coupled nonlocal systems. In the case where the switching rate matrix is strictly irreducible, the scale-invariant full rank Harnack inequality is proved.Our approach is mainly probabilistic.

Homogenization for non-local operators in periodic environments has been studied intensively. So far, these works are mainly devoted to the qualitative results, that is, to determine explicitly the operators in the limit. To the best of authors' knowledge, there is no result concerning the convergence rates of the homogenization for stable-like operators in periodic environments. In this paper, we establish a quantitative homogenization result for symmetric $\alpha$-stable-like operators on $\R^d$ with periodic coefficients. In particular, we show that the convergence rate for the solutions of associated Dirichlet problems on a bounded domain $D$ is of order $$ \varepsilon^{(2-\alpha)/2}\I_{\{\alpha\in (1,2)\}}+\varepsilon^{\alpha/2}\I_{\{\alpha\in (0,1)\}}+\varepsilon^{1/2}|\log \e|^2\I_{\{\alpha=1\}}, $$ while, when the solution to the equation in the limit is in $C^2_c(D)$, the convergence rate becomes $$ \varepsilon^{2-\alpha}\I_{\{\alpha\in (1,2)\}}+\varepsilon^{\alpha}\I_{\{\alpha\in (0,1)\}}+\varepsilon |\log \e|^2\I_{\{\alpha=1\}}. $$ This indicates that the boundary decay behaviors of the solution to the equation in the limit affects the convergence rate in the homogenization., Comment: 34 pages

We introduce two fractals, in Euclidean spaces of dimension two and three respectively, such the $2$-conductive homogeneity holds but there is some $\eps \in (0, 1)$ so that the $p$-conductive homogeneity fails for every $p\in (1, 1+\eps)$. In addition, these two fractals have Ahlfors regular conformal dimension within the interval $(1, 2)$ and $(2, 3)$, respectively.

We positively answer the open question of Barlow and Bass about the convergence of renormalized effective resistance between opposite faces of Euclidean domains approximating a generalized {S}ierpi\'{n}ski carpet.

In this paper, a necessary and sufficient condition is obtained for the scale invariant boundary Harnack inequality (BHP in abbreviation) for a large class of Hunt processes on metric measure spaces that are in weak duality with another Hunt process. We next consider a discontinuous subordinate Brownian motion with Gaussian component $X_t=W_{S_t}$ in ${\bf R}^d$ for which the L\'evy density of the subordinator $S$ satisfies some mild comparability condition. We show that the scale invariant BHP holds for the subordinate Brownian motion $X$ in any Lipschitz domain satisfying the interior cone condition with common angle $\theta\in (\cos^{-1}(1/\sqrt d), \pi)$, but fails in any truncated circular cone with angle $\theta \leq \cos^{-1}(1/\sqrt d)$, a Lipschitz domain whose Lipschitz constant is larger than or equal to $1/\sqrt{d-1}.$

Let $(K,d)$ be a connected compact metric space and $p\in (1, \infty)$. Under the assumption of \cite[Assumption 2.15]{Ki2} and the conductive $p$-homogeneity, we show that $\mathcal{W}^p(K)\subset C(K)$ holds if and only if $p>\operatorname{dim}_{AR}(K,d)$, where $\mathcal{W}^p(K)$ is Kigami's $(1,p)$-Sobolev space and $\operatorname{dim}_{AR}(K,d)$ is the Ahlfors regular dimension.

We consider random conductance models with long range jumps on $\Z^d$, where the one-step transition probability from $x$ to $y$ is proportional to $w_{x,y}|x-y|^{-d-\alpha}$ with $\alpha\in (0,2)$. Assume that $\{w_{x,y}\}_{(x,y)\in E}$ are independent, identically distributed and uniformly bounded non-negative random variables with $\Ee w_{x,y}=1$, where $E$ is the set of all unordered pairs on $\Z^d$. We obtain a quantitative version of stochastic homogenization for these random walks, with explicit polynomial rates up to logarithmic corrections., Comment: 27 pages

In this paper, we study optimal stochastic control problems for stochastic systems driven by non-Markov sub-diffusion $B_{L_t}$, which have the mixed features of deterministic and stochastic controls. Here $B_t$ is the standard Brownian motion on $R$, and $L_t:= \inf\{r>0: S_r>t\}, \quad t\geq 0,$ is the inverse of a subordinator $S_t$ with drift $\kappa >0$ that is independent of $B_t$. We obtain stochastic maximum principles (SMP) for these systems using both convex and spiking variational methods, depending on whether the convex domain is convex or not. To derive SMP, we first establish a martingale representation theorem for sub-diffusions $B_{L_t}$, and then use it to derive the existence and uniqueness result for the solutions of backward stochastic differential equations (BSDEs) driven by sub-diffusions, which may be of independent interest. We also derive sufficient SMPs. Application to a linear quadratic system is given to illustrate the main results of this paper., Comment: minor revision

Let $d \geq 2$, $\alpha \in (0,2)$, and $X$ be the rectilinear $\alpha$-stable process on $\mathbb{R}^d$. We first present a geometric characterization of an open subset $D\subset \mathbb{R}^d$ so that the part process $X^D$ of $X$ in $D$ is irreducible. We then study the properties of the transition density functions of $X^D$, including the strict positivity property as well as their sharp two-sided bounds in $C^{1,1}$ domains in $\mathbb{R}^d$. Our bounds are shown to be sharp for a class of $C^{1,1}$ domains.

We consider a natural class of long range random walks on torsion free nilpotent groups and develop limit theorems for these walks. Given the original discrete group $\Gamma$ and a random walk $(S_n)_ {n\ge1}$ driven by a certain type of symmetric probability measure $\mu$, we construct a homogeneous nilpotent Lie group $G_\bullet(\Gamma,\mu)$ which carries an adapted dilation structure and a stable-like process $(X_t)_{ t\ge0}$ which appears in a Donsker-type functional limit theorem as the limit of a rescaled version of the random walk. Both the limit group and the limit process on that group depend on the measure $\mu$. In addition, the functional limit theorem is complemented by a local limit theorem.

In this paper, we study sharp two-sided heat kernel estimates for a large class of symmetric reflected diffusions with jumps on the closure of an inner uniform domain $D$ in a length metric space. The length metric is the intrinsic metric of a strongly local Dirichlet form. When $D$ is an inner uniform domain in the Euclidean space, a prototype for a special case of the processes under consideration are symmetric reflected diffusions with jumps on $D$, whose infinitesimal generators are non-local (pseudo-differential) operators $L$ on $D$ of the form $$ L u(x) =\frac12 \sum_{i, j=1}^d \frac{\partial}{\partial x_i} \left(a_{ij}(x) \frac{\partial u(x)}{\partial x_j}\right) + \lim_{\eps \downarrow 0} \int_{\{y\in D: \, \rho_D(y, x)>\eps\}} (u(y)-u(x)) J(x, y)\, dy $$ satisfying "Neumann boundary condition". Here, $\rho_D(x,y)$ is the length metric on $D$, $A(x)=(a_{ij}(x))_{1\leq i,j\leq d}$ is a measurable $d\times d$ matrix-valued function on $D$ that is uniformly elliptic and bounded, and $$ J(x,y):= \frac{1}{\Phi(\rho_D(x,y))} \int_{[\alpha_1, \alpha_2]} \frac{c(\alpha, x,y)} {\rho_D(x,y)^{d+\alpha}} \,\nu(d\alpha) , $$ where $\nu$ is a finite measure on $[\alpha_1, \alpha_2] \subset (0, 2)$, $\Phi$ is an increasing function on $[ 0, \infty )$ with $c_1e^{c_2r^{\beta}} \le \Phi(r) \le c_3 e^{c_4r^{\beta}}$ for some $\beta \in [0,\infty]$, and $c(\alpha , x, y)$ is a jointly measurable function that is bounded between two positive constants and is symmetric in $(x, y)$., Comment: 38 pages

Reconfigurable intelligent surface (RIS) is envisioned to be a promising green technology to reduce the energy consumption and improve the coverage and spectral efficiency of massive multiple-input multiple-output (MIMO) wireless networks. In a RIS-aided MIMO system, the acquisition of channel state information (CSI) is important for achieving passive beamforming gains of the RIS, but is also challenging due to the cascaded property of the transmitter-RIS-receiver channel and the lack of signal processing capability of the passive RIS elements. The state-of-the-art approach for CSI acquisition in such a system is a pure training-based strategy that depends on a long sequence of pilot symbols. In this paper, we investigate semi-blind cascaded channel estimation for RIS-aided massive MIMO systems, in which the receiver simultaneously estimates the channel coefficients and the partially unknown transmit signal with a small number of pilot sequences. Specifically, we formulate the semi-blind cascaded channel estimation as a trilinear matrix factorization task. Under the Bayesian inference framework, we develop a computationally efficient iterative algorithm using the approximate message passing principle to resolve the trilinear inference problem. Meanwhile, we present an analytical framework to characterize the theoretical performance bound of the proposed approach in the large-system limit via the replica method developed in statistical physics. Extensive simulation results demonstrate the effectiveness of the proposed semi-blind cascaded channel estimation algorithm.

This paper provides necessary as well as sufficient conditions on the Hurst parameters so that the continuous time parabolic Anderson model $\frac{\partial u}{\partial t}=\frac{1}{2}\frac{\partial^2 u}{\partial x^2}+u\dot{W}$ on $[0, \infty)\times {\bf R}^d $ with $d\geq 1$ has a unique random field solution, where $W(t, x)$ is a fractional Brownian sheet on $[0, \infty)\times {\bf R}^d$ and formally $\dot W =\frac{\partial^{d+1}}{\partial t \partial x_1 \cdots \partial x_d} W(t, x)$. When the noise $W(t, x)$ is white in time, our condition is both necessary and sufficient when the initial data $u(0, x)$ is bounded between two positive constants. When the noise is fractional in time with Hurst parameter $H_0>1/2$, our sufficient condition, which improves the known results in literature, is different from the necessary one.

It is well known that Nash-type inequalities for symmetric Dirichlet forms are equivalent to on-diagonal heat kernel upper bounds for the associated symmetric Markov semigroups. In this paper, we show that both imply (and hence are equivalent to) off-diagonal heat kernel upper bounds under some mild assumptions. Our approach is based on a new generalized Davies' method. Our results extend that of \cite{CKS} for Nash-type inequalities with power order considerably and also extend that of \cite{Gri} for second order differential operators on a complete non-compact manifold., Comment: 37 pages