Let ${\mathcal{H}}=\mathbb{C}^{n}\otimes {\mathcal{E}}$ be the tensor product of a Euclidean space $\mathbb{C}^{n}$ and a separable Hilbert space ${\mathcal{E}}$. Our main object is the operator $G=I_{n}\otimes S+A\otimes I_{{\mathcal{E}}}$, where $S$ is a normal operator in ${\mathcal{E}}$, $A$ is an $n\times n$ matrix, and $I_{n},I_{{\mathcal{E}}}$ are the unit operators in $\mathbb{C}^{n}$ and ${\mathcal{E}}$, respectively. Numerous differential operators with constant matrix coefficients are examples of operator $G$. In the present paper we show that $G$ is similar to an operator $M=I_{n}\otimes S+\hat{D}\times I_{{\mathcal{E}}}$ where $\hat{D}$ is a block matrix, each block of which has a unique eigenvalue. We also obtain a bound for the condition number. That bound enables us to establish norm estimates for functions of $G$, nonregular on the closed convex hull $\operatorname{co}(G)$ of the spectrum of $G$. The functions $G^{-\unicode[STIX]{x1D6FC}}\;(\unicode[STIX]{x1D6FC}>0)$ and $(\ln G)^{-1}$ are examples of such functions. In addition, in the appropriate situations we improve the previously published estimates for the resolvent and functions of $G$ regular on $\operatorname{co}(G)$. Since differential operators with variable coefficients often can be considered as perturbations of operators with constant coefficients, the results mentioned above give us estimates for functions and bounds for the spectra of differential operators with variable coefficients.

Let D(A) be the domain of an m-accretive operator A on a Banach space E. We provide sufficient conditions for the closure of D(A) to be convex and for D(A) to coincide with E itself. Several related results and pertinent examples are also included.

In this paper, a detailed description of the resolvent of the Laplace–Beltrami operator in $n$-dimensional hyperbolic space is given. The resolvent is an integral operator with the kernel (Green’s function) being a solution of a hypergeometric differential equation. Asymptotic analysis of the solution of this equation is carried out.

Consider a one-sided Markov additive process with an upper and a lower barrier, where each can be either reflecting or terminating. For both defective and nondefective processes, and all possible scenarios, we identify the corresponding potential measures, which help to generalize a number of results for one-sided Lévy processes. The resulting rather neat formulae have various applications in risk and queueing theories, and, in particular, they lead to quasistationary distributions of the corresponding processes.

We consider a Markov-modulated Brownian motion (MMBM) with phase-dependent termination rates, i.e. while in a phase i the process terminates with a constant hazard rate ri ≥ 0. For such a process, we determine the matrix of expected local times (at zero) before termination and hence the resolvent. The results are applied to some recent questions arising in the framework of insurance risk. We further provide expressions for the resolvent and the local times at zero of an MMBM reflected at its infimum.

We consider a branching population where individuals have independent and identically distributed (i.i.d.) life lengths (not necessarily exponential) and constant birth rates. We let Nt denote the population size at time t. We further assume that all individuals, at their birth times, are equipped with independent exponential clocks with parameter δ. We are interested in the genealogical tree stopped at the first time T when one of these clocks rings. This question has applications in epidemiology, population genetics, ecology, and queueing theory. We show that, conditional on {T<∞}, the joint law of (Nt, T, X(T)), where X(T) is the jumping contour process of the tree truncated at time T, is equal to that of (M, -IM, Y′M) conditional on {M≠0}. Here M+1 is the number of visits of 0, before some single, independent exponential clock e with parameter δ rings, by some specified Lévy process Y without negative jumps reflected below its supremum; IM is the infimum of the path YM, which in turn is defined as Y killed at its last visit of 0 before e; and Y′M is the Vervaat transform of YM. This identity yields an explanation for the geometric distribution of NT (see Kitaev (1993) and Trapman and Bootsma (2009)) and has numerous other applications. In particular, conditional on {NT=n}, and also on {NT=n,T<a}, the ages and residual lifetimes of the n alive individuals at time T are i.i.d. and independent of n. We provide explicit formulae for this distribution and give a more general application to outbreaks of antibiotic-resistant bacteria in the hospital.

We introduce the concept of ‘shift operators’ in order to establish sufficient conditions for the existence of the resolvent for the Volterra integral equation on time scales. The paper will serve as the foundation for future research on the qualitative analysis of solutions of Volterra integral equations on time scales, using the notion of the resolvent.

We study closed extensions $\underset{\scriptscriptstyle-}{A}$ of an elliptic differential operator $A$ on a manifold with conical singularities, acting as an unbounded operator on a weighted ${{L}_{p}}$-space. Under suitable conditions we show that the resolvent ${{\left( \lambda -\underset{\scriptscriptstyle-}{A} \right)}^{-1}}$ exists in a sector of the complex plane and decays like $1/\left| \lambda \right|$ as $\left| \lambda \right|\to \infty $. Moreover, we determine the structure of the resolvent with enough precision to guarantee existence and boundedness of imaginary powers of $\underset{\scriptscriptstyle-}{A}$.

As an application we treat the Laplace–Beltrami operator for a metric with straight conical degeneracy and describe domains yielding maximal regularity for the Cauchy problem $\dot{u}\,-\,\Delta u\,=\,f,$$u\left( 0 \right)\,=\,0$.

Consider a continuous-time Markov chain evolving in a random environment. We study certain forms of interaction between the process of interest and the environmental process, under which the stationary joint distribution is tractable. Moreover, we obtain necessary and sufficient conditions for a product-form stationary distribution. A number of examples that illustrate the applicability of our results in queueing and population growth models are also included.