Decay of harmonic functions for discrete time Feynman- Kac operators with confining potentials

被引:2
作者
Cygan, Wojciech [1 ,2 ]
Kaleta, Kamil [3 ]
Sliwinski, Mateusz [3 ]
机构
[1] Tech Univ Dresden, Fac Math, Inst Math Stochast, Zellescher Weg 25, D-01069 Dresden, Germany
[2] Univ Wroclaw, Fac Math & Comp Sci, Inst Math, Pl Grunwaldzki 2-4, PL-50384 Wroclaw, Poland
[3] Wroclaw Univ Sci & Technol, Fac Pure & Appl Math, Wybrzeze Stanislawa Wyspianskiego 27, PL-50370 Wroclaw, Poland
来源
ALEA-LATIN AMERICAN JOURNAL OF PROBABILITY AND MATHEMATICAL STATISTICS | 2022年 / 19卷 / 01期
关键词
Feynman-Kac formula; Schr?dinger semigroup; direct step property; Markov chain; weighted graph; ground state; eigenfunction; FRACTIONAL SCHRODINGER OPERATOR; INTRINSIC ULTRACONTRACTIVITY; RANDOM-WALKS; TRANSITION-PROBABILITIES; HEAT-CONTENT; SEMIGROUPS; APPROXIMATION; OSCILLATOR; GRAPHS;
D O I
10.30757/ALEA.v19-44
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We propose and study a certain discrete time counterpart of the classical Feynman???Kac semigroup with a confining potential in a countably infinite space. For a class of long range Markov chains which satisfy the direct step property we prove sharp estimates for functions which are (sub-, super-)harmonic in infinite sets with respect to the discrete Feynman???Kac operators. These results are compared with respective estimates for the case of a nearest-neighbour random walk which evolves on a graph of finite geometry. We also discuss applications to the decay rates of solutions to equations involving graph Laplacians and to eigenfunctions of the discrete Feynman???Kac operators. We include such examples as non-local discrete Schr??dinger operators based on fractional powers of the nearest-neighbour Laplacians and related quasi-relativistic operators. Finally, we analyse various classes of Markov chains which enjoy the direct step property and illustrate the obtained results by examples.
引用
收藏
页码:1071 / 1101
页数:31
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