ON NON-LOCAL ERGODIC JACOBI SEMIGROUPS: SPECTRAL THEORY, CONVERGENCE-TO-EQUILIBRIUM AND CONTRACTIVITY

被引:7
作者
Cheridito, Patrick [1 ]
Patie, Pierre [2 ]
Srapionyan, Anna [3 ]
Vaidyanathan, Aditya [3 ]
机构
[1] Swiss Fed Inst Technol, Dept Math, Ramistr 101, CH-8092 Zurich, Switzerland
[2] Cornell Univ, Sch Operat Res & Informat Engn, Ithaca, NY 14853 USA
[3] Cornell Univ, Ctr Appl Math, Ithaca, NY 14853 USA
来源
JOURNAL DE L ECOLE POLYTECHNIQUE-MATHEMATIQUES | 2021年 / 8卷
关键词
Markov semigroups; spectral theory; non-self-adjoint operators; convergence to equilibrium; hypercontractivity; ultracontractivity; heat kernel estimates; WRIGHT-FISHER DIFFUSION; HYPOCOERCIVITY;
D O I
10.5802/jep.148
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this paper, we introduce and study non-local Jacobi operators, which generalize the classical (local) Jacobi operators. We show that these operators extend to generators of ergodic Markov semigroups with unique invariant probability measures and study their spectral and convergence properties. In particular, we derive a series expansion of the semigroup in terms of explicitly defined polynomials, which generalize the classical Jacobi orthogonal polynomials. In addition, we give a complete characterization of the spectrum of the non-self-adjoint generator and semigroup. We show that the variance decay of the semigroup is hypocoercive with explicit constants, which provides a natural generalization of the spectral gap estimate. After a random warm-up time, the semigroup also decays exponentially in entropy and is both hypercontractive and ultracontractive. Our proofs hinge on the development of commutation identities, known as intertwining relations, between local and non-local Jacobi operators and semigroups, with the local objects serving as reference points for transferring properties from the local to the non-local case.
引用
收藏
页码:331 / 378
页数:48
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