On interweaving relations

DOI10.1016/J.JFA.2020.108816MaRDI QIDQ6328158arXivFDO

Authors Laurent Miclo, Pierre Patie

Publication date 30 October 2019

Published in arXiv

Full work available at URL https://doi.org/10.1016/J.JFA.2020.108816

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Ergodicity, mixing, rates of mixing (37A25) Continuous-time Markov processes on general state spaces (60J25) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Continuous-time Markov processes on discrete state spaces (60J27) Self-similar stochastic processes (60G18)

arXiv classification

math.PRmath.AP

Abstract: Interweaving relations are introduced and studied here in a general Markovian setting as a strengthening of usual intertwining relations between semigroups, obtained by adding a randomized delay feature. They provide a new classification scheme of the set of Markovian semigroups which enables to transfer from a reference semigroup and up to an independent warm-up time, some ergodic, analytical and mixing properties including the $varphi$-entropy convergence to equilibrium, the hyperboundedness and when the warm-up time is deterministic the cut-off phenomena. We also present several useful transformations that preserve interweaving relations. We provide a variety of examples of interweaving relations ranging from classical, discrete, and non-local Laguerre and Jacobi semigroups to degenerate hypoelliptic Ornstein-Uhlenbeck semigroups and some non-colliding particle systems

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