On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity

DOI10.5802/JEP.148zbMATH Open1462.37005arXiv1905.07832OpenAlexW3126740471WikidataQ114013362 ScholiaQ114013362MaRDI QIDQ1996830FDOQ1996830

Anna Srapionyan, Pierre Patie, Patrick Cheridito, Aditya Vaidyanathan

Publication date: 26 February 2021

Published in: Journal de l’École polytechnique — Mathématiques (Search for Journal in Brave)

Abstract: 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.

Full work available at URL: https://arxiv.org/abs/1905.07832

zbMATH Keywords

spectral theoryultracontractivityheat kernel estimatesMarkov semigroupshypercontractivityconvergence to equilibriumnon-self-adjoint operators

Mathematics Subject Classification ID

Ergodic theorems, spectral theory, Markov operators (37A30) Integro-differential operators (47G20) Nonlinear ergodic theorems (47H25) Ergodic theory of linear operators (47A35) Jacobi (tridiagonal) operators (matrices) and generalizations (47B36) One-parameter semigroups and linear evolution equations (47D06)

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Cited In (4)

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• Jacobi Processes with Jumps as Neuronal Models: A First Passage Time Analysis

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