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

DOI10.5802/JEP.148MaRDI QIDQ1996830zbMATH OpenOpenAlexWikidataFDO

Authors Patrick Cheridito, Anna Srapionyan, Aditya Vaidyanathan, Pierre Patie

Publication date 26 February 2021

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

Copyright license Creative Commons Attribution 4.0 International

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)

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.

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Cited in

(6)

• Weak similarity orbit of (log)‐self‐similar Markov semigroups on the Euclidean space
• Self-similar Cauchy problems and generalized Mittag-Leffler functions
• Jacobi Processes with Jumps as Neuronal Models: A First Passage Time Analysis
• Risk‐neutral pricing techniques and examples
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• Spectral expansions of non-self-adjoint generalized Laguerre semigroups

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