Functional inequalities for nonlocal Dirichlet forms with finite range jumps or large jumps

DOI10.1016/J.SPA.2013.07.001zbMATH Open1352.60119arXiv1212.6100OpenAlexW2963188399MaRDI QIDQ2434476FDOQ2434476

Xin Chen, Jian Wang

Publication date: 6 February 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Abstract: The paper is a continuation of our paper [12,2], and it studies functional inequalities for non-local Dirichlet forms with finite range jumps or large jumps. Let $alphain(0,2)$ and $m{u}_V(dx)=C_V{e}^{-V(x)},dx$ be a probability measure. We present explicit and sharp criteria for the Poincar'{e} inequality and the super Poincar'{e} inequality of the following non-local Dirichlet form with finite range jump ${\displaystyle }$mathscr{E}_{alpha, V}(f,f):= (1/2)iint_{{|x-y|le 1}}frac{(f(x)-f(y))^2}{|x-y|^{d+alpha}} dy mu_V(dx);${\displaystyle }$ on the other hand, we give sharp criteria for the Poincar'{e} inequality of the non-local Dirichlet form with large jump as follows ${\displaystyle }$mathscr{D}_{alpha, V}(f,f):= (1/2)iint_{{|x-y|> 1}}frac{(f(x)-f(y))^2}{|x-y|^{d+alpha}} dy mu_V(dx),${\displaystyle }$ and also derive that the super Poincar'{e} inequality does not hold for $mathscr{D}_{alpha,V}$. To obtain these results above, some new approaches and ideas completely different from cite{WW, CW} are required, e.g. local Poincar'{e} inequality for $mathscr{E}_{alpha,V}$ and $mathscr{D}_{alpha,V}$, and the Lyapunov condition for $mathscr{E}_{alpha,V}$. In particular, the results about $mathscr{E}_{alpha,V}$ show that the probability measure fulfilling Poincar'{e} inequality and super Poincar'{e} inequality for non-local Dirichlet form with finite range jump and that for local Dirichlet form enjoy some similar properties; on the other hand, the assertions for $mathscr{D}_{alpha,V}$ indicate that even if functional inequalities for non-local Dirichlet form heavily depend on the density of large jump in the associated L'{e}vy measure, the corresponding small jump plays an important role for local super Poincar'{e} inequality, which is inevitable to derive super Poincar'{e} inequality.

Full work available at URL: https://arxiv.org/abs/1212.6100

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zbMATH Keywords

Lyapunov conditionconcentration of measurenon-local Dirichlet forms[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Poincar%EF%BF%BD%EF%BF%BD+inequalities&go=Go Poincar�� inequalities]

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stable stochastic processes (60G52)

Cites Work

• Heat kernel estimates for stable-like processes on \(d\)-sets.
• Functional inequalities for empty essential spectrum
• Weak Poincaré inequalities and \(L^2\)-convergence rates of Markov semigroups
• Lyapunov conditions for super Poincaré inequalities
• Weighted Poincaré inequality and heat kernel estimates for finite range jump processes
• Fractional Poincaré inequalities for general measures
• FUNCTIONAL INEQUALITIES, SEMIGROUP PROPERTIES AND SPECTRUM ESTIMATES
• Asymptotics of the spectral gap with applications to the theory of simulated annealing
• Fractional Poincaré and logarithmic Sobolev inequalities for measure spaces
• Spectral Gaps on Discretized Loop Spaces

Cited In (8)

• Title not available (Why is that?)
• Ergodicity for time-changed symmetric stable processes
• A simple approach to functional inequalities for non-local Dirichlet forms
• Intrinsic ultracontractivity of Feynman-Kac semigroups for symmetric jump processes
• Compactness and density estimates for weighted fractional heat semigroups
• Intrinsic contractivity properties of Feynman-Kac semigroups for symmetric jump processes with infinite range jumps
• Weighted Poincaré inequalities for non-local Dirichlet forms
• Poincaré-type inequalities for singular stable-like Dirichlet forms

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