On a semigroup generated by a convex combination of two Feller generators
Let \(S\) denote a locally compact Hausdoff space and \(\alpha,\beta:S\to[0,1]\) be functions with \(\alpha+\beta\equiv 1\). Let \(T_A(\cdot),T_B(\cdot)\) denote transition semigroups of Feller processes with infinitesimal generators \(A\) and \(B\), respectively. Assume the closure of \(C:=\alpha\cdot A+\beta\cdot B\) to be a generator of a Feller process and \(D(A)\cap D(B)\) to be a core for \(C\). If \(\alpha\) (and hence \(\beta\)) is constant, according to the the Lie--Trotter formula we have \(T_C(t)=\lim_n\left(T_A\left(\alpha\cdot\frac{t}{n}\right)T_B\left(\beta\cdot\frac{t}{n}\right)\right)^n\), \(t\geq 0\). For nonconstant \(\alpha\), the author obtains a weakly related approximation formula. Let \(\mathcal{A}_n\) be an operator on the product space \(C_0(S)\times C_0(S)\), \(\mathcal{A}_n{{x}\choose{y}}:={{Ax-n\beta x+n\beta y}\choose{By+n\alpha x-n\alpha y}}\). Let \(\left(\mathcal{T}_n(t)\right)\) denote the generated semigroups on the product space. Then \( \mathcal{T}_n(t)\to{{T_C(t)\left(\alpha x+\beta y\right)}\choose{T_C(t)\left(\alpha x+\beta y\right)}}\). This approximation is close to an intuitive approach, namely that the corresponding process \(X_C(\cdot)\), conditioned to be in \(p\in S\), behaves with probability depending on \(\alpha(p)\) as \(X_A(\cdot)\), and \(\beta(p)\) as \(X_B(\cdot)\), respectively: the approximating operators on the product space may be viewed as Feller processes on two copies \(S_A\) and \(S_B\) of \(S\), staying in \(S_A \) and behaving like \(X_A(\cdot)\) and jumping after a random time to \(S_B\) and behaving like \(X_B(\cdot)\) there, etc. Starting in \((p,S_A)\), the switching to \(S_B\) (for fixed \(p\)) is Markovian ruled by the intensity matrix \({{-n\beta (p)\quad n\beta (p)}\choose{n\alpha(p) \quad -n\alpha (p)}}\).
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