Spectral condition, hitting times and Nash inequality

DOI10.1214/13-AIHP560MaRDI QIDQ479706zbMATH OpenOpenAlexFDO

Authors E. Löcherbach, Oleg Loukianov, Dasha Loukianova

Publication date 5 December 2014

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1103.4622, https://projecteuclid.org/euclid.aihp/1413555498

zbMATH Keywords

continuous-time Markov processesDirichlet formhitting timesNash inequalityweak Poincaré inequality

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35) Diffusion processes (60J60)

Abstract: Let $X$ be a $mu$-symmetric Hunt process on a LCCB space E. For an open set G $subseteq$ E, let $a{u}_G$ be the exit time of $X$ from G and $A^G$ be the generator of the process killed when it leaves G. Let $r:[0,infty[o[0,infty[$ and $R(t)=in{t}_0^{t}r(s)ds$. We give necessary and sufficient conditions for $E_{mu}R(a{u}_G)<infty$ in terms of the behavior near the origin of the spectral measure of $-A^G.$ When $r(t)=t^l$, $l>0$, by means of this condition we derive the Nash inequality for the killed process. In the case of one-dimensional diffusions, this permits to show that the existence of moments of order $l$ for $a{u}_G$ implies the Nash inequality of order $p=fracl+2l+1$ for the whole process. The associated rate of convergence of the semi-group in $L^2(mu)$ is bounded by $t^{-(l+1)}$. For diffusions in dimension greater than one, we obtain the Nash inequality of the same order under an additional non-degeneracy condition (local Poincar'e inequality). Finally, we show for general Hunt processes that the Nash inequality giving rise to a convergence rate of order $t^{-(l+1)}$ of the semi-group, implies the existence of moments of order $l+1-epsilon$ for $a{u}_G$, for all $epsilon>0$.

Review text

A Markov process \(X\) with a semi-group of transition probabilities satisfying the Hunt condition is considered. Inequalities for the second moments with respect to the invariant measure of the process in terms of the first exit time of \(X\) from a given set (Nash inequalities) are studied. The Nash inequality is investigated for an open set \(G\) with a finite moment of the first exit time \(\tau_G\) when the process \(X\) is being killed at this time. Expectations of an integral of a function with respect to a distribution of \(\tau_G\) are characterized by properties of a class of such functions. The Nash inequality is being corrected for a non-killed process by properties of the process in a \(\tau\)-neighborhood of the set \(G\). It is shown that integrability of higher powers of \(\tau_G\) follows from the Nash inequality.

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Cited in

(5)

• Hitting times and spectral gap inequalities
• Nash inequalities for Markov processes in dimension one
• Variational formulas for the exit time of hunt processes generated by semi-Dirichlet forms
• Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity
• Nash inequalities for Markov processes in dimension one

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