Algebraic convergence rate for reflecting diffusion processes on manifolds with boundary

DOI10.1007/S11118-015-9500-7MaRDI QIDQ5962759zbMATH OpenOpenAlexFDO

Authors Li-Juan Cheng, Yingzhe Wang

Publication date 23 February 2016

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11118-015-9500-7

zbMATH Keywords

algebraic convergencecouplingLipschitz normLyapunov conditionnon-convex boundary

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) (L^p)-limit theorems (60F25) Diffusion processes (60J60)

Review text

Consider an elliptic operator of type \(\Delta+\nabla h\) on a Riemannian manifold with possibly a convex boundary. Suppose that the associated diffusion process has a reversible invariant measure \(\pi(dx)\). The main result of this article states that under some assumptions, the convergence of the semigroup \(P_t\) to the invariant measure satisfies an estimate \[ \|P_tf-\pi(f)\|^2\leq c\,t^{1-p}\|f\|_{Lip(d)}^2 \] for some \(p>1\) and where the norm in the right-hand side is the Lipschitz norm for some distance \(d\) on the manifold. This result is then applied to a class of diffusion processes with heavy tails, and is extended to manifolds with non-convex boundary.

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Cited in

(6)

• Weak Poincaré inequalities and hitting times for jump processes
• Algebraic convergence of diffusion processes on \(\mathbb R^n\) with radial diffusion and drift coefficients
• scientific article; zbMATH DE number 6611152 (Why is no real title available?)
• scientific article; zbMATH DE number 2091980 (Why is no real title available?)
• On convergence of 1D Markov diffusions to heavy-tailed invariant density
• scientific article; zbMATH DE number 2211990 (Why is no real title available?)

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