Symmetrizations for Markov processes

compact Abelian group Dirichlet space of a symmetric process Hunt's hypothesis methods of symmetrizing Markov processes semipolar sets symmetric Lévy process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Transition functions, generators and resolvents (60J35) Probabilistic potential theory (60J45)

Review text

The authors discuss two methods of symmetrizing Markov processes. The first method applies to some Lévy processes X on a compact Abelian group G, with \(\alpha\)-potential density \(u^{\alpha}(x,y)\). A condition is given which guarantees that \(v^{\alpha}(x,y)=u^{\alpha}(x,y)+u^{\alpha}(y,x)\) will be the \(\alpha\)-potential density of a symmetric Lévy process on G, which in turn implies that the original non-symmetric process X must satisfy the \(\alpha\)-maximum principle and Hunt's hypothesis (H) (``semipolar sets are polar). The second method applies to Hunt processes X having a dual, where the dual transition operators \(P_ t\) and \(\hat P_ s\) commute. It is shown that the associated ``energy space, obtained by completing the space of one-potentials U 1f with \(f\in L\) 2 relative to a certain inner product, is the Dirichlet space of a symmetric process Y, and that semipolar sets for X are polar for Y.

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