On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity

Open access
Date
2021-02-10Type
- Journal Article
Abstract
In this paper, we introduce and study non-local Jacobi operators, which generalize the classical (local) Jacobi operators. We show that these operators extend to generators of ergodic Markov semigroups with unique invariant probability measures and study their spectral and convergence properties. In particular, we derive a series expansion of the semigroup in terms of explicitly defined polynomials, which generalize the classical Jacobi orthogonal polynomials. In addition, we give a complete characterization of the spectrum of the non-self-adjoint generator and semigroup. We show that the variance decay of the semigroup is hypocoercive with explicit constants, which provides a natural generalization of the spectral gap estimate. After a random warm-up time, the semigroup also decays exponentially in entropy and is both hypercontractive and ultracontractive. Our proofs hinge on the development of commutation identities, known as intertwining relations, between local and non-local Jacobi operators and semigroups, with the local objects serving as reference points for transferring properties from the local to the non-local case. Show more
Permanent link
https://doi.org/10.3929/ethz-b-000497444Publication status
publishedExternal links
Journal / series
Journal de l’École polytechnique. MathématiquesVolume
Pages / Article No.
Publisher
École PolytechniqueSubject
Markov semigroups; spectral theory; non-self-adjoint operators; convergence to equilibrium; hypercontractivity; ultracontractivity; heat kernel estimatesOrganisational unit
09557 - Cheridito, Patrick / Cheridito, Patrick
02204 - RiskLab / RiskLab
More
Show all metadata