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



Cheridito, Patrick, Patie, Pierre ORCID: 0000-0003-4221-0439, Srapionyan, Anna and Vaidyanathan, Aditya
(2020) On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity. Journal de l'\'Ecole polytechnique, Math\'ematiques, Tome 8, p. 331-378, 2021.

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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.

Item Type: Article
Uncontrolled Keywords: math.PR, math.PR, math.AP, math.SP
Divisions: Faculty of Science and Engineering > School of Physical Sciences
Depositing User: Symplectic Admin
Date Deposited: 07 Sep 2021 14:32
Last Modified: 06 Jan 2022 08:29
Open Access URL: https://jep.centre-mersenne.org/item/JEP_2021__8__...
Related URLs:
URI: https://livrepository.liverpool.ac.uk/id/eprint/3136235