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Functional inequalities for Nonlocal Dirichlet Forms With Finite Range Jumps or Large Jumps

Probability 2013-07-10 v2 Functional Analysis

Abstract

The paper is a continuation of our paper [12,2], and it studies functional inequalities for non-local Dirichlet forms with finite range jumps or large jumps. Let α(0,2)\alpha\in(0,2) and μV(dx)=CVeV(x)dx\mu_V(dx)=C_Ve^{-V(x)}\,dx be a probability measure. We present explicit and sharp criteria for the Poincar\'{e} inequality and the super Poincar\'{e} inequality of the following non-local Dirichlet form with finite range jump Eα,V(f,f):=(1/2)xy1(f(x)f(y))2xyd+αdyμV(dx);\mathscr{E}_{\alpha, V}(f,f):= (1/2)\iint_{{|x-y|\le 1}}\frac{(f(x)-f(y))^2}{|x-y|^{d+\alpha}} dy \mu_V(dx); on the other hand, we give sharp criteria for the Poincar\'{e} inequality of the non-local Dirichlet form with large jump as follows Dα,V(f,f):=(1/2)xy>1(f(x)f(y))2xyd+αdyμV(dx),\mathscr{D}_{\alpha, V}(f,f):= (1/2)\iint_{{|x-y|> 1}}\frac{(f(x)-f(y))^2}{|x-y|^{d+\alpha}} dy \mu_V(dx), and also derive that the super Poincar\'{e} inequality does not hold for Dα,V\mathscr{D}_{\alpha, V}. To obtain these results above, some new approaches and ideas completely different from \cite{WW, CW} are required, e.g. local Poincar\'{e} inequality for Eα,V\mathscr{E}_{\alpha, V} and Dα,V\mathscr{D}_{\alpha, V}, and the Lyapunov condition for Eα,V\mathscr{E}_{\alpha, V}. In particular, the results about Eα,V\mathscr{E}_{\alpha, V} show that the probability measure fulfilling Poincar\'{e} inequality and super Poincar\'{e} inequality for non-local Dirichlet form with finite range jump and that for local Dirichlet form enjoy some similar properties; on the other hand, the assertions for Dα,V\mathscr{D}_{\alpha, V} indicate that even if functional inequalities for non-local Dirichlet form heavily depend on the density of large jump in the associated L\'{e}vy measure, the corresponding small jump plays an important role for local super Poincar\'{e} inequality, which is inevitable to derive super Poincar\'{e} inequality.

Keywords

Cite

@article{arxiv.1212.6100,
  title  = {Functional inequalities for Nonlocal Dirichlet Forms With Finite Range Jumps or Large Jumps},
  author = {Xin Chen and Jian Wang},
  journal= {arXiv preprint arXiv:1212.6100},
  year   = {2013}
}

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29 pages