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$L^2$-exponential ergodicity of stochastic Hamiltonian systems with $\alpha$-stable L\'evy noises

Probability 2024-01-17 v1

Abstract

Based on the hypocoercivity approach due to Villani \cite{Villani}, Dolbeault, Mouhot and Schmeiser \cite{DMS} established a new and simple framework to investigate directly the L2L^2-exponential convergence to the equilibrium for the solution to the kinetic Fokker-Planck equation. Nowadays, the general framework advanced in \cite{DMS} is named as the DMS framework for hypocoercivity. Subsequently, Grothaus and Stilgenbauer \cite{Grothaus} builded a dual version of the DMS framework in the kinetic Fokker-Planck setting. No matter what the abstract DMS framework in \cite{DMS} and the dual counterpart in \cite{Grothaus}, the densely defined linear operator involved is assumed to be decomposed into two parts, where one part is symmetric and the other part is anti-symmetric. Thus, the existing DMS framework is not applicable to investigate the L2L^2-exponential ergodicity for stochastic Hamiltonian systems with α\alpha-stable L\'{e}vy noises, where one part of the associated infinitesimal generators is anti-symmetric whereas the other part is not symmetric. In this paper, we shall develop a dual version of the DMS framework in the fractional kinetic Fokker-Planck setup, where one part of the densely defined linear operator under consideration need not to be symmetric. As a direct application, we explore the L2L^2-exponential ergodicity of stochastic Hamiltonian systems with α\alpha-stable L\'evy noises. The proof is also based on Poincar\'e inequalities for non-local stable-like Dirichlet forms and the potential theory for fractional Riesz potentials.

Keywords

Cite

@article{arxiv.2401.07668,
  title  = {$L^2$-exponential ergodicity of stochastic Hamiltonian systems with $\alpha$-stable L\'evy noises},
  author = {Bao Jianhai and Wang Jian},
  journal= {arXiv preprint arXiv:2401.07668},
  year   = {2024}
}

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25 pages