English

Spectral condition, hitting times and Nash inequality

Probability 2012-01-31 v3

Abstract

Let XX be a μ\mu-symmetric Hunt process on a LCCB space E. For an open set G \subseteq E, let τG\tau_G be the exit time of XX from G and AGA^G be the generator of the process killed when it leaves G. Let r:[0,[[0,[r:[0,\infty[\to[0,\infty[ and R(t)=0tr(s)dsR (t) = \int_0^t r(s) ds. We give necessary and sufficient conditions for \EμR(τG)<\E_{\mu} R (\tau_G)<\infty in terms of the behavior near the origin of the spectral measure of AG.-A^G. When r(t)=tlr(t)=t^l, l>0l>0, by means of this condition we derive the Nash inequality for the killed process. In the case of one-dimensional diffusions, this permits to show that the existence of moments of order ll for τG\tau_G implies the Nash inequality of order p=l+2l+1p=\frac{l+2}{l+1} for the whole process. The associated rate of convergence of the semi-group in L2(μ)L^2(\mu) is bounded by t(l+1)t^{-(l+1)}. For diffusions in dimension greater than one, we obtain the Nash inequality of the same order under an additional non-degeneracy condition (local Poincar\'e inequality). Finally, we show for general Hunt processes that the Nash inequality giving rise to a convergence rate of order t(l+1)t^{-(l+1)} of the semi-group, implies the existence of moments of order l+1ϵl+1 -\epsilon for τG\tau_G, for all ϵ>0 \epsilon>0.

Keywords

Cite

@article{arxiv.1103.4622,
  title  = {Spectral condition, hitting times and Nash inequality},
  author = {Eva Loecherbach and Dasha Loukianova and Oleg Loukianov},
  journal= {arXiv preprint arXiv:1103.4622},
  year   = {2012}
}