Markov operators generated by symmetric measures
Abstract
With view to applications, we here give an explicit correspondence between the following two: (i) the set of symmetric and positive measures on one hand, and (ii) a certain family of generalized Markov transition measures , with their associated Markov random walk models, on the other. By a generalized Markov transition measure we mean a measurable and measure-valued function on , such that for every is a probability measure on ). Hence, with the use of our correspondence (i) - (ii), we study generalized Markov transitions and path-space dynamics. Given , we introduce an associated operator, also denoted by , and we analyze its spectral theoretic properties with reference to a system of precise spaces. Our setting is more general than that of earlier treatments of reversible Markov processes. In a potential theoretic analysis of our processes, we introduce and study an associated energy Hilbert space , not directly linked to the initial -spaces. Its properties are subtle, and our applications include a study of the -harmonic functions. They may be in , called finite-energy harmonic functions. A second reason for is that it plays a key role in our introduction of a generalized Greens function. (The latter stands in relation to our present measure theoretic Laplace operator in a way that parallels more traditional settings of Greens functions from classical potential theory.) A third reason for is its use in our analysis of path-space dynamics for generalized Markov transition systems.
Keywords
Cite
@article{arxiv.1812.00081,
title = {Markov operators generated by symmetric measures},
author = {Sergey Bezuglyi and Palle E. T. Jorgensen},
journal= {arXiv preprint arXiv:1812.00081},
year = {2018}
}
Comments
50 pages