Spectral condition, hitting times and Nash inequality

Details Spectral condition, hitting times and Nash inequality Spectral condition, hitting times and Nash inequality

2011-03-23

arxiv.org/abs/1103.4622v3

Mathematics

Probability

Scientific paper

Let $X$ be a $\mu$-symmetric Hunt process on a LCCB space E. For an open set G $\subseteq$ E, let $\tau_G$ be the exit time of $X$ from G and $A^G$ be the generator of the process killed when it leaves G. Let $r:[0,\infty[\to[0,\infty[$ and $R (t) = \int_0^t r(s) ds$. We give necessary and sufficient conditions for $\E_{\mu} R (\tau_G)<\infty$ in terms of the behavior near the origin of the spectral measure of $-A^G.$ When $r(t)=t^l$, $l>0$, 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 $l$ for $\tau_G$ implies the Nash inequality of order $p=\frac{l+2}{l+1}$ for the whole process. The associated rate of convergence of the semi-group in $L^2(\mu)$ is bounded by $t^{-(l+1)}$. 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 $t^{-(l+1)}$ of the semi-group, implies the existence of moments of order $l+1 -\epsilon$ for $\tau_G$, for all $ \epsilon>0$.

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