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Functional inequalities for nonlocal Dirichlet forms with finite range jumps or large jumps

Author

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  • Chen, Xin
  • Wang, Jian

Abstract

The paper is a continuation of our paper, Wang and Wang (2013) [13], Chen and Wang [4], and it studies functional inequalities for non-local Dirichlet forms with finite range jumps or large jumps. Let α∈(0,2) and μV(dx)=CVe−V(x)dx be a probability measure. We present explicit and sharp criteria for the Poincaré inequality and the super Poincaré inequality of the following non-local Dirichlet form with finite range jump Eα,V(f,f)≔12∬{|x−y|⩽1}(f(x)−f(y))2|x−y|d+αdyμV(dx); on the other hand, we give sharp criteria for the Poincaré inequality of the non-local Dirichlet form with large jump as follows Dα,V(f,f)≔12∬{|x−y|>1}(f(x)−f(y))2|x−y|d+αdyμV(dx), and also derive that the super Poincaré inequality does not hold for Dα,V. To obtain these results above, some new approaches and ideas completely different from Wang and Wang (2013), Chen and Wang (0000) are required, e.g. the local Poincaré inequality for Eα,V and Dα,V, and the Lyapunov condition for Eα,V. In particular, the results about Eα,V show that the probability measure fulfilling the Poincaré inequality and the super Poincaré 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 indicate that even if functional inequalities for non-local Dirichlet form heavily depend on the density of large jump in the associated Lévy measure, the corresponding small jump plays an important role for the local super Poincaré inequality, which is inevitable to derive the super Poincaré inequality.

Suggested Citation

  • Chen, Xin & Wang, Jian, 2014. "Functional inequalities for nonlocal Dirichlet forms with finite range jumps or large jumps," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 123-153.
    • Handle: RePEc:eee:spapps:v:124:y:2014:i:1:p:123-153
    DOI: 10.1016/j.spa.2013.07.001
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    References listed on IDEAS

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    1. Chen, Zhen-Qing & Kumagai, Takashi, 2003. "Heat kernel estimates for stable-like processes on d-sets," Stochastic Processes and their Applications, Elsevier, vol. 108(1), pages 27-62, November.
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    Cited by:

    1. Xin Chen & Jian Wang, 2017. "Weighted Poincaré Inequalities for Non-local Dirichlet Forms," Journal of Theoretical Probability, Springer, vol. 30(2), pages 452-489, June.
    2. Jian Wang, 2019. "Compactness and Density Estimates for Weighted Fractional Heat Semigroups," Journal of Theoretical Probability, Springer, vol. 32(4), pages 2066-2087, December.
    3. Chen, Zhen-Qing & Wang, Jian, 2014. "Ergodicity for time-changed symmetric stable processes," Stochastic Processes and their Applications, Elsevier, vol. 124(9), pages 2799-2823.

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