On interweaving relations

  • SCI-E
作者: Miclo, Laurent;Patie, Pierre
作者机构: School of Operations Research and Information Engineering, Cornell University, Ithaca, NY 14853, USA
Toulouse School of Economics, CNRS and University of Toulouse, 1, Esplanade de l'Université, 31080 Toulouse cedex 6, France
Institut de Mathématiques de Toulouse, CNRS and University of Toulouse, 118, route de Narbonne, 31062 Toulouse cedex 9, France
语种: 英文
关键词: Interweaving relations;Laguerre processes;Hypoelliptic diffusions;Entropic convergence to equilibrium;Hyperboundedness
ISSN: 0022-1236
年: 2021
卷: 280
期: 3
页码: 108816-
基金类别: French National Research Agency (ANR) under the Investments for the Future (Investissements d'Avenir) programFrench National Research Agency (ANR) [ANR-17-EURE-0010]
摘要: Interweaving relations are introduced and studied here in a general Markovian setting as a strengthening of usual intertwining relations between semigroups, obtained by adding a randomized delay feature. They provide a new classification scheme of the set of Markovian semigroups which enables to transfer from a reference semigroup and up to an independent warm-up time, some ergodic, analytical and mixing properties including the phi-entropy convergence to equilibrium, the hyperboundedness and, when the warm-up time is deterministic, the cut-off phenomena. We also present several useful transformations that preserve interweaving relations. We provide a variety of examples of interweaving relations ranging from classical, discrete, and non-local Laguerre and Jacobi semigroups to degenerate hypoelliptic Ornstein-Uhlenbeck semigroups and some non-colliding particle systems. (C) 2020 Elsevier Inc. All rights reserved.

On interweaving relations