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

Xin Chen and Jian Wang

Stochastic Processes and their Applications, 2014, vol. 124, issue 1, 123-153

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.

Keywords: Non-local Dirichlet form with finite range jump; Non-local Dirichlet form with large jump; (super) Poincaré inequality; Local (super) Poincaré inequality; Lyapunov condition; Concentration of measure (search for similar items in EconPapers)
Date: 2014
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

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DOI: 10.1016/j.spa.2013.07.001

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