Download Analysis and Geometry of Markov Diffusion Operators by Dominique Bakry, Ivan Gentil, Michel Ledoux (auth.) PDF

By Dominique Bakry, Ivan Gentil, Michel Ledoux (auth.)

The current quantity is an intensive monograph at the analytic and geometric points of Markov diffusion operators. It makes a speciality of the geometric curvature houses of the underlying constitution which will learn convergence to equilibrium, spectral bounds, sensible inequalities comparable to Poincaré, Sobolev or logarithmic Sobolev inequalities, and diverse bounds on strategies of evolution equations. even as, it covers a wide type of evolution and partial differential equations.

The publication is meant to function an advent to the topic and to be obtainable for starting and complex scientists and non-specialists. at the same time, it covers a variety of effects and strategies from the early advancements within the mid-eighties to the newest achievements. As such, scholars and researchers drawn to the fashionable elements of Markov diffusion operators and semigroups and their connections to analytic sensible inequalities, probabilistic convergence to equilibrium and geometric curvature will locate it specifically valuable. chosen chapters is usually used for complex classes at the topic.

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Example text

A (finite) measure μ is invariant with respect to L if and only if, for all y ∈ E, μ(x) L(x, y) = 0. y∈E Such a measure always exists (it is an eigenvector of the transpose of L, with eigenvalue 0 and positive coordinates). It is unique as soon as the matrix L is irreducible, that is, for any pair of points (x, y) in E × E, there exists a path in E, (x = x0 , x1 , . . , x = y), such that for every i = 0, . . , − 1, L(xi , xi+1 ) > 0. 1) for all (x, y) ∈ E × E (also known as the detailed balance condition).

2) is one of the main properties which will be carefully described in examples of interest. Positivity may actually be addressed more generally. 1) together with the definition of L shows that Lφ(f ) ≥ φ (f ) Lf. 4) The fact that (f ) = (f, f ) ≥ 0 is precisely this property for the convex function φ(r) = r 2 , r ∈ R. This property, together with the invariant measure μ, actually establishes (at least formally) the positivity preserving property of the semigroup (Pt )t≥0 . 4) yields that (t) = φ (Pt f ) LPt f dμ ≤ E Lφ(Pt f )dμ.

The operator P is bounded from L1 (m) into L∞ (m) with norm M and may be represented as j P f (x) = Qj f 1B (x) j j =1 where Qj f = 1 m(Bj ) Pf dm. Bj The Qj ’s, j = 1, . . , j , are linear operators, bounded on L1 (m), with norm bounded above by M. By duality, Qj f = E f (y) qj (y)dm(y) for some bounded (by M) measurable functions qj , j = 1, . . , j . Restricted to functions which are F -measurable, the functions qj are linear combinations of 1B , j = 1, . . , j . Thus, there exists a kernel p = p (x, y) which is F ⊗ F j measurable, bounded by M, and such that for any integrable function f : E → R measurable with respect to F and any x ∈ E, P f (x) = f (y) p (x, y)dm(y).

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