Two-sided estimates for transition probabilities of symmetric Markov chains on $\Z^d$
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In this paper, we are mainly concerned with two-sided estimates for transition probabilities of symmetric Markov chains on $\Z^d$, whose one-step transition probability is comparable to $|x-y|^{-d}\phi_j(|x-y|)^{-1}$ with $\phi_j$ being a positive regularly varying function on $[1,\infty)$ with index $\alpha\in [2,\infty)$. For upper bounds, we directly apply the comparison idea and the Davies method, which considerably improves the existing arguments in the literature; while for lower bounds the relation with the corresponding continuous time symmetric Markov chains are fully used. In particular, our results answer one open question mentioned in the paper by Murugan and Saloff-Coste (2015).
Abstract
In this paper, we are mainly concerned with two-sided estimates for transition probabilities of symmetric Markov chains on $\Z^d$, whose one-step transition probability is comparable to $|x-y|^{-d}\phi_j(|x-y|)^{-1}$ with $\phi_j$ being a positive regularly varying function on $[1,\infty)$ with index $\alpha\in [2,\infty)$. For upper bounds, we directly apply the comparison idea and the Davies method, which considerably improves the existing arguments in the literature; while for lower bounds the relation with the corresponding continuous time symmetric Markov chains are fully used. In particular, our results answer one open question mentioned in the paper by Murugan and Saloff-Coste (2015).
참고문헌 (15)
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