Markov process representation of semigroups whose generators include negative rates
Florian Völlering
备注：
9 pages, compared to previous version includes some additional explanations and a further example regarding the growth of the semigroup; accepted in ECP
Generators of Markov processes on a countable state space can be represented as finite or infinite matrices. One key property is that the off-diagonal entries corresponding to jump rates of the Markov process are non-negative. Here we present stochastic characterizations of the semigroup generated by a generator with possibly negative rates. This is done by considering a larger state space with one or more particles and antiparticles, with antiparticles being particles carrying a negative sign.
A quantum Markov semigroup can be represented via classical diffusion processes solving a stochastic Schrödinger equation. In this paper we first prove that a quantum Markov semigroup is irreducible if and only if classical diffusion processes are total in the Hilbert space of the system. Then we study the relationship between irreducibility of a quantum Markov semigroup and properties of these diffusions such as accessibility, the Lie algebra rank condition, and irreducibility. We prove that all these properties are, in general, weaker than irreducibility of the quantum Markov semigroup, neve…
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We study the Classical Probability analogue of the dilations of a quantum dynamical semigroup defined in Quantum Probability via quantum stochastic differential equations. Given a homogeneous Markov chain in continuous time in a finite state space E, we introduce a second system, an environment, and a deterministic invertible time-homogeneous global evolution of the system E with this environment such that the original Markov evolution of E can be realized by a proper choice of the initial random state of the environment. We also compare this dilations with the dilations of a quantum dynamical…
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The aim of this note is to show, by providing an elementary way to construct counter-examples, that the strong Feller and the joint (space-time) continuity for a semigroup of Markov kernels on a Polish space are not enough to ensure the existence of an associated càdlàg Markov process on the same space. One such simple counter-example is the Brownian semigroup on $\mathbb{R}$ restricted to $\mathbb{R}\setminus \{0\}$, for which it is shown that there is no associated càdlàg Markov process. Using the same idea and results from potential theory we then prove that the analogous result with càdlàg…
Ito's construction of Markovian solutions to stochastic equations driven by a Lévy noise is extended to nonlinear distribution dependent integrands aiming at the effective construction of linear and nonlinear Markov semigroups and the corresponding processes with a given pseudo-differential generator. It is shown that a conditionally positive integro-differential operator (of the Lévy-Khintchine type) with variable coefficients (diffusion, drift and Lévy measure) depending Lipschitz continuously on its parameters (position and/or its distribution) generates a linear or nonlinear Markov semigro…
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It is now well known that curvature conditions à la Bakry-Emery are equivalent to contraction properties of the heat semigroup with respect to the classical quadratic Wasserstein distance. However, this curvature condition may include a dimensional correction which up to now had not induced any strenghtening of this contraction. We first consider the simplest example of the Euclidean heat semigroup, and prove that indeed it is so. To consider the case of a general Markov semigroup, we introduce a new distance between probability measures, based on the semigroup, and adapted to it. We prove tha…
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T. Szarek [Stud. Math. 189 (2008), § 4] have discussed the relationship between two important notions concerning Markov semigroups: the asymptotic strong Feller property and the e-property, asserting that the former property implies the latter one. In this very short note we rectify this issue exhibiting a simple example of a Markov-Feller semigroup enjoying the asymptotic strong Feller property, for which the e-property is not satisfied. (See also the comment on a connection between the asymptotic strong Feller property and the e-property by T. Szarek, D. Worm [ETDS 32 (2012), § 1]). Addition…
We analyse analytic properties of nonlocal transition semigroups associated with a class of stochastic differential equations (SDEs) in $\mathbb{R}^d$ driven by pure jump--type Lévy processes. First, we will show under which conditions the semigroup will be analytic on the Besov space $B_{p,q}^ m(\mathbb{R}^d)$ with $1\le p, q<\infty$ and $m\in\mathbb{R}$. Secondly, we present some applications by proving the strong Feller property and give weak error estimates for approximating schemes of the SDEs over the Besov space $B_{\infty,\infty}^ m(\mathbb{R}^d)$.
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In this paper, we study the ergodicity of invariant sublinear expectation of sublinear Markovian semigroup. For this, we first develop an ergodic theory of an expectation-preserving map on a sublinear expectation space. Ergodicity is defined as any invariant set either has $0$ capacity itself or its complement has $0$ capacity. We prove, under a general sublinear expectation space setting, the equivalent relation between ergodicity and the corresponding transformation operator having simple eigenvalue $1$, and also with Birkhoff type strong law of large numbers if the sublinear expectation is …
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A rigged Hilbert space characterisation of the unbounded generators of quantum completely positive (CP) stochastic semigroups is given. The general form and the dilation of the stochastic completely dissipative (CD) equation over the algebra L(H) is described, as well as the unitary quantum stochastic dilation of the subfiltering and contractive flows with unbounded generators is constructed.
We establish a Dynkin formula and a Courrège-von Waldenfels theorem for sublinear Markov semigroups. In particular, we show that any sublinear operator $A$ on $C_c^{\infty}(\mathbb{R}^d)$ satisfying the positive maximum principle can be represented as supremum of a family of pseudo-differential operators: $$Af(x) = \sup_{α\in I} (-q_α(x,D) f)(x).$$ As an immediate consequence, we obtain a representation formula for infinitesimal generators of sublinear Markov semigroups with a sufficiently rich domain. We give applications in the theory of non-linear Hamilton--Jacobi--Bellman equations and Lév…
Invariance properties of linear functionals and linear maps on algebras of functions on quantum homogeneous spaces are studied, in particular for the special case of expected coideal *-subalgebras. Several one-to-one correspondences between such invariant functionals are established. Adding a positivity condition, this yields one-to-one correspondences of invariant quantum Markov semigroups acting on expected coideal *-subalgebras and certain convolution semigroups of states on the underlying compact quantum group. This gives an approach to classifying invariant quantum Markov semigroups on th…
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Strongly continuous semigroups of unital completely positive maps (i.e. quantum Markov semigroups or quantum dynamical semigroups) on compact quantum groups are studied. We show that quantum Markov semigroups on the universal or reduced C${}^*$-algebra of a compact quantum group which are translation invariant (w.r.t. to the coproduct) are in one-to-one correspondence with Lévy processes on its $*$-Hopf algebra. We use the theory of Lévy processes on involutive bialgebras to characterize symmetry properties of the associated quantum Markov semigroup. It turns out that the quantum Markov semigr…
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We present, for the first time, the result (from 2008) that (normal, strongly continuous) Markov semigroups on $\mathscr{B}(G)$ ($G$ a separable Hilbert space) admit a Hudson-Parthasarathy dilation (that is, a dilation to a cocycle perturbation of a noise) if and only if the Markov semigroup is spatial (that is, if it dominates an elementary CP-semigroup). The proof is by general abstract nonsense (taken from Arveson's classification of $E_0$-semigroups on $\mathscr{B}(H)$ by Arveson systems up to cocycle conjugacy) and not, as usual, by constructing the cocycle as a solution of a quantum stoc…
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In order to successfully explore quantum systems which are perturbations of simple models, it is essential to understand the complexity of perturbation bounds. We must ask ourselves: How quantum many-body systems can be artificially engineered to produce the needed behavior. Therefore, it is convenient to make use of abstract framework to better understand classical and quantum systems. Thus, our investigation's purpose is to explore stability and perturbation bounds of positive $C_0$-semigroups on abstract state spaces using the Dobrushin's ergodicity coefficient. Consequently, we obtain a li…
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We consider isotropic Lévy processes on a compact Riemannian manifold, obtained from an $\mathbb{R}^d$-valued Lévy process through rolling without slipping. We prove that the Feller semigroups associated with these processes extend to strongly continuous contraction semigroups on $L^p$, for $1\leq p<\infty$, and that they are self-adjoint when $p=2$. When the motion has a non-trivial Brownian part, we prove that the generator has a discrete spectrum of eigenvalues and that the semigroup is trace-class.
