Abstract

In this paper, we get a criteria of weak Poincare inequality by some integrability of hitting times for jump processes. In fact, integrability of hitting times on a subset F of state space E implies that the taboo process restricted on $E\setminus F$ is decay, from which we get a weak Poincare inequality with absorbing (Dirichlet) boundary. Using it and a local Poincare inequality, we obtain a weak Poincare inequality by the decomposition method.

Highlights

  • 1 Introduction and main results During the recent years, a lot of progress has been made in the understanding of functional inequalities and their links with the convergence rates of Markov processes

  • In Section, we prove that some integrability of hitting times on a subset of state space is sufficient for the WPID ( . )

  • We get a criterion of weak Poincaré inequality by integrability of hitting times and a local Poincaré inequality on a fixed subset for jump processes

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Summary

Pt f

We use some integrability of hitting times to get a type of weak Poincaré inequality for jump processes, which can be used to study the convergence rates for jump processes in the sense of Pt – π ∞→. Assume that a local Poincaré inequality restricted on F is satisfied for a reversible q-processes with q-pair (q(x), q(x, dy)). If there exist a decreasing function ξ : [ , ∞) → ( , ∞) such that ξ (t) → as t → ∞, Eμξ (τF )– =: c < ∞, and MF := supx∈F q(x, Fc) < ∞, we have the weak Poincaré inequality In this theorem, we get a criterion of weak Poincaré inequality by integrability of hitting times and a local Poincaré inequality on a fixed subset for jump processes.

Its generator F L is defined as
Theorem follows from

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