Let D ⊂ R d D\subset R^d be a bounded domain and let P ( D ) \mathcal P(D) denote the space of probability measures on D D . Consider a Brownian motion in D D which is killed at the boundary and which, while alive, jumps instantaneously at an exponentially distributed random time with intensity γ > 0 \gamma >0 to a new point, according to a distribution μ ∈ P ( D ) \mu \in \mathcal P(D) . From this new point it repeats the above behavior independently of what has transpired previously. The generator of this process is an extension of the operator − L γ , μ -L_{\gamma ,\mu } , defined by L γ , μ u ≡ − 1 2 Δ u + γ V μ ( u ) , \begin{equation*} L_{\gamma ,\mu }u\equiv -\frac 12\Delta u+\gamma V_\mu (u), \end{equation*} with the Dirichlet boundary condition, where V μ V_\mu is a nonlocal “ μ \mu -centering” potential defined by V μ ( u ) = u − ∫ D u d μ . \begin{equation*} V_\mu (u)=u-\int _Du d\mu . \end{equation*} The operator L γ , μ L_{\gamma ,\mu } is symmetric only in the case that μ \mu is normalized Lebesgue measure; thus, only in that case can it be realized as a selfadjoint operator. The corresponding semigroup is compact, and thus the spectrum of L γ , μ L_{\gamma ,\mu } consists exclusively of eigenvalues. As is well known, the principal eigenvalue gives the exponential rate of decay in t t of the probability of not exiting the domain by time t t . We study the behavior of the eigenvalues, our main focus being on the behavior of the principal eigenvalue for the regimes γ ≫ 1 \gamma \gg 1 and γ ≪ 1 \gamma \ll 1 . We also consider conditions on μ \mu that guarantee that the principal eigenvalue is monotone increasing or decreasing in γ \gamma .
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