Spectral condition, hitting times and Nash inequality

preprint2012arXivOpen access

Abstract

Let XX be a μμ-symmetric Hunt process on a LCCB space E. For an open set G ⊆\subseteq E, let τGτ_G be the exit time of XX from G and AGA^G be the generator of the process killed when it leaves G. Let r:[0,∞[→[0,∞[r:[0,\infty[\to[0,\infty[ and R(t)=∫0tr(s)dsR (t) = \int_0^t r(s) ds. We give necessary and sufficient conditions for $\E_μ R (τ_G)<\infty$ in terms of the behavior near the origin of the spectral measure of −AG.-A^G. When r(t)=tlr(t)=t^l, l>0l>0, by means of this condition we derive the Nash inequality for the killed process. In the case of one-dimensional diffusions, this permits to show that the existence of moments of order ll for τGτ_G implies the Nash inequality of order p=l+2l+1p=\frac{l+2}{l+1} for the whole process. The associated rate of convergence of the semi-group in L2(μ)L^2(μ) is bounded by t−(l+1)t^{-(l+1)}. For diffusions in dimension greater than one, we obtain the Nash inequality of the same order under an additional non-degeneracy condition (local Poincaré inequality). Finally, we show for general Hunt processes that the Nash inequality giving rise to a convergence rate of order t−(l+1)t^{-(l+1)} of the semi-group, implies the existence of moments of order l+1−εl+1 -ε for τGτ_G, for all ε>0 ε>0.

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