Transition Probabilities for Symmetric Jump Processes

2002/03/11 by Richard Bass, Richard F. Bass, David Levin · 20 citations
Mathematics · #Markov Chains and Monte Carlo Methods #Stochastic processes and statistical mechanics #Random Matrices and Applications

paper · pdf · doi:10.1090/s0002-9947-02-02998-7

Abstract

We consider symmetric Markov chains on the integer lattice in <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="d"> <mml:semantics> <mml:mi>d</mml:mi> <mml:annotation encoding="application/x-tex">d</mml:annotation> </mml:semantics> </mml:math> </inline-formula> dimensions, where <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="alpha element-of left-parenthesis 0 comma 2 right-parenthesis"> <mml:semantics> <mml:mrow> <mml:mi> α </mml:mi> <mml:mo> ∈ </mml:mo> <mml:mo stretchy="false">(</mml:mo> <mml:mn>0</mml:mn> <mml:mo>,</mml:mo> <mml:mn>2</mml:mn> <mml:mo stretchy="false">)</mml:mo> </mml:mrow> <mml:annotation encoding="application/x-tex">α ∈ (0,2)</mml:annotation> </mml:semantics> </mml:math> </inline-formula> and the conductance between <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="x"> <mml:semantics> <mml:mi>x</mml:mi> <mml:annotation encoding="application/x-tex">x</mml:annotation> </mml:semantics> </mml:math> </inline-formula> and <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="y"> <mml:semantics> <mml:mi>y</mml:mi> <mml:annotation encoding="application/x-tex">y</mml:annotation> </mml:semantics> </mml:math> </inline-formula> is comparable to <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="StartAbsoluteValue x minus y EndAbsoluteValue Superscript minus left-parenthesis d plus alpha right-parenthesis"> <mml:semantics> <mml:mrow> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mo stretchy="false">|</mml:mo> </mml:mrow> <mml:mi>x</mml:mi> <mml:mo> − </mml:mo> <mml:mi>y</mml:mi> <mml:msup> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mo stretchy="false">|</mml:mo> </mml:mrow> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mo> − </mml:mo> <mml:mo stretchy="false">(</mml:mo> <mml:mi>d</mml:mi> <mml:mo>+</mml:mo> <mml:mi> α </mml:mi> <mml:mo stretchy="false">)</mml:mo> </mml:mrow> </mml:msup> </mml:mrow> <mml:annotation encoding="application/x-tex">|x-y|^{-(d+α )}</mml:annotation> </mml:semantics> </mml:math> </inline-formula> . We establish upper and lower bounds for the transition probabilities that are sharp up to constants.

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