Abstract
Let X = {Xt, t ≥ 0} be a symmetric Markov process in a state space E and D an open set of E. Denote by XD the subprocess of X killed upon leaving D. Let S = {St, t ≥ 0} be a subordinator with Laplace exponent φ that is independent of X. The processes Xφ := {XSt, t ≥ 0} and (XD)φ := {XDSt, t ≥} are called the subordinate processes of X and XD, respectively. Under some mild conditions, we show that, if {-μn, n ≥ 1} and {-λn, n ≥ 1} denote the eigenvalues of the generators of the subprocess of Xφ killed upon leaving D and of the process XD respectively, then μn ≤ φ (λn) f or every n ≥ 1. We further show that, when X is a spherically symmetric α-stable process in Rd with α ∈ (0,2)] and D ⊂ Rd is a bounded domain satisfying the exterior cone condition, there is a constant c = c (D) > 0 such that c φ (λn) ≤ μn ≤ φ (λn) for every n ≥ 1. The above constant c can be taken as 1/2 if D is a bounded convex domain in Rd. In particular, when X is Brownian motion in Rd, S is an α/2-subordinator (i.e., φ(λ) = λα/2) with α ∈ (0, 2), and D is a bounded domain in Rd satisfying the exterior cone condition, {-λn, n ≥ 1} and {-μn, n ≥ 1} are the eigenvalues for the Dirichlet Laplacian in D and for the generator of the spherically symmetric α-stable process killed upon exiting the domain D, respectively. In this case, we have c λnα/2 ≤ μn ≤ λnα/2 for every n ≥ 1. When D is a bounded convex domain in Rd, we further show that c1α Inr(D)-α ≤ μ1 ≤ c2α Inr(D)-α, where Inr (D) is the inner radius of D and c2 > C1 > 0 are two constants depending only on the dimension d.
Original language | English |
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Pages (from-to) | 90-113 |
Number of pages | 24 |
Journal | Journal of Functional Analysis |
Volume | 226 |
Issue number | 1 |
DOIs | |
Publication status | Published - 1 Sept 2005 |
Externally published | Yes |
Keywords
- Bernstein function
- Borel right process
- Brownian motion
- Complete Bernstein function
- Dirichlet form
- Eigenvalues
- Lévy process
- Resolvent
- Semigroup
- Spherically symmetric stable process
- Subordination
- Subordinator