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A note on invariant sets

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Języki publikacji
EN
Abstrakty
EN
A measurable set A is invariant with respect to a not necessarily symmetric sub-Markovian operator T on Lp (X, m) if T1A ≤ 1A, and strongly invariant if T1A = 1A. We show that these definitions accommodate many of the usual definitions of invariance, e.g., those used in Dirichlet form theory, ergodic theory or for stochastic processes. In finite measure spaces or if T is sub-Markovian and recurrent, the notions of invariance and strong invariance coincide. We also show that for certain analytic semigroups of sub-Markovian operators, (strongly) invariant sets are already determined by a single operator, T1.
Rocznik
Strony
47--66
Opis fizyczny
Bibliogr. 17 poz.
Twórcy
  • Department of Mathematics, University of Sussex, Brighton BN1 9RF, U.K.
Bibliografia
  • [1] G. Da Prato and J. Zabczyk, Ergodicity for Infinite Dimensional Systems, Cambridge Univ. Press, LMS Lecture Notes Ser. Vol. 229, Cambridge 1996.
  • [2] E. B. Davies, One-Parameter Semigroups, Academic Press, L.M.S. Monographs Vol. 15, London 1980.
  • [3] N. Dunford and J. T. Schwartz, Linear Operators I-III, Interscience, Pure Appl. Math. Vol. 7, New York 1957.
  • [4] St. E. Ethier and Th. G. Kurtz, Markov Processes: Characterization and Convergence, Wiley Ser. Probab. Math. Statist. New York 1986.
  • [5] M. Fukushima, Y. Oshima and M. Takeda, Dirichlet Forms and Symmetric Markov Processes, de Gruyter Stud. Math. Vol. 19, Berlin 1994.
  • [6] E. Hille and R. S. Phillips, Functional Analysis and Semi-Groups, Amer. Math. Soc. Colloq. Publ. Vol. 31, Providence (RI) 1957 (2nd ed.).
  • [7] N. Jacob, Pseudo Differential Operators and Markov Processes. Vol. 1: Fourier Analysis and Semigroups, Imperial College Press, London 2001.
  • [8] N. Jacob, Pseudo Differential Operators and Markov Processes. Vol. 2: Generators and Their Potential Theory, Imperial College Press, London 2003.
  • [9] N. Jacob and R. L. Schilling, Towards an Lp-potential theory for sub-Markovian semigroups: kernels and capacities, submitted.
  • [10] K. Jacobs, Neuere Methoden und Ergebnisse der Ergodentheorie, Springer, Ergeb. Math. Grenzgeb. (Neue Folge) Heft 29, Berlin 1960.
  • [11] N. E. Nörlund, Difflerenzenrechnung, Springer, Grundlehren Math. Wiss. Bd. 13, Berlin 1924.
  • [12] Y. Oshima, Dirichlet Spaces, Lecture Notes, Universität Erlangen-Nürnberg, Summer Term 1988.
  • [13] D. Revuz, Markov Chains (revised ed.), Elsevier, North-Holland Math. Library Vol. 11, Amsterdam 1984.
  • [14] D. Revuz and M. Yor, Continuous Martingales and Brownian Motion, Springer, Grundlehren Math. Wiss. Bd. 293, Berlin 1994 (2nd ed.).
  • [15] F. Riesz and B. Sz-Nagy, Leçons d'analyse fonctionnelle, Akadémiai Kiadó, Budapeszt 1952.
  • [16] M. Sharpe, General Theory of Markov Processes, Academic Press, Pure Appl. Math. Vol. 133, Boston (MA) 1988.
  • [17] E. M. Stein, Topics in Harmonic Analysis Related tu the Littlewood Paley Theory, Princeton Univ. Press, Ann. of Math. Stud. Vol. 63, Princeton (NJ) 1970.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-dc191467-7deb-42d9-8883-069086cca8ba
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