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Heat kernel estimates and their stabilities for symmetric jump processes with general mixed polynomial growths on metric measure spaces
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abstract
In this paper, we consider a symmetric pure jump Markov process $X$ on a metric measure space with volume doubling conditions. Our focus is on estimating the transition density $p(t,x,y)$ of $X$ and studying its stability when the jumping kernel exhibits general mixed polynomial growth. Unlike previous work, in our setting, the rate function governing the jump growth may not be comparable to the scale function that determines whether $p(t,x,y)$ has near-diagonal or off-diagonal estimates. Under the assumption that lower scaling index of scale function is greater than $1$, we establish stabilities of heat kernel estimates. Additionally, if the metric measure space admits a conservative diffusion process with a transition density satisfying sub-Gaussian bounds, we generalize heat kernel estimates from [3, Theorems 1.2 and 1.4] using the rate function and the function $F$ related to walk dimension of underlying space. As an application, we prove the equivalence between a finite moment condition based on $F$ and a generalized Khintchine-type law of iterated logarithm at infinity for symmetric Markov processes.
Forward citations
Cited by 2 Pith papers
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Heat kernel estimates for general symmetric pure jump Dirichlet forms
For symmetric pure jump Dirichlet forms, two-sided heat kernel estimates, jumping kernel bounds, and Sobolev/Faber-Krahn/Poincaré inequalities are mutually stable under the two-scale assumptions.
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Characterization of subordinate symmetric Markov processes
The jump kernel of a subordinated diffusion-with-jumps process is characterized by an integrability condition on the scale function, extending a known result for pure diffusions.
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