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Intrinsic contractivity properties of Feynman-Kac semigroups for symmetric jump processes with infinite range jumps
Xin CHEN,Jian WANG
Front. Math. China. 2015, 10 (4): 753-776.
https://doi.org/10.1007/s11464-015-0477-8
Let (Xt)t≥0 be a symmetric strong Markov process generated by non-local regular Dirichlet form (D, D(D)) as follows: D(f,g)=∫?d∫?d(f(x)-f(y))(g(x)-g(y))J(x,y)dxdy,?f,g∈D(D), where J(x, y) is a strictly positive and symmetric measurable function on ?d×?d. We study the intrinsic hypercontractivity, intrinsic supercontractivity, and intrinsic ultracontractivity for the Feynman-Kac semigroup TtV(f)(x)=Ex(exp?(-∫0tV(Xs)ds)f(Xt)),?x∈?d,f∈L2(?d;dx). In particular, we prove that for J(x,y)≈|x-y|-d-al{|x-y|≤1}+e-|x-y|l{|x-y|>1} with α ∈(0, 2) and V(x)=|x|λ with λ>0, (TtV)t≥0 is intrinsically ultracontractive if and only if λ>1; and that for symmetric α-stable process (Xt)t≥0 with α ∈(0, 2) and V(x)=log?λ(1+|x|) with some λ>0, (TtV)t≥0 is intrinsically ultracontractive (or intrinsically supercontractive) if and only if λ>1, and (TtV)t≥0 is intrinsically hypercontractive if and only if λ≥1. Besides, we also investigate intrinsic contractivity properties of (TtV)t≥0 for the case that lim inf?|x|→+∞V(x)<+∞
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Strong law of large numbers for supercritical superprocesses under second moment condition
Zhen-Qing CHEN,Yan-Xia REN,Renming SONG,Rui ZHANG
Front. Math. China. 2015, 10 (4): 807-838.
https://doi.org/10.1007/s11464-015-0482-y
Consider a supercritical superprocess X = {Xt, t≥0} on a locally compact separable metric space (E,m). Suppose that the spatial motion of X is a Hunt process satisfying certain conditions and that the branching mechanism is of the form ψ(x,λ)=-a(x)λ+b(x)λ2+∫(0,+∞)(e-λy-1+λy)n(x,dy),?x∈E,λ>0, where a∈Bb(E),b∈Bb+(E), and n is a kernel from E to (0,+∞) satisfying sup?x∈E∫0+∞y2n(x,dy)<+∞. Put Ttf(x)=Pδx?f,Xt?. Suppose that the semigroup {Tt; t≥0}is compact. Let λ0 be the eigenvalue of the (possibly non-symmetric) generator L of {Tt}that has the largest real part among all the eigenvalues of L, which is known to be real-valued. Let ?0 and ?^0 be the eigenfunctions of L and L^(the dual of L) associated with λ0, respectively. Assume λ0>0. Under some conditions on the spatial motion and the ?0-transform of the semigroup {Tt}, we prove that for a large class of suitable functions f, lim?t→+∞e-λ0t?f,Xt?=W∞∫E?^0(y)f(y)m(dy),?Pμ-a.s., for any finite initial measure μ on E with compact support, where W∞ is the martingale limit defined by W∞:=lim?t→+∞e-λ0t??0,Xt?. Moreover, the exceptional set in the above limit does not depend on the initial measure μ and the function f.
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Recurrence and decay properties of a star-typed queueing model with refusal
Junping LI,Xiangxiang HUANG,Juan WANG,Lina ZHANG
Front. Math. China. 2015, 10 (4): 917-932.
https://doi.org/10.1007/s11464-015-0444-4
We consider a multiclass service system with refusal and bulk-arrival. The properties regarding recurrence, ergodicity, and decay properties of such model are discussed. The explicit criteria regarding recurrence and ergodicity are obtained. The stationary distribution is given in the ergodic case. Then, the exact value of the decay parameter, denoted by λE, is obtained in the transient case. The criteria for the λE-recurrence are also obtained. Finally, the corresponding λE-invariant vector/measure is considered.
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First passage Markov decision processes with constraints and varying discount factors
Xiao WU,Xiaolong ZOU,Xianping GUO
Front. Math. China. 2015, 10 (4): 1005-1023.
https://doi.org/10.1007/s11464-015-0479-6
This paper focuses on the constrained optimality problem (COP) of first passage discrete-time Markov decision processes (DTMDPs) in denumerable state and compact Borel action spaces with multi-constraints, state-dependent discount factors, and possibly unbounded costs. By means of the properties of a so-called occupation measure of a policy, we show that the constrained optimality problem is equivalent to an (infinite-dimensional) linear programming on the set of occupation measures with some constraints, and thus prove the existence of an optimal policy under suitable conditions. Furthermore, using the equivalence between the constrained optimality problem and the linear programming, we obtain an exact form of an optimal policy for the case of finite states and actions. Finally, as an example, a controlled queueing system is given to illustrate our results.
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