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High-contrast periodic random jumps in continuum and limit Markov process

Andrey Piatnitski, Elena Zhizhina

Abstract

The paper deals with the asymptotic properties of a random jump process in a high contrast periodic medium in $\mathbb R^d$, $d\geq 1$. We show that if the coordinates of the random jump process in $\mathbb R^d$ are equipped with an extra variable that characterizes the position of the process inside the period, then the limit dynamics of this two-component process is Markov. We describe the limit process and prove the convergence in law in the path space. We show that the components of the limit process are coupled and derive the evolution equation with a memory term for the spatial component of the process. We also discuss the construction of the limit process in the $L^2$ space and study the spectrum of the generator of the limit semigroup.

High-contrast periodic random jumps in continuum and limit Markov process

Abstract

The paper deals with the asymptotic properties of a random jump process in a high contrast periodic medium in , . We show that if the coordinates of the random jump process in are equipped with an extra variable that characterizes the position of the process inside the period, then the limit dynamics of this two-component process is Markov. We describe the limit process and prove the convergence in law in the path space. We show that the components of the limit process are coupled and derive the evolution equation with a memory term for the spatial component of the process. We also discuss the construction of the limit process in the space and study the spectrum of the generator of the limit semigroup.
Paper Structure (5 sections, 10 theorems, 116 equations)

This paper contains 5 sections, 10 theorems, 116 equations.

Table of Contents

  1. Problem setup
  2. Semigroup convergence in $C_0(E)$
  3. Invariance principle, convergence of the processes
  4. Memory kernel in evolution of the first (spatial) component of $\mathcal{X}(t)$
  5. Semigroup in $L^2(E)$

Key Result

Lemma 1

Functions $\tilde{b}(\xi)$ and $\tilde{c}(\xi)$ are continuous: $\tilde{b}, \, \tilde{c} \in C(\overline{G})$.

Theorems & Definitions (20)

  • Remark 1
  • Lemma 1
  • proof
  • Lemma 2
  • proof
  • Theorem 1
  • proof
  • Lemma 3
  • proof
  • Proposition 1
  • ...and 10 more