Semigroup inequalities, stochastic domination, Hardy's inequality, and strong ergodicity
For the classical L p -spaces of signed measures on N, we devise a framework in which bounds for a sub-Markovian semigroup of interest can be obtained, up to a constant factor, from bounds for another tractable semigroup that dominates stochastically the first one. The main tools are the Hardy inequality, the definition of related auxiliary L p spaces suited to take advantage of the domination, and the proof that the norms are equivalent to the classical ones if the reference measure is quasi-geometrically decreasing. We illustrate the results using birth-death and single-birth processes.
NOTE ON THE CONVERSES OF INEQUALITIES OF HARDY AND LITTLEWOOD
The inequalities of Hardy–Littlewood type play very important role in many theorems concerning convergence or summability of orthogonal series. In the applications many times their converses are also very useful. Both the original inequalities and their converses have been generalized in several directions by many authors, among others Leindler (see [5], [6], [7], [8]), Mulholland (see [10]), Chen Yung-Ming (see [1]), etc. The aim of this paper is to give further generalization of the inequalities of converse type replacing the power functions by more general ones.
Extinction probability in a birth-death process with killing
We study birth-death processes on the non-negative integers where $\{1,2,\ldots\}$ is an irreducible class and $0$ an absorbing state, with the additional feature that a transition to state $0$ may occur from any state. We give a condition for absorption (extinction) to be certain and obtain the eventual absorption probabilities when absorption is not certain. We also study the rate of convergence as $t\to\infty$ of the probability of absorption at time $t$, and relate it to the common rate of convergence of the transition probabilities which do not involve state $0$. Finally, we derive upper and lower bounds for the probability of absorption at time $t$ by applying a technique which involves the logarithmic norm of an appropriately defined operator.