Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds for generalized Laguerre polynomials

被引:10
|
作者
Patie, Pierre [1 ]
Savov, Mladen [2 ]
机构
[1] Cornell Univ, Sch Operat Res & Informat Engn, Ithaca, NY 14853 USA
[2] Bulgarian Acad Sci, Inst Math & Informat, Akad Georgi Bonchev St Block 8, BU-1113 Sofia, Bulgaria
关键词
Saddle point approximation; Bernstein functions; non-self-adjoint integro-differential operators; Laguerre polynomials; Markov semigroups; spectral theory;
D O I
10.4171/JST/178
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We propose a new approach to construct the eigenvalue expansion in a weighted Hilbert space of the solution to the Cauchy problemassociated toGauss-Laguerre invariant Markov semigroups that we introduce. Their generators turn out to be natural non-selfadjoint and non-local generalizations of the Laguerre differential operator. Our methods rely on intertwining relations that we establish between these semigroups and the classical Laguerre semigroup and combine with techniques based on non-harmonic analysis. As a by-product we also provide regularity properties for the semigroups as well as for their heat kernels. The biorthogonal sequences that appear in their eigenvalue expansion can be expressed in terms of sequences of polynomials, and they generalize the Laguerre polynomials. By means of a delicate saddle point method, we derive uniform asymptotic bounds that allow us to get an upper bound for their norms in weighted Hilbert spaces. We believe that this work opens a way to construct spectral expansions for more general non-self-adjoint Markov semigroups.
引用
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页码:797 / 846
页数:50
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