Probability Seminar

Date: April 28, 2021

Time: 10:30AM - 11:30AM

Location: BLOC 627

Speaker: Pierre Patie, Cornell University

Title: Interweaving relations

Abstract: In this talk, we introduce the concept of interweaving relations as a strengthening of usual intertwining relations between Markov semigroups. We proceed by providing some interesting applications of this new idea which includes the spectral decomposition, the characterization of ergodic constants and hypercontractivity estimates for non-self-adjoint and non-local semigroups. We illustrate these results by presenting several examples that have emerged from the recent literature: discrete-to-continuous interacting particle models, degenerate hypoelliptic Ornstein-Uhlenbeck processes, and diffusion-to-jump Jacobi processes.