×

A natural diffusion distance and equivalence of local convergence and local equicontinuity for a general symmetric diffusion semigroup. (English) Zbl 1470.60223

Summary: In this paper, we consider a general symmetric diffusion semigroup \(\left\{T_t f\right\}_{t \geq 0}\) on a topological space \(X\) with a positive \(\sigma\)-finite measure, given, for \(t > 0\), by an integral kernel operator: \(T_t f(x) \triangleq \int_X \rho_t(x, y) f(y) d y\). As one of the contributions of our paper, we define a diffusion distance whose specification follows naturally from imposing a reasonable Lipschitz condition on diffused versions of arbitrary bounded functions. We next show that the mild assumption we make, that balls of positive radius have positive measure, is equivalent to a similar, and an even milder looking, geometric demand. In the main part of the paper, we establish that local convergence of \(T_t f\) to \(f\) is equivalent to local equicontinuity (in \(t\)) of the family \(\left\{T_t f\right\}_{t \geq 0}\). As a corollary of our main result, we show that, for \(t_0 > 0\), \(T_{t + t_0} f\) converges locally to \(T_{t_0} f\), as \(t\) converges to \(0^+\). In the Appendix, we show that for very general metrics \(\mathcal{D}\) on \(X\), not necessarily arising from diffusion, \(\int_X \rho_t(x, y) \mathcal{D}(x, y) d y \rightarrow 0\) a.e., as \(t \rightarrow 0^+ \). R. Coifman and W. Leeb have assumed a quantitative version of this convergence, uniformly in \(x\), in their recent work introducing a family of multiscale diffusion distances and establishing quantitative results about the equivalence of a bounded function \(f\) being Lipschitz, and the rate of convergence of \(T_t f\) to \(f\), as \(t \rightarrow 0^+\). We do not make such an assumption in the present work.

MSC:

60J60 Diffusion processes
58J65 Diffusion processes and stochastic analysis on manifolds

References:

[1] Stein, E. M., Topics in Harmonic Analysis Related to the Littlewood-Paley Theory. Topics in Harmonic Analysis Related to the Littlewood-Paley Theory, Annals of Mathematics Studies, 63 (1985), Princeton, NJ, USA: Princeton University Press, Princeton, NJ, USA · Zbl 0193.10502
[2] Sturm, K. T., Diffusion processes and heat kernels on metric spaces, Annals of Probability, 26, 1, 1-55 (1998) · Zbl 0936.60074 · doi:10.1214/aop/1022855410
[3] Wu, H.-T., Embedding Riemannian manifolds by the heat kernel of the connection Laplacian, Advances in Mathematics, 304, 1055-1079 (2017) · Zbl 1350.53054 · doi:10.1016/j.aim.2016.05.023
[4] Belkin, M.; Niyogi, P., Laplacian eigenmaps for dimensionality reduction and data representation, Neural Computation, 15, 6, 1373-1396 (2003) · Zbl 1085.68119 · doi:10.1162/089976603321780317
[5] Coifman, R. R.; Lafon, S., Diffusion maps, Applied and Computational Harmonic Analysis, 21, 1, 5-30 (2006) · Zbl 1095.68094 · doi:10.1016/j.acha.2006.04.006
[6] Coifman, R. R.; Lafon, S.; Lee, A. B.; Maggioni, M.; Nadler, B.; Warner, F.; Zucker, S. W., Geometric diffusions as a tool for harmonic analysis and structure definition of data: Diffusion maps, Proceedings of the National Academy of Sciences of the United States of America, 102, 21, 7426-7431 (2005) · Zbl 1405.42043
[7] Coifman, R. R.; Leeb, W. E., Earth Mover’s distance and equivalent metrics for spaces with semigroups, YALEU/DCS/TR-1481 (2013)
[8] Coifman, R. R.; Maggioni, M., Diffusion wavelets, Applied and Computational Harmonic Analysis, 21, 1, 53-94 (2006) · Zbl 1095.94007 · doi:10.1016/j.acha.2006.04.004
[9] Goldberg, M. J.; Kim, S., Some Remarks on Diffusion Distances, Journal of Applied Mathematics, 2010 (2010) · Zbl 1218.60074 · doi:10.1155/2010/464815
[10] Goldberg, M. J.; Kim, S., An efficient tree-based computation of a metric comparable to a natural diffusion distance, Applied and Computational Harmonic Analysis, 33, 2, 261-281 (2012) · Zbl 1248.68403 · doi:10.1016/j.acha.2011.12.001
[11] Leeb, W.; Coifman, R., Hölder-Lipschitz norms and their duals on spaces with semigroups, with applications to earth mover’s distance, Journal of Fourier Analysis and Applications, 22, 4, 910-953 (2016) · Zbl 1358.46025 · doi:10.1007/s00041-015-9439-5
[12] Butzer, P. L.; Berens, H., Semi-Groups of Operators and Approximation (1967), Berlin, Germany: Springer, Berlin, Germany · Zbl 0164.43702
[13] Triebel, H., Theory of Function Spaces. Theory of Function Spaces, Monographs in Mathematics, 78 (1983), Boston, Mass, USA: Birkhäuser, Boston, Mass, USA · Zbl 1235.46002 · doi:10.1007/978-3-0346-0416-1
[14] Chavel, I., Eigenvalues in Riemannian geometry, Pure and Applied Mathematics #115 (1984), Orlando, Fla, USA: Academic Press, Orlando, Fla, USA · Zbl 0551.53001
[15] Levin, D. A.; Peres, Y.; Wilmer, E. L., Markov Chains and Mixing Times (2009), Providence, RI, USA: American Mathematical Society, Providence, RI, USA · Zbl 1160.60001
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.