Weak Similarity Orbit of (log)-Self-Similar Markov Semigroups on the Euclidean Space

TL;DR

This paper characterizes a class of non-self-adjoint semigroups related to self-similar Markov processes on Euclidean space, analyzing their spectral properties and providing explicit examples using special functions.

Contribution

It introduces the weak similarity orbit of (log)-self-similar Markov semigroups, characterizes their spectra, and provides explicit spectral representations and examples.

Findings

The spectrum can be point, residual, approximate, or continuous.

Full Hilbert space domain occurs when the spectrum is residual.

Explicit spectral components are computed for several examples.

Abstract

We start by identifying a class of pseudo-differential operators, generated by the set of continuous negative definite functions, that are in the weak similarity (WS) orbit of the self-adjoint log-Bessel operator on the Euclidean space. These WS relations turn out to be useful to first characterize a core for each operator in this class, which enables us to show that they generate a class, denoted by $\mathscr{P}$, of non-self-adjoint $\mathcal{C}_0$-contraction positive semigroups. Up to a homeomorphism, $\mathscr{P}$ includes, as fundamental objects in probability theory, the family of self-similar Markov semigroups on $\mathbb{R}_+^d$. Relying on the WS orbit, we characterize the nature of the spectrum of each element in $\mathscr{P}$ that is used in their spectral representation which depends on analytical properties of the Bernstein-gamma functions defined from the associated negative definite functions, and, it is either the point, residual, approximate or continuous spectrum. We proceed by providing a spectral representation of each element in $\ccP$ which is expressed in terms of Fourier multiplier operators and valid, at least, on a dense domain of a natural weighted $L^2$-space. Surprisingly, the domain is the full Hilbert space when the spectrum is the residual one, something which seems to be noticed for the first time in the literature. We end up the paper by presenting a series of examples for which all spectral components are computed explicitly in terms of special functions or recently introduced power series.