Resolvent positive linear operators exhibit the reduction phenomenon

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Resolvent positive linear operators exhibit the reduction phenomenon.

The spectral bound, s(αA + βV), of a combination of a resolvent positive linear operator A and an operator of multiplication V, was shown by Kato to be convex in β ∈ R. Kato's result is shown here to imply, through an elementary "dual convexity" lemma, that s(αA + βV) is also convex in α > 0, and notably, ∂s(αA + βV)/∂α ≤ s(A). Diffusions typically have s(A) ≤ 0, so that for diffusions with spa...

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ژورنال

عنوان ژورنال: Proceedings of the National Academy of Sciences

سال: 2012

ISSN: 0027-8424,1091-6490

DOI: 10.1073/pnas.1113833109