On a semigroup generated by a convex combination of two Feller generators |
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Authors: | Adam Bobrowski |
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Affiliation: | (1) Institute of Mathematics, Polish Academy of Sciences, Katowice branch, Bankowa 14, 40-007 Katowice, Poland;(2) Department of Mathematics, Faculty of Electrical Engineering and Computer Science, Lublin University of Technology, Nadbystrzycka 38A, 20-618 Lublin, Poland |
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Abstract: | Let be a locally compact Hausdorff space. Let A and B be two generators of Feller semigroups in with related Feller processes {X A (t), t ≥ 0} and {X B (t), t ≥ 0} and let α and β be two non-negative continuous functions on with α + β = 1. Assume that the closure C of C 0 = αA + βB with generates a Feller semigroup {T C (t), t ≥ 0} in . It is natural to think of a related Feller process {X C (t), t ≥ 0} as that evolving according to the following heuristic rules. Conditional on being at a point , with probability α(p) the process behaves like {X A (t), t ≥ 0} and with probability β(p) it behaves like {X B (t), t ≥ 0}. We provide an approximation of {T C (t), t ≥ 0} via a sequence of semigroups acting in that supports this interpretation. This work is motivated by the recent model of stochastic gene expression due to Lipniacki et al. [17]. |
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Keywords: | 47D07 60J25 60J35 60J55 |
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