Agmon-type estimates for a class of jump processes

Abstract

In the limit epsilon to 0 we analyze the generators H_epsilon of families of reversible jump processes in R^d associated with a class of symmetric non-local Dirichlet-forms and show exponential decay of the eigenfunctions. The exponential rate function is a Finsler distance, given as solution of a certain eikonal equation. Fine results are sensitive to the rate function being C^2 or just Lipschitz. Our estimates are analog to the semi-classical Agmon estimates for differential operators of second order. They generalize and strengthen previous results on the lattice epsilon Z^d. Although our final interest is in the (sub)stochastic jump process, technically this is a pure analysis paper, inspired by PDE techniques.