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Steve Huntsman
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Infimum of the Dirichlet form for a tensor product

If $Q$ is the generator of a well-behaved continuous-time Markov process on a finite state space and $p$ is the invariant distribution, the corresponding Dirichlet form is $\mathcal{D}_Q(f) := \frac{1}{2} \sum_{j,k} p_j Q_{jk} (f_j - f_k)^2$. Write $Var_p(f)$ for the variance of $f$. In studies of convergence it is of great interest to find the infimum of $\mathcal{D}_Q/Var_p$ (where the denominator is restricted to be nonzero). W/l/o/g it suffices to consider $f$ for which $\sum_j p_j f_j = 0$, so that $Var_p(f) = \sum_j p_j f_j^2$.

If $Q^{(m)} = c_m Q$ for $c_m > 0$ and $Q^\otimes = \sum_m I^{\otimes(m-1} \otimes Q^{(m)} \otimes I^{\otimes(N-k)}$, it can be shown that $\mathcal{D}_{Q^\otimes}(f^{\otimes N})/Var_{p^{\otimes N}}(f^{\otimes N}) = N \langle c \rangle \mathcal{D}_Q(f)/Var_{p}(f)$, where the arithmetic mean is indicated. Which is great and all, but:

Is the infimum of $\mathcal{D}_{Q^\otimes}/Var_{p^{\otimes > N}}$ actually attained for an argument of the form $f^{\otimes N}$?

I feel like the answer should be trivial but for some reason I'm not seeing it.

Steve Huntsman
  • 15.4k
  • 7
  • 75
  • 130