Survival probability for jump processes in unbounded domains on metric measure spaces

Abstract

We study the large time behavior of the survival probability ${\mathbb{P}}_x\left({\tau }_D>t\right)$ for symmetric jump processes in unbounded domains with a positive bottom of the spectrum. We prove asymptotic upper and lower bounds with explicit constants in terms of the bottom of the spectrum $\lambda (D)$. Our main result applies to symmetric jump processes in general metric measure spaces. For $\alpha$-stable processes in unbounded uniformly $C^{1,1}$ domains, our results provide a probabilistic interpretation and an equivalent geometric condition for $\lambda (D)>0$. In the case of increasing horn-shaped domains, the exponential rate of decay for the survival probability is sharp. We also present examples of unbounded domains where our results apply.

23 pages, 3 figures, to appear in Electron. J. Probab