In this paper, we study the supercontractivity for Maxkov semigroups and obtain some sufficient and necessary conditions; especially explicit formulae are obtained for birth-death process and diffusion on the line. Sufficient conditions and necessary conditions in terms of isoperimetric inequalities are also presented. Moreover, we prove that the supercontractivity is equivalent to the compact embedding of Sobolev space into an Orlicz space.
This paper studies the existence of the higher orders deviation matrices for continuous time Markov chains by the moments for the hitting times. An estimate of the polynomial convergence rates for the transition matrix to the stationary measure is obtained. Finally, the explicit formulas for birth-death processes are presented.
