A Natural Diffusion Distance and Equivalence of Local Convergence and Local Equicontinuity for a General Symmetric Diffusion Semigroup

Abstract

In this paper, we consider a general symmetric diffusion semigroup Ttft≥0 on a topological space X with a positive σ-finite measure, given, for t>0, by an integral kernel operator: Ttf(x)≜∫X‍ρt(x,y)f(y)dy. As one of the contributions of our paper, we define a diffusion distance whose specification follows naturally from imposing a reasonable Lipschitz condition on diffused versions of arbitrary bounded functions. We next show that the mild assumption we make, that balls of positive radius have positive measure, is equivalent to a similar, and an even milder looking, geometric demand. In the main part of the paper, we establish that local convergence of Ttf to f is equivalent to local equicontinuity (in t) of the family Ttft≥0. As a corollary of our main result, we show that, for t0>0, Tt+t0f converges locally to Tt0f, as t converges to 0+. In the Appendix, we show that for very general metrics D on X, not necessarily arising from diffusion, ∫X‍ρt(x,y)D(x,y)dy→0 a.e., as t→0+. R. Coifman and W. Leeb have assumed a quantitative version of this convergence, uniformly in x, in their recent work introducing a family of multiscale diffusion distances and establishing quantitative results about the equivalence of a bounded function f being Lipschitz, and the rate of convergence of Ttf to f, as t→0+. We do not make such an assumption in the present work.