Parabolic Harnack inequality implies the existence of jump kernel

Abstract

We prove that the parabolic Harnack inequality implies the existence of jump kernel for symmetric pure jump process. This allows us to remove a technical assumption on the jumping measure in the recent characterization of the parabolic Harnack inequality for pure jump processes by Chen, Kumagai and Wang. The key ingredients of our proof are the Lévy system formula and a near-diagonal heat kernel lower bound.