On the principal eigenvalue for compound Poisson processes
Probability
2024-08-13 v2
Abstract
We investigate the explicit expression for the principal eigenvalue for a large class of compound Poisson processes on a bounded open set by examining its spectral heat content. When the jump density of the compound Poisson process is radially symmetric and strictly decreasing, we demonstrate that balls are the unique minimizers for among all sets with equal Lebesgue measure. Furthermore, we show that this uniqueness fails if the jump density is not strictly decreasing.
Keywords
Cite
@article{arxiv.2405.20571,
title = {On the principal eigenvalue for compound Poisson processes},
author = {Daesung Kim and Hyunchul Park},
journal= {arXiv preprint arXiv:2405.20571},
year = {2024}
}
Comments
There is a critical flaw in the proof and the main theorem, Theorem 2.1, is not true in the stated form