Poincar\'e inequality and exponential integrability of hitting times for linear diffusions
Probability
2009-07-07 v1
Abstract
Let be a regular linear continuous positively recurrent Markov process with state space , scale function and speed measure . For denote B^+_a&=\sup_{x\geq a} \m(]x,+\infty[)(S(x)-S(a)) B^-_a&=\sup_{x\leq a} \m(]-\infty;x[)(S(a)-S(x)) We study some characteristic relations between , , the exponential moments of the hitting times of , the Hardy and Poincar\'e inequalities for the Dirichlet form associated with . As a corollary, we establish the equivalence between the existence of exponential moments of the hitting times and the spectral gap of the generator of .
Cite
@article{arxiv.0907.0762,
title = {Poincar\'e inequality and exponential integrability of hitting times for linear diffusions},
author = {D. Loukianova and O. Loukianov and Sh. Song},
journal= {arXiv preprint arXiv:0907.0762},
year = {2009}
}