Related papers: Exit Time Moments and Eigenvalue Estimates

We study the relationship between the geometry of smoothly bounded domains in complete Riemannian manifolds and the associated sequence of $L^1$-norms of exit time moments for Brownian motion. We establish bounds for Dirichlet eigenvalues…

We compute the first Dirichlet eigenvalue of a geodesic ball in a rotationally symmetric model space in terms of the moment spectrum for the Brownian motion exit times from the ball. This expression implies an estimate as exact as you want…

We revisit the eigenvalue problem of the Dirichlet Laplacian on bounded domains in complete Riemannian manifolds. By building on classical results like Li-Yau's and Yang's inequalities, we derive upper and lower bounds for eigenvalues. For…

We prove explicit upper and lower bounds for the $L^1$-moment spectra for the Brownian motion exit time from extrinsic metric balls of submanifolds $P^m$ in ambient Riemannian spaces $N^{n}$. We assume that $P$ and $N$ both have controlled…

For a bounded domain $\Omega$ with a piecewise smooth boundary in a complete Riemannian manifold $M$, we study eigenvalues of the Dirichlet eigenvalue problem of the Laplacian. By making use of a fact that eigenfunctions form an orthonormal…

The distribution of exit times is computed for a Brownian particle in spherically symmetric two- dimensional domains (disks, angular sectors, annuli) and in rectangles that contain an exit on their boundary. The governing partial…

We compute estimates for eigenvalues of a class of linear second-order elliptic differential operators in divergence form (with Dirichlet boundary condition) on a bounded domain in a complete Riemannian manifold. Our estimates are based…

We give some relationships between the first Dirichlet eigenvalues and the exit time moments for the general symmetric Markov processes. As applications, we present some examples, including symmetric diffusions and $\alpha$-stable…

For a bounded domain $\Omega$ with a piecewise smooth boundary in an $n$-dimensional Euclidean space $\mathbf{R}^{n}$, we study eigenvalues of the Dirichlet eigenvalue problem of the Laplacian. First we give a general inequality for…

The purpose of this note is to give details for an argument of Sullivan to construct eigenfunctions of the Laplacian on a Riemannian manifold using exit times of Brownian motion \cite{sullivanpos}. Let $X$ be a complete, simply connected…

For domains in $\mathbb{R}^d$, $d\geq 2$, we prove universal upper and lower bounds on the product of the bottom of the spectrum for the Laplacian to the power $p>0$ and the supremum over all starting points of the $p$-moments of the exit…

We prove a number of results relating exit times of planar Brownian with the geometric properties of the domains in question. Included are proofs of the conformal invariance of moduli of rectangles and annuli using Brownian motion;…

In this paper we study the maximum principle, the existence of eigenvalue and the existence of solution for the Dirichlet problem for operators which are fully-nonlinear, elliptic but presenting some singularity or degeneracy which are…

We study a Dirichlet-to-Neumann eigenvalue problem for differential forms on a compact Riemannian manifold with smooth boundary. This problem is a natural generalization of the classical Steklov problem on functions. We derive a number of…

This paper investigates the first Dirichlet eigenvalue for the $p$-Laplacian in Riemannian manifolds. Firstly, we establish a lower bound for this eigenvalue under the condition that the domain includes a specific function which fulfills…

Inequalities for the eigenvalues of the (negative) Laplacian subject to mixed boundary conditions on polyhedral and more general bounded domains are established. The eigenvalues subject to a Dirichlet boundary condition on a part of the…

In this paper, we compute the second variation of the first Dirichlet eigenvalue on extremal domains in general Riemannian manifolds and establish a criterion for stability. We classify the stable extremal domains in the 2-sphere and…

We prove eigenvalue processes from dynamical random matrix theory including Dyson Brownian motion, Wishart process, and Dynkin's Brownian motion of ellipsoids are results of projecting Brownian motion through Riemannian submersions induced…

The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…

For a family of elliptic operators with rapidly oscillating periodic coefficients, we study the convergence rates for Dirichlet eigenvalues and bounds of the normal derivatives of Dirichlet eigenfunctions. The results rely on an…