Dirichlet eigenvalues and exit time moments for symmetric Markov processes
Probability
2022-06-22 v1
Abstract
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 -stable processes, and provide the estimates of their first Dirichlet eigenvalues and the exit time moments.
Keywords
Cite
@article{arxiv.2206.10229,
title = {Dirichlet eigenvalues and exit time moments for symmetric Markov processes},
author = {Lu-Jing Huang and Tao Wang},
journal= {arXiv preprint arXiv:2206.10229},
year = {2022}
}
Comments
11 pages