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Dirichlet eigenvalues and exit time moments for symmetric Markov processes

Author

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  • Huang, Lu-Jing
  • Wang, Tao

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 α-stable processes, and provide the estimates of their first Dirichlet eigenvalues and the exit time moments.

Suggested Citation

  • Huang, Lu-Jing & Wang, Tao, 2023. "Dirichlet eigenvalues and exit time moments for symmetric Markov processes," Statistics & Probability Letters, Elsevier, vol. 193(C).
    • Handle: RePEc:eee:stapro:v:193:y:2023:i:c:s0167715222002176
    DOI: 10.1016/j.spl.2022.109704
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    References listed on IDEAS

    as
    1. Chen, Zhen-Qing & Wang, Jian, 2014. "Ergodicity for time-changed symmetric stable processes," Stochastic Processes and their Applications, Elsevier, vol. 124(9), pages 2799-2823.
    2. Huang, Lu-Jing & Kim, Kyung-Youn & Mao, Yong-Hua & Wang, Tao, 2022. "Variational formulas for the exit time of Hunt processes generated by semi-Dirichlet forms," Stochastic Processes and their Applications, Elsevier, vol. 148(C), pages 380-399.
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