Dirichlet eigenvalues and exit time moments for symmetric Markov processes

Lu-Jing Huang and Tao Wang

Statistics & Probability Letters, 2023, vol. 193, issue C

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.

Keywords: Dirichlet eigenvalue; Exit time; Symmetric Markov process; Diffusion; α-stable process (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1016/j.spl.2022.109704

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