The Principal Eigenvalue for Jump Processes

被引:1
|
作者
Chen M. [1 ]
机构
[1] Department of Mathematics, Beijing Normal University
基金
中国国家自然科学基金;
关键词
Jump processes; Principal eigenvalue; Variational formula for Dirichlet form;
D O I
10.1007/s101140000067
中图分类号
学科分类号
摘要
A variational formula for the lower bound of the principal eigenvalue of general Markov jump processes is presented. The result is complete in the sense that the condition is fulfilled and the resulting bound is sharp for Markov chains under some mild assumptions.
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页码:361 / 368
页数:7
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