An inequality for the spectral radius of Markov processes (Q1069564)

From MaRDI portal
Revision as of 22:22, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
An inequality for the spectral radius of Markov processes
scientific article

    Statements

    An inequality for the spectral radius of Markov processes (English)
    0 references
    0 references
    1985
    0 references
    Given a Markov semigroup \(\{T_ t\}\), we define the spectral radius \[ \lambda_ 0=\lim_{t\to \infty}t^{-1}\log \sup_{x} T_ t1(x). \] For a class of strong Markov processes, we can prove \[ \inf \{-Au/u\}\leq \lambda_ 0\leq \sup \{-Au/u\} \] where A is the generator of \(\{T_ t\}\) and u is any positive function which belongs to the domain of A. This result is an extension of Barta's inequality. The connection of the first eigenvalue and the spectral radius is also discussed. Moreover, a simple proof for the uniqueness and the simplicity of the first eigenfunction is given.
    0 references
    Markov semigroup
    0 references
    strong Markov processes
    0 references
    Barta's inequality
    0 references
    connection of the first eigenvalue and the spectral radius
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references