An inequality for the spectral radius of Markov processes (Q1069564)
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English | An inequality for the spectral radius of Markov processes |
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An inequality for the spectral radius of Markov processes (English)
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1985
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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.
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Markov semigroup
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strong Markov processes
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Barta's inequality
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connection of the first eigenvalue and the spectral radius
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