Spectral condition, hitting times and Nash inequality (Q479706)

A Markov process \(X\) with a semi-group of transition probabilities satisfying the Hunt condition is considered. Inequalities for the second moments with respect to the invariant measure of the process in terms of the first exit time of \(X\) from a given set (Nash inequalities) are studied. The Nash inequality is investigated for an open set \(G\) with a finite moment of the first exit time \(\tau_G\) when the process \(X\) is being killed at this time. Expectations of an integral of a function with respect to a distribution of \(\tau_G\) are characterized by properties of a class of such functions. The Nash inequality is being corrected for a non-killed process by properties of the process in a \(\tau\)-neighborhood of the set \(G\). It is shown that integrability of higher powers of \(\tau_G\) follows from the Nash inequality.