Inequalities for exit times and eigenvalues of balls (Q640001)

The author establishes some inequalities for exit times from balls. The proofs rely on the Kac formula for the first eigenvalue of the Dirichlet boundary value problem for the generator of the Brownian motion and the log-concavity of the Gaussian measure. The behaviour of the first Dirichlet eigenvalue for complex balls under complex interpolation is also studied. The last section of the paper deals with exit times of a subclass of Levy processes. The distribution of the exit time from any ball is estimated.