Lowest eigenvalue bounds for Markov processes with obstacles

DOI10.1080/07362994.2013.799356MaRDI QIDQ2854338zbMATH OpenOpenAlexFDO

Authors Dorota Maja Kowalska

Publication date 18 October 2013

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07362994.2013.799356

zbMATH Keywords

\(\alpha \)-stable processdomains with obstaclesprincipal eigenvaluesemigroup of symmetric Markov process

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Statistical mechanics of random media, disordered materials (including liquid crystals and spin glasses) (82D30)

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Cites work

• Asymptotics for the wiener sausage
• Enlargement of obstacles for the simple random walk
• Lifschitz Tail and Wiener Sausage on hyperbolic space
• Lifschitz tail and Wiener sausage. I
• Lifschitz tail on hyperbolic space: Neumann conditions
• Markovian bridges: weak continuity and pathwise constructions
• Potential analysis of stable processes and its extensions. With some of the papers based on the presentations at the workshop on stochastic and harmonic analysis of processes with jumps, Angers, France, May 2--9, 2006.
• The Lifschitz singularity for the density of states on the Sierpinski gasket

Cited in

(4)

• Probabilistic approach for comparing first eigenvalues
• Lifschitz singularity for subordinate Brownian motions in presence of the Poissonian potential on the Sierpiński gasket
• Sharp bounds for the first eigenvalue of symmetric Markov processes and their applications
• Lifschitz tail for alloy-type models driven by the fractional Laplacian

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