The principal eigenvalue for jump processes

DOI10.1007/s101140000067zbMath0963.60078OpenAlexW2012768863MaRDI QIDQ1586079

Chen Mu-Fa

Publication date: 13 June 2001

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s101140000067

zbMATH Keywords

principal eigenvaluejump processvariational formula for Dirichlet form

Mathematics Subject Classification ID

Related Items (8)

Speed of stability for birth-death processes ⋮ Sharp bounds for the first eigenvalue of symmetric Markov processes and their applications ⋮ Spectral gap and logarithmic Sobolev constant for continuous spin systems ⋮ First eigenvalue of birth-death processes with killing ⋮ Variational formula for Dirichlet forms and estimates of principal eigenvalues for symmetric \(\alpha\)-stable processes ⋮ Ergodicity of regime-switching diffusions in Wasserstein distances ⋮ Multilinear singular integrals with rough kernel ⋮ Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes

Cites Work

• Cheeger's inequalities for general symmetric forms and existence criteria for spectral gap
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