The principal eigenvalue for jump processes

DOI10.1007/S101140000067zbMATH Open0963.60078OpenAlexW2012768863MaRDI QIDQ1586079FDOQ1586079

Authors: Mu-Fa Chen 

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

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zbMATH Keywords

principal eigenvaluejump processvariational formula for Dirichlet form

Mathematics Subject Classification ID

Eigenvalue problems for linear operators (47A75)

Cites Work

• Title not available (Why is that?)
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• Cheeger's inequalities for general symmetric forms and existence criteria for spectral gap

Cited In (13)

• Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes
• Lower bounds of principal eigenvalue in dimension one
• Speed of stability for birth-death processes
• First eigenvalue of birth-death processes with killing
• Sharp bounds for the first eigenvalue of symmetric Markov processes and their applications
• Principal eigenvalue for Brownian motion on a bounded interval with degenerate instantaneous jumps
• Multilinear singular integrals with rough kernel
• Title not available (Why is that?)
• Title not available (Why is that?)
• Ergodicity of regime-switching diffusions in Wasserstein distances
• Variational formula for Dirichlet forms and estimates of principal eigenvalues for symmetric \(\alpha\)-stable processes
• A variation on the Donsker-Varadhan inequality for the principal eigenvalue
• Spectral gap and logarithmic Sobolev constant for continuous spin systems

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