Eigenvalues, Inequalities, and Ergodic Theory

DOI10.1007/B138904MaRDI QIDQ4660467zbMATH OpenOpenAlexFDO

Authors Mu-Fa Chen

Publication date 22 March 2005

Published in Probability and Its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0101257

zbMATH Keywords

economic optimizationergodic processesgeneralized Cheeder's methodMarkovian couplingNewman and Dirichlet eigenvaluesPoincaré, Sobolev, Nash inequalitiesreaction-diffusion processesvariational formula

Mathematics Subject Classification ID

Sturm-Liouville theory (34B24) Eigenvalues, estimation of eigenvalues, upper and lower bounds of ordinary differential operators (34L15) Estimates of eigenvalues in context of PDEs (35P15) Ergodicity, mixing, rates of mixing (37A25) Ergodic theorems, spectral theory, Markov operators (37A30) Canonical models for contractions and nonselfadjoint linear operators (47A45) Spectral theory; eigenvalue problems on manifolds (58C40) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Continuous-time Markov processes on general state spaces (60J25) Interacting random processes; statistical mechanics type models; percolation theory (60K35) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02)

Abstract: This paper surveys the main results obtained during the period 1992-1999 on three aspects mentioned at the title. The first result is a new and general variational formula for the lower bound of spectral gap (i.e., the first non-trivial eigenvalue) of elliptic operators in Euclidean space, Laplacian on Riemannian manifolds or Markov chains (S 1). Here, a probabilistic method-coupling method is adopted. The new formula is a dual of the classical variational formula. The last formula is actually equivalent to Poincar'e inequality. To which, there are closely related logarithmic Sobolev inequality, Nash inequality, Liggett inequality and so on. These inequalities are treated in a unified way by using Cheeger's method which comes from Riemannian geometry. This consists of S 2. The results on these two aspects are mainly completed by the author joint with F. Y. Wang. Furthermore, a diagram of the inequalities and the traditional three types of ergodicity is presented (S 3). The diagram extends the ergodic theory of Markov processes. The details of the methods used in the paper will be explained in a subsequent paper under the same title.

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