Inequalities for exit times and eigenvalues of balls

DOI10.1007/S11118-010-9213-XMaRDI QIDQ640001zbMATH OpenOpenAlexFDO

Authors Michael Schmuckenschlaeger

Publication date 11 October 2011

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11118-010-9213-x

zbMATH Keywords

Dirichlet eigenvaluesexit times

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Estimates of eigenvalues in context of PDEs (35P15) Brownian motion (60J65)

Review text

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.

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• Exit time moments and eigenvalue estimates
• A Brascamp-Lieb-Luttinger-type inequality and applications to symmetric stable processes
• Comparison theorems for exit times
• Bounds for exit times of Brownian motion and the first Dirichlet eigenvalue for the Laplacian
• Exit times of symmetric stable processes from unbounded convex domains

Cites work

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Cited in

(3)

• A Brascamp-Lieb-Luttinger-type inequality and applications to symmetric stable processes
• Exit time moments and eigenvalue estimates
• Comparison theorems for exit times

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