Spectral gaps and exponential integrability of hitting times for linear diffusions
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Publication:720737
DOI10.1214/10-AIHP380zbMath1233.60044MaRDI QIDQ720737
Shiqi Song, Oleg Loukianov, Dasha Loukianova
Publication date: 11 October 2011
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/243348
recurrencePoincaré inequalityspectral gaphitting timesDirichlet formexponential momentslinear Markov process
Continuous-time Markov processes on general state spaces (60J25) Diffusion processes (60J60) Transition functions, generators and resolvents (60J35)
Related Items
Poincaré inequalities and hitting times, Spectral condition, hitting times and Nash inequality, Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times
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