The Principal Eigenvalue for Jump Processes |
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| Authors: | Mufa Chen |
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| Institution: | (1) Department of Mathematics, Beijing Normal University, Beijing 100875, P. R. China, E-mail: mfchen@bdu.cn, CN |
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| Abstract: | A variational formula for the lower bound of the principal eigenvalue of general Markov jump processes is presented. The
result is complete in the sense that the condition is fulfilled and the resulting bound is sharp for Markov chains under some
mild assumptions.
Received November 15, 1999, Accepted March 9, 2000 |
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| Keywords: | Principal eigenvalue Jump processes Variational formula for Dirichlet form |
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