RUS  ENG
Полная версия
ЖУРНАЛЫ // Theory of Stochastic Processes // Архив

Theory Stoch. Process., 2011, том 17(33), выпуск 2, страницы 71–80 (Mi thsp53)

Poincaré inequality and exponential integrability of the hitting times of a Markov process

Alexey M. Kulik

Kiev 01601 Tereshchenkivska str. 3, Institute of Mathematics, Ukrainian National Academy of Sciences

Аннотация: Extending the approach of the paper [Mathieu, P. (1997) Hitting times and spectral gap inequalities, Ann. Inst. Henri Poincaré 33, 4, 437 – 465], we prove that the Poincaré inequality for a (possibly non-symmetric) Markov process yields the exponential integrability of the hitting times of this process. For symmetric elliptic diffusions, this provides a criterion for the Poincaré inequality in the terms of hitting times.

Ключевые слова: Markov process, exponential $\phi$-coupling, Poincaré inequality, hitting time.

MSC: 60J25, 60J35, 37A30

Язык публикации: английский



Реферативные базы данных:


© МИАН, 2024