The Principal Eigenvalue for Jump Processes

Authors
Chen, Mufa
Citation
Chen, Mufa, The Principal Eigenvalue for Jump Processes, Acta mathematica Sinica. English series (Print) , 16(3), 2000, pp. 361-368
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
16
Issue
3
Year of publication
2000
Pages
361 - 368
Database
ACNP
SICI code
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.