Dirichlet eigenvalues and exit time moments for symmetric Markov processes

preprint2022arXivOpen access

Abstract

We give some relationships between the first Dirichlet eigenvalues and the exit time moments for the general symmetric Markov processes. As applications, we present some examples, including symmetric diffusions and αα-stable processes, and provide the estimates of their first Dirichlet eigenvalues and the exit time moments.

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