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

Extending the approach of the paper [Mathieu, P. (1997) Hitting times and spectral gap inequalities, Ann. Inst. Henri Poincare 33, 4, 437 -- 465], we prove that the Poincare 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 Poincare inequality in the terms of hitting times.

preprint2013arXivOpen access
Alexei M. Kulik
math.PR
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Alexei M. Kulik

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