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On absorption times and Dirichlet eigenvalues

Laurent Miclo (2010)

ESAIM: Probability and Statistics

This paper gives a stochastic representation in spectral terms for the absorption time T of a finite Markov chain which is irreducible and reversible outside the absorbing point. This yields quantitative informations on the parameters of a similar representation due to O'Cinneide for general chains admitting real eigenvalues. In the discrete time setting, if the underlying Dirichlet eigenvalues (namely the eigenvalues of the Markov transition operator restricted to the functions vanishing on...

On the relation between elliptic and parabolic Harnack inequalities

Waldemar Hebisch, Laurent Saloff-Coste (2001)

Annales de l’institut Fourier

We show that, if a certain Sobolev inequality holds, then a scale-invariant elliptic Harnack inequality suffices to imply its a priori stronger parabolic counterpart. Neither the relative Sobolev inequality nor the elliptic Harnack inequality alone suffices to imply the parabolic Harnack inequality in question; both are necessary conditions. As an application, we show the equivalence between parabolic Harnack inequality for Δ on M , (i.e., for t + Δ ) and elliptic Harnack inequality for - t 2 + Δ on × M .

On the representation of Dirichlet forms

Lars-Erik Andersson (1975)

Annales de l'institut Fourier

A general representation theorem is obtained for positive quadratic forms, defined on C 00 1 ( Ω ) (the space of continuously differentiable functions with compact support contained in Ω R n ) which are local and on which all normal contractions operate.

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