Spectral bounds for exit times on metric measure Dirichlet spaces and applications

IF 1.1 2区 数学 Q3 STATISTICS & PROBABILITY
Phanuel Mariano , Jing Wang
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引用次数: 0

Abstract

Assuming the heat kernel on a doubling Dirichlet metric measure space has a sub-Gaussian bound, we prove an asymptotically sharp spectral upper bound on the survival probability of the associated diffusion process. As a consequence, we can show that the supremum of the mean exit time over all starting points is finite if and only if the bottom of the spectrum is positive. Among several applications, we show that the spectral upper bound on the survival probability implies a bound for the Hot Spots constant for Riemannian manifolds. Our results apply to interesting geometric settings including sub-Riemannian manifolds and fractals.
度量测度狄利克雷空间上退出时间的谱界及其应用
假设双Dirichlet度量空间上的热核具有亚高斯边界,我们证明了相关扩散过程生存概率的渐近锐谱上界。因此,我们可以证明,当且仅当谱底为正时,所有起始点上的平均退出时间的最大值是有限的。在几个应用中,我们证明了生存概率的谱上界暗示了黎曼流形的热点常数的一个界。我们的结果适用于有趣的几何设置,包括亚黎曼流形和分形。
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来源期刊
Stochastic Processes and their Applications
Stochastic Processes and their Applications 数学-统计学与概率论
CiteScore
2.90
自引率
7.10%
发文量
180
审稿时长
23.6 weeks
期刊介绍: Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes. It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests. Characterization, structural properties, inference and control of stochastic processes are covered. The journal is exacting and scholarly in its standards. Every effort is made to promote innovation, vitality, and communication between disciplines. All papers are refereed.
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