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Mixed principal eigenvalues in dimension one |
Mu-Fa CHEN, Lingdi WANG( ), Yuhui ZHANG |
| School of Mathematical Sciences, Beijing Normal University, Laboratory of Mathematics and Complex Systems (Beijing Normal University), Ministry of Education, Beijing 100875, China |
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Abstract This is one of a series of papers exploring the stability speed of one-dimensional stochastic processes. The present paper emphasizes on the principal eigenvalues of elliptic operators. The eigenvalue is just the best constant in the L2-Poincaré inequality and describes the decay rate of the corresponding diffusion process. We present some variational formulas for the mixed principal eigenvalues of the operators. As applications of these formulas, we obtain case by case explicit estimates, a criterion for positivity, and an approximating procedure for the eigenvalue.
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| Keywords
Eigenvalue
variational formula
explicit estimate
positivity criterion
approximating procedure
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Corresponding Author(s):
WANG Lingdi,Email:wanglingdi@mail.bnu.edu.cn
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Issue Date: 01 April 2013
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