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arXiv:1303.1257 [math.PR]AbstractReferencesReviewsResources

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

Alexei M. Kulik

Published 2013-03-06Version 1

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.

Journal: A.M.Kulik, Poincare inequality and exponential integrability of the hitting times of a Markov process, Theory of Stoch. Proc. vol. 17(33), 2011, no. 2, 71 - 80
Categories: math.PR
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