{
  "id": "1303.1257",
  "version": "v1",
  "published": "2013-03-06T06:41:12.000Z",
  "updated": "2013-03-06T06:41:12.000Z",
  "title": "Poincare inequality and exponential integrability of the hitting times of a Markov process",
  "authors": [
    "Alexei M. Kulik"
  ],
  "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"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2013-03-06T06:41:12.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "hitting times",
      "poincare inequality",
      "exponential integrability",
      "spectral gap inequalities",
      "markov process yields"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2013arXiv1303.1257K"
    }
  }
}