{
  "id": "2106.00324",
  "version": "v1",
  "published": "2021-06-01T08:57:34.000Z",
  "updated": "2021-06-01T08:57:34.000Z",
  "title": "Variational principles for asymptotic variance of general Markov processes",
  "authors": [
    "Lu-Jing Huang",
    "Yong-Hua Mao",
    "Tao Wang"
  ],
  "comment": "14 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "A variational formula for the asymptotic variance of general Markov processes is obtained. As application, we get a upper bound of the mean exit time of reversible Markov processes, and some comparison theorems between the reversible and non-reversible diffusion processes.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2021-06-01T08:57:34.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J25",
      "60J46",
      "60J60"
    ],
    "keywords": [
      "general markov processes",
      "asymptotic variance",
      "variational principles",
      "mean exit time",
      "non-reversible diffusion processes"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 14,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}