Greenian bounds for Markov processes
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In Section 1, a temporal bound is estimated by a spatial bound, for a Markov process whose transition density satisfies a simple condition. This includes the Brownian motion, for which comparison with a more special method is made. In Section 2, the result is related to the Green operator and examples are given. In Section 3, the result is applied to an old problem of eigenvalues of the Laplacian. In Section 4, recent extensions from the Laplacian to the Schrödinger circle-of-ideas are briefly described. In this case, time is measured by an exponential functional of the process, commonly known under the names Feynman-Kac.
This article was written as script for two talks, one general and one technical, given in Taiwan in January 1991. In the spirit of the occasion, the style of exposition is deliberately paced and discursive.
AMS subject classifications (1991)Primary: 60J45 60J36 Secondary 60J40 35J10
Key wordsMarkov process exit time Green operator Laplacian
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