Mixed principal eigenvalues in dimension one

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.

Keywords

Eigenvalue / variational formula / explicit estimate / positivity criterion / approximating procedure

References

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