• Corpus ID: 55970380

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

@article{Kulik2013PoincareIA,
  title={Poincare inequality and exponential integrability of the hitting times of a Markov process},
  author={Alexei M. Kulik},
  journal={arXiv: Probability},
  year={2013}
}
  • A. Kulik
  • Published 6 March 2013
  • Mathematics
  • arXiv: Probability
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. 
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