• Corpus ID: 235265774

Variational principles for asymptotic variance of general Markov processes

  title={Variational principles for asymptotic variance of general Markov processes},
  author={Lu-Jing Huang and Yonghua Mao and Tao Wang},
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 nonreversible diffusion processes. 


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