Exit time moments and eigenvalue estimates

Emily B. Dryden, Jeffrey J. Langford, Patrick McDonald · Bulletin of the London Mathematical Society · 2017

We give upper bounds on the principal Dirichlet eigenvalue associated to a smoothly bounded domain in a complete Riemannian manifold; the bounds involve L 1 -norms of exit time moments of Brownian motion. Our results generalize a classical inequality of Pólya. We also prove lower bounds for Dirichlet eigenvalues using invariants that arise during the examination of the relationship between the heat content and exit time moments.

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