Eigenvalue gaps for the Cauchy process and a Poincaré inequality

Details Eigenvalue gaps for the Cauchy process and a Poincaré inequality Eigenvalue gaps for the Cauchy process and a Poincaré inequality

2004-08-19

arxiv.org/abs/math/0408267v2

Mathematics

Probability

Scientific paper

A connection between the semigroup of the Cauchy process killed upon exiting a domain $D$ and a mixed boundary value problem for the Laplacian in one dimension higher known as the "mixed Steklov problem," was established in a previous paper of the authors. From this, a variational characterization for the eigenvalues $\lambda_n$, $n\geq 1$, of the Cauchy process in $D$ was obtained. In this paper we obtain a variational characterization of the difference between $\lambda_n$ and $\lambda_1$. We study bounded convex domains which are symmetric with respect to one of the coordinate axis and obtain lower bound estimates for $\lambda_* - \lambda_1$ where $\lambda_*$ is the eigenvalue corresponding to the "first" antisymmetric eigenfunction for $D$. The proof is based on a variational characterization of $\lambda_* - \lambda_1$ and on a weighted Poincar\'e--type inequality. The Poincar\'e inequality is valid for all $\alpha$ symmetric stable processes, $0<\alpha\leq 2$, and any other process obtained from Brownian motion by subordination. We also prove upper bound estimates for the spectral gap $\lambda_2-\lambda_1$ in bounded convex domains.

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