Variational principles for asymptotic variance of general Markov processes

Published 1 Jun 2021 in math.PR | (2106.00324v1)

Abstract: 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 non-reversible diffusion processes.

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