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Mu-Fa Chen

Publications and source records attributed to Mu-Fa Chen.

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General estimate of the first eigenvalue on manifolds

Ten sharp lower estimates of the first non-trivial eigenvalue of Laplacian on compact Riemannian manifolds are reviewed and compared. An improved variational formula, a general common estimate, and a new sharp one are added. The best lower estimates are now updated. The new estimates provide a global picture of what one can expect by our approach.

math.PR

Speed of stability for birth--death processes

This paper is a continuation of the study on the stability speed for Markov processes. It extends the previous study of the ergodic convergence speed to the non-ergodic one, in which the processes are even allowed to be explosive or having general killings. At the beginning stage, this paper is concentrated on the birth-death processes. According to the classification of the boundaries, there are four cases plus one having general killings. In each case, some dual variational formulas for the convergence rate are presented, from which the criterion for the positivity of the rate and an approximating procedure of estimating the rate are deduced. As the first step of the approximation, the ratio of the resulting bounds is usually no more than 2. The criteria as well as basic estimates for more general types of stability are also presented. Even though the paper contributes mainly to the non-ergodic case, there are some improvements in the ergodic one. To illustrate the power of the results, a large number of examples are included.

math.PR

Spectral gap and logarithmic Sobolev constant for continuous spin systems

The aim of this paper is to study the spectral gap and the logarithmic Sobolev constant for continuous spin systems. A simple but general result for estimating the spectral gap of finite dimensional systems is given by Theorem 1.1, in terms of the spectral gap for one-dimensional marginals. The study of the topic provides us a chance, and it is indeed another aim of the paper, to justify the power of the results obtained previously. The exact order in dimension one (Proposition 1.4), and then the precise leading order and the explicit positive regions of the spectral gap and the logarithmic Sobolev constant for two typical infinite-dimensional models are presented (Theorems 6.2 and 6.3). Since we are interested in explicit estimates, the computations become quite involved. A long section (Section 4) is devoted to the study of the spectral gap in dimension one.

math.PR

Ergodic convergence rates of Markov processes--eigenvalues, inequalities and ergodic theory

This paper consists of four parts. In the first part, we explain what eigenvalues we are interested in and show the difficulties of the study on the first (non-trivial) eigenvalue through examples. In the second part, we present some (dual) variational formulas and explicit bounds for the first eigenvalue of Laplacian on Riemannian manifolds or Jacobi matrices (Markov chains). Here, a probabilistic approach--the coupling methods is adopted. In the third part, we introduce recent lower bounds of several basic inequalities; these are based on a generalization of Cheeger's approach which comes from Riemannian geometry. In the last part, a diagram of nine different types of ergodicity and a table of explicit criteria for them are presented. These criteria are motivated by the weighted Hardy inequality which comes from Harmonic analysis.

math.PR

Eigenvalues, inequalities and ergodic theory

This paper surveys the main results obtained during the period 1992-1999 on three aspects mentioned at the title. The first result is a new and general variational formula for the lower bound of spectral gap (i.e., the first non-trivial eigenvalue) of elliptic operators in Euclidean space, Laplacian on Riemannian manifolds or Markov chains (§1). Here, a probabilistic method-coupling method is adopted. The new formula is a dual of the classical variational formula. The last formula is actually equivalent to Poincaré inequality. To which, there are closely related logarithmic Sobolev inequality, Nash inequality, Liggett inequality and so on. These inequalities are treated in a unified way by using Cheeger's method which comes from Riemannian geometry. This consists of §2. The results on these two aspects are mainly completed by the author joint with F. Y. Wang. Furthermore, a diagram of the inequalities and the traditional three types of ergodicity is presented (§3). The diagram extends the ergodic theory of Markov processes. The details of the methods used in the paper will be explained in a subsequent paper under the same title.

math.PR

Cheeger's inequalities for general symmetric forms and existence criteria for spectral gap

In this paper, some new forms of the Cheeger's inequalities are established for general (maybe unbounded) symmetric forms, the resulting estimates improve and extend the ones obtained by Lawler and Sokal (1988) for bounded jump processes. Furthermore, some existence criteria for spectral gap of general symmetric forms or general reversible Markov processes are presented, based on the Cheeger's inequalities and a relationship between the spectral gap and the first Dirichlet and Neumann eigenvalues on local region.

math.PR