Geodesic
Poincaré inequality and exponential integrability of the hitting times of a Markov process
Teoriâ slučajnyh processov, Tome 17 (2011) no. 2, pp. 71-80 Cet article a éte moissonné depuis la source Math-Net.Ru

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Extending the approach of the paper [Mathieu, P. (1997) Hitting times and spectral gap inequalities, Ann. Inst. Henri Poincaré 33, 4, 437 – 465], we prove that the Poincaré inequality for a (possibly non-symmetric) Markov process yields the exponential integrability of the hitting times of this process. For symmetric elliptic diffusions, this provides a criterion for the Poincaré inequality in the terms of hitting times.
Keywords: Markov process, exponential $\phi$-coupling, hitting time.
Mots-clés : Poincaré inequality 
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Alexey M. Kulik. Poincaré inequality and exponential integrability of the hitting times of a Markov process. Teoriâ slučajnyh processov, Tome 17 (2011) no. 2, pp. 71-80. http://geodesic.mathdoc.fr/item/THSP_2011_17_2_a5/

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