Probability and Stochastic Processes Seminar

Probability and Stochastic Processes Seminar

Hugo Panzo


Viterbi Faculty of Electrical Engineering, Technion

Spectral upper bound for the torsion function of symmetric stable processes

    We use H. Vogt's (2019) upper bound on the product of the principal eigenvalue and $L^\infty$ norm of the torsion function for Brownian motion killed upon exiting a domain in $\mathbb{R}^d$ to derive an analogous bound for the symmetric stable processes. In particular, the bound captures the correct order of growth in the dimension $d$, improving upon the existing result of Giorgi and Smits (2010).  

Date: Tue 03 Dec 2019

Start Time: 11:30

End Time: 12:30

861 | Electrical Eng. Building