Gaussian integrability of distance function under the Lyapunov condition

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Gaussian integrability of distance function under the Lyapunov condition

In this note we give a direct proof of the Gaussian integrability of distance function as μe (x,x0) <∞ for some δ > 0 provided the Lyapunov condition holds for symmetric diffusion operators, which answers a question in Cattiaux-Guillin-Wu [6, Page 295]. The similar argument still works for diffusions processes with unbounded diffusion coefficients and for jump processes such as birth-death chai...

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ژورنال

عنوان ژورنال: Electronic Communications in Probability

سال: 2015

ISSN: 1083-589X

DOI: 10.1214/ecp.v20-3838