Open Access
October 1997 Asymptotics for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential
Wendell H. Fleming, Shuenn-Jyi Sheu
Ann. Probab. 25(4): 1953-1994 (October 1997). DOI: 10.1214/aop/1023481117
Abstract

The asymptotic behaviors of the principal eigenvalue and the corresponding normalized eigenfunction of the operator $G^\varepsilon f = (\varepsilon/2)\triangle f + g \triangledown f +(l/\varepsilon)f$ for small $\varepsilon$ are studied. Under some conditions, the first order expansions for them are obtained. Two applications to risk-sensitive control problems are also mentioned.

Copyright © 1997 Institute of Mathematical Statistics
Wendell H. Fleming and Shuenn-Jyi Sheu "Asymptotics for the principal eigenvalue and eigenfunction of a nearly first-order operator with large potential," The Annals of Probability 25(4), 1953-1994, (October 1997). https://doi.org/10.1214/aop/1023481117
Published: October 1997
Vol.25 • No. 4 • October 1997
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