On a variational formula for the principal eigenvalue for operators with maximum principle.
In this paper a variational formula is obtained for the principal eigenvalue for operators with maximum principle. This variational formula does not require the operators to be self-adjoint. But if they are self-adjoint this formula reduces to the classical Rayleigh-Ritz formula.
Donsker
M D
MD
Courant Institute of Mathematical Sciences, New York University, New York, N.Y. 10012.
Varadhan
S R
SR