On the Poisson equation for nonreversible Markov jump processes

Abstract

We study the solution $V$ of the Poisson equation $LV + f=0$ where $L$ is the backward generator of an irreducible (finite) Markov jump process and $f$ is a given centered state function. Bounds on $V$ are obtained using a graphical representation derived from the Matrix Forest Theorem and using a relation with mean first-passage times. Applications include estimating time-accumulated differences during relaxation toward a steady nonequilibrium regime.