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Let $D\subset R^d$ be a bounded domain and let $\mathcal P(D)$ denote thespace of probability measures on $D$. Consider a Brownian motion in $D$ whichis killed at the boundary and which, while alive, jumps instantaneouslyaccording to a spatially dependent exponential clock with intensity $\gamma V$to a new point, according to a distribution $\mu\in\mathcal P(D)$. From its newposition after the jump, the process repeats the above behavior independentlyof what has transpired previously. The generator of this process is anextension of the operator $-L_{\gamma,\mu}$, defined by L_{\gamma,\mu}u\equiv-\frac12\Delta u+\gamma V C_\mu(u), with the Dirichlet boundary condition,where $C_\mu$ is the "$\mu$-centering" operator defined by C_\mu(u)=u-\int_Dud\mu.  The principal eigenvalue, $\lambda_0(\gamma,\mu)$, of $L_{\gamma,\mu}$governs the exponential rate of decay of the probability of not exiting $D$ forlarge time. We study the asymptotic behavior of $\lambda_0(\gamma,\mu)$ as$\gamma\to\infty$. In particular, if $\mu$ possesses a density in aneighborhood of the boundary, which we call $\mu$, then\lim_{\gamma\to\infty}\gamma^{-\frac12}\lambda_0(\gamma,\mu)=\frac{\int_{\partialD}\frac\mu{\sqrt {V}}d\sigma}{\sqrt2\int_D\frac1{V}d\mu}. If $\mu$ and all itsderivatives up to order $k-1$ vanish on the boundary, but the $k$-th derivativedoes not vanish identically on the boundary, then $\lambda_0(\gamma,\mu)$behaves asymptotically like $c_k\gamma^{\frac{1-k}2}$, for an explicit constant$c_k$.

Asymptotic Behavior of the Principal Eigenvalue for a Class of Non-Local  Elliptic Operators Related to Brownian Motion with Spatially Dependent Random  Jumps