A pathwise approach of some classical inequalities (Q1424812): Difference between revisions

Now it is well-known that some classical inequalities (Poincaré, Sobolev, log-Sobolev, Nash, etc.) may be generalized to the situation when the differential operator is replaced by the generator of a Markov semigroup. Usually, the corresponding proofs involve arguments in semigroup theory and functional analysis. The aim of the author is pedagogical, namely, to derive some classical inequalities from the direct study of the underlying stochastic processes. All proofs are based upon a simple argument: entropy projection from the path space onto finite-dimensional coordinate spaces. Some applications are given concerning ergodic behaviour and perturbation.