Logarithmic Sobolev inequalities and exponential integrability (Q1340847)

Let \((X, B, m)\) be a probability space and \(E\) a Dirichlet form on \(L^2 (X, m)\). The authors associate to \(E\) a bilinear map \(\Gamma: D(E) \times D(E)\to L^1 (X,m)\), by means of which they can define Lipschitz continuous functions. If \(E\) satisfies a logarithmic Sobolev inequality, then the Lipschitz continuous functions are exponentially integrable. An explicit upper bound for the integral is given. The method used is due to \textit{E. B. Davies} and \textit{B. Simon} [J. Funct. Anal. 59, 335-395 (1984; Zbl 0568.47034)]. The result extends \textit{X. Fernique}'s theorem [C. R. Acad. Sci., Paris, Sér. A 270, 1698-1699 (1970; Zbl 0206.19002)].