Intertwining relations for one-dimensional diffusions and application to functional inequalities (Q471040)
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English | Intertwining relations for one-dimensional diffusions and application to functional inequalities |
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Intertwining relations for one-dimensional diffusions and application to functional inequalities (English)
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13 November 2014
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The authors prove several intertwining and sub-intertwining relations involving transition and Feynman-Kac semigroups of one-dimensional diffusions. The paper is a follow-up of a corresponding study for birth-death processes by \textit{D. Chafaï} and \textit{A. Joulin} [Bernoulli 19, No. 5A, 1855--1879 (2013; Zbl 1286.60084)]. Several applications to functional inequalities are given. The variational formula for the spectral gap by \textit{M.-F. Chen} and \textit{F.-Y. Wang} [Trans. Am. Math. Soc. 349, No. 3, 1239--1267 (1997; Zbl 0872.35072)] is recovered. A new criterion for the logarithmic Sobolev inequality to hold is derived, which works even when the Bakry-Émery criterion fails, e.g., in the case of a potential which is not strongly convex on the real line. Finally, new estimates of the optimal constants in these functional inequalities are obtained for some classical examples.
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diffusion process
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intertwining relation
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functional inequalities
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Sturm-Liouville operator
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Schrödinger operator
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Feynman-Kac semigroup
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spectral gap
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logarithmic Sobolev inequality
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