Intertwining relations for one-dimensional diffusions and application to functional inequalities
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Abstract: Following the recent work [13] fulfilled in the discrete case, we pro- vide in this paper new intertwining relations for semigroups of one-dimensional diffusions. Various applications of these results are investigated, among them the famous variational formula of the spectral gap derived by Chen and Wang [15] together with a new criterion ensuring that the logarithmic Sobolev inequality holds. We complete this work by revisiting some classical examples, for which new estimates on the optimal constants are derived.
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Cited in
(18)- Improved one-sided deviation inequalities under regularity assumptions for product measures
- Spectral gap for spherically symmetric \(\log\)-concave probability measures, and beyond
- FUNCTIONAL INEQUALITIES, SEMIGROUP PROPERTIES AND SPECTRUM ESTIMATES
- Intertwinings and generalized Brascamp-Lieb inequalities
- A note on eigenvalues estimates for one-dimensional diffusion operators
- Weighted Poincaré inequalities, concentration inequalities and tail bounds related to Stein kernels in dimension one
- A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions
- Self-improvement of the Bakry-Emery criterion for Poincaré inequalities and Wasserstein contraction using variable curvature bounds
- One-dimensional Fokker-Planck equations and functional inequalities for heavy tailed densities
- A Feynman-Kac approach for logarithmic Sobolev inequalities
- Entropy-type inequalities for generalized gamma densities
- On a class of Fokker-Planck equations with subcritical confinement
- Intertwinings, second-order Brascamp-Lieb inequalities and spectral estimates
- First-order covariance inequalities via Stein's method
- A note on one-dimensional Poincaré inequalities by Stein-type integration
- Intertwining relations for diffusions in manifolds and applications to functional inequalities
- Functional inequalities for forward and backward diffusions
- Functional inequalities and the spectral theory for one-dimensional CIR process
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