Harnack and functional inequalities for generalized Mehler semigroups. (Q1410558)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Harnack and functional inequalities for generalized Mehler semigroups.
scientific article

    Statements

    Harnack and functional inequalities for generalized Mehler semigroups. (English)
    0 references
    0 references
    0 references
    14 October 2003
    0 references
    Let \(E\) be a real separable Hilbert space with a Borel \(\sigma\)-field \(L(E)\). Let \(T_t\), \(t\geq 0\), be a \(C_0\)-semigroup of bounded linear operators on \(E\). Let further \(\mu_t\), \(t\geq 0\), be a family of probability measures on \(E\) satisfying \[ \mu_{t+s}= (\mu_t\circ T^{-1}_s)* \mu_s,\quad t,s\geq 0. \] The generalized Mehler semigroup (also called generalized Ornstein--Uhlenbeck semigroup) associated with \(T_t\), \(\mu_t\) is defined by \[ P_tf(x)= \int_E f(T_tx+ y)\mu_t(dy), \text{ forall bounded }f\in L(E),\text{ and all }x\in E, \] (introduced by \textit{V. I. Bogachev, M. Röckner} and \textit{B. Schmuland} [Probab. Theory Relat. Fields 105, 193--225 (1996; Zbl 0849.60066)]). Under certain assumptions, the authors prove here Harnack type inequalities for such semigroups, which in particular imply upper bound estimates for the transition density. Poincaré and log-Sobolev inequalities are also proved in terms of estimates for the square field operators. The results are supported by concrete examples.
    0 references
    0 references
    Harnack inequality
    0 references
    generalized Mehler semigroup
    0 references
    Poincaré inequality
    0 references
    log-Sobolev inequality
    0 references