On the constants in the Meyer inequality (Q1849560)
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On the constants in the Meyer inequality (English)
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1 December 2002
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The Meyer inequalities state that for all random variables \(X\) in the Gaussian Sobolev space over a Hilbert space \(H\) of arbitrary dimension, \[ {1\over K_p'} \|{\mathcal N}^{1/2} X\|_p \leq \|\nabla X\|_{L^p (H)} \leq K_p \|{\mathcal N}^{1/2} X\|_p, \] where \({\mathcal N}\) is the Ornstein-Uhlenbeck (or number) operator and \(\nabla\) is the Malliavin derivative. By considering a \(\delta\)-approximating sequence in one dimension, the author proves that \[ K_p \geq {2\over \pi} {1\over p-1} (1+o(1)) \] as \(p\) goes to \(1\). Combining this result with other bounds proved by different authors, he shows that \(K_p\), \(K_p'\) grow, within constant factors, as \((p-1)^{-1}\) (resp. \(p\)) as \(p\) goes to \(1\) (resp. \(+\infty\)).
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Meyer inequality
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constants
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Riesz transform
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