A link between the log-Sobolev inequality and Lyapunov condition (Q283426)
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English | A link between the log-Sobolev inequality and Lyapunov condition |
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A link between the log-Sobolev inequality and Lyapunov condition (English)
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13 May 2016
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The aim of this paper is to give a direct proof of the log-Sobolev inequality (LSI) for symmetric diffusions under the Lyapunov condition (Ly): if \(E\) denotes a connected complete Riemannian manifold of finite dimension, \(d\) is the geodesic distance, \(\mu(dx)=e^{-V(x)}\, dx\) is a probability measure, with \(V\in\mathcal C^2(E)\), \(L\) is the \(\mu\)-symmetric diffusion operator, and \(\mathcal E\) is the Dirichlet form, then for \(f\in\mathcal D(\mathcal E)\), the following inequality holds \[ \mu(f^2\log f^2)-\mu f^2\log\mu f^2\leq C\mathcal E(f,f),\eqno{(\mathrm{LSI})} \] whenever \(\mathrm {Ric}+\mathrm {Hess}(V)\geq -K\mathrm {Id}\), \(K>0\) and \[ LW\leq(-cd^2(x,x_0)+b)W, \eqno{(\mathrm{Ly})} \] with \(W>0\), \(W^{-1}\) is locally bounded, \(c>0,\) \(b\geq 0\), and some \(x_0\in E\) (this is known as the Lyapunov condition). The author also proves that if (LSI) holds, then there exists \(W>0\) satisfying (Ly). Some preliminary results were proved in [\textit{P. Cattiaux}, \textit{A. Guillin} and \textit{L.-M. Wu}, Probab. Theory Relat. Fields 148, No. 1--2, 285--304 (2010; Zbl 1210.60024)].
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log-Sobolev inequality
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log-concave measure
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heat flow
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symmetric diffusion
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Lyapunov condition
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