Nash inequality for diffusion processes associated with Dirichlet distributions

DOI10.1007/S11464-019-0807-3MaRDI QIDQ2175483zbMATH OpenOpenAlexWikidataFDO

Authors Yanyan Li

Publication date 29 April 2020

Published in Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1801.09209

zbMATH Keywords

Dirichlet distributiondiffusion processNash inequalitysuper Poincaré inequality

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: For any $Nge2$ and $alpha=(alph{a}_1,cdots,alph{a}_{N+1})in(0,infty{)}^{N+1}$, let $m{u}_{alpha}^{(N)}$ be the Dirichlet distribution with parameter $alpha$ on the set $Delt{a}^{(N)}:=xin[0,1{]}^N:su{m}_{1leileN}{x}_{i}le1.$ The multivariate Dirichlet diffusion is associated with the Dirichlet form ${\displaystyle }${scr E}_alpha^{(N)}(f,f):= sum_{n=1}^N int_{ Delta^{(N)}} �igg(1-sum_{1le ile N}x_i�igg) x_n(partial_n f)^2(x),mu^{(N)}_alpha(d x)${\displaystyle }$ with Domain $scrD({scrE}_{a}lph{a}^{(N)})$ being the closure of $C^1(Delt{a}^{(N)})$. We prove the Nash inequality ${\displaystyle }$mu_alpha^{(N)}(f^2)le C {scr E}_alpha^{(N)}(f,f)^{frac p{p+1} }mu_alpha^{(N)} (|f|)^{frac 2 {p+1}}, fin {scr D}({scr E}_alpha^{(N)}), mu_alpha^{(N)}(f)=0${\displaystyle }$ for some constant $C>0$ and $p=(alph{a}_{N+1}-1{)}^{+}+su{m}_{i=1}^{N}1lor(2alph{a}_i),$ where the constant $p$ is sharp when $ma{x}_{1leileN}alph{a}_{i}le1/2$ and $alph{a}_{N+1}ge1$. This Nash inequality also holds for the corresponding Fleming-Viot process.

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Cited in

(6)

• Spectral gap for measure-valued diffusion processes
• Image-dependent conditional McKean-Vlasov SDEs for measure-valued diffusion processes
• Functional inequalities for weighted gamma distribution on the space of finite measures
• Ornstein-Uhlenbeck type processes on Wasserstein spaces
• Poincaré inequality for Dirichlet distributions and infinite-dimensional generalizations
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