Sharp exponential inequalities for the Ornstein-Uhlenbeck operator

DOI10.1016/J.JFA.2021.109217MaRDI QIDQ2235848zbMATH OpenOpenAlexFDO

Authors Andrea Cianchi, Vít Musil, Luboš Pick

Publication date 22 October 2021

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2010.03679

zbMATH Keywords

extremal functionsGauss spaceOrnstein-Uhlenbeck operatorsharp exponential constants

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35)

Abstract: The optimal constants in a class of exponential type inequalities for the Ornstein-Uhlenbeck operator in the Gauss space are detected. The existence of extremal functions in the relevant inequalities is also established. Our results disclose analogies and dissimilarities in comparison with Adams' inequality for the Laplace operator, a companion of our inequalities in the Euclidean space.

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Cited in

(7)

• Sharp frequency bounds for eigenfunctions of the Ornstein-Uhlenbeck operator
• Sharp exponential inequalities for the Ornstein-Uhlenbeck operator
• Sharp growth of the Ornstein-Uhlenbeck operator on Gaussian tail spaces
• Optimal Sobolev embeddings for the Ornstein-Uhlenbeck operator
• Optimal log-Sobolev inequality for general Ornstein-Uhlenbeck processes
• On a critical role of Ornstein-Uhlenbeck operators in the Poincaré inequality.
• Exponentially weighted resolvent estimates for complex Ornstein-Uhlenbeck systems

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