Integral inequalities related to the Tchebychev semigroup
This paper studies the semigroup \((P_t)_{t\geq 0}\) generated by the operator \[ {\mathcal L}:=(1-x^2){\frac{d^2}{dx^2}}-x{\frac{d}{dx}} \] acting on the space \({\mathbb L}^2([-1,+1], \sigma)\) with respect to the probability measure \(\sigma(dx):={\frac{1}{\pi\sqrt{1-x^2}}}dx\). The inner product of two functions \(f\) and \(g\) in the space \({\mathbb L}^2([-1,+1], \sigma)\) is designated by \(\langle f,g\rangle\). If \(f\) is a function defined on \(I\), integrable with respect to the measure \(\sigma\), the notation \(\langle f\rangle\) means the integral of \(f\). The authors establish some inequalities (a Sobolev inequality, an Onofri inequality and a logarithmic Sobolev inequality) by means of an elementary method involving essentially a commutation property between the semigroup and the derivation. They prove that, for all \(p\geq 1, \; p\neq 2\) and for every function \(f\) in the Dirichlet domain \({\mathbb D}_2({\mathcal L})\), \(\|f\|_p\) is finite and \[ {\frac{\|f\|_p^2-\|f\|_2^2}{p-2}}\leq \left\langle -{\mathcal L}f,f \right\rangle. \] They also prove that every function \(f\) in the Dirichlet domain \({\mathbb D}_2({\mathcal L})\) is exponentially integrable, and the following two inequalities are true: \[ \log\langle e^f \rangle - \left\langle f\right\rangle \leq {\frac{1}{2}}\left\langle -{\mathcal L}f,f \right\rangle \] \[ \langle f^2\log f^2 \rangle - \langle f^2\rangle \log \langle f^2\rangle \leq 2\left\langle -{\mathcal L}f,f \right\rangle. \]
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