A Hölder-Young-Lieb inequality for norms of Gaussian Wick products

DOI10.1142/S0219025711004456zbMATH Open1230.44002arXiv1101.2947MaRDI QIDQ3095478FDOQ3095478

Authors: Paolo Da Pelo, A. Lanconelli, A. I. Stan 

Publication date: 2 November 2011

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Abstract: An important connection between the finite dimensional Gaussian Wick product and Lebesgue convolution product will be proven first. Then this connection will be used to prove an important H"older inequality for the norms of Gaussian Wick products, reprove Nelson hypercontractivity inequality, and prove a more general inequality whose marginal cases are the H"older and Nelson inequalities mentioned before. We will show that there is a deep connection between the Gaussian H"older inequality and classic H"older inequality, between the Nelson hypercontractivity and classic Young inequality with the sharp constant, and between the third more general inequality and an extension by Lieb of the Young inequality with the best constant. Since the Gaussian probability measure exists even in the infinite dimensional case, the above three inequalities can be extended, via a classic Fatou's lemma argument, to the infinite dimensional framework.

Full work available at URL: https://arxiv.org/abs/1101.2947

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zbMATH Keywords

Wick productYoung inequalityconvolution productexponential functionssecond quantization operatorLieb inequalityHölder inequality

Mathematics Subject Classification ID

Convolution as an integral transform (44A35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inequalities for sums, series and integrals (26D15) White noise theory (60H40)

Cites Work

• White noise calculus and Fock space
• Inequalities in Fourier analysis
• A sharp analog of Young's inequality on \(S^N\) and related entropy inequalities
• Gaussian kernels have only Gaussian maximizers
• Best constants in Young's inequality, its converse, and its generalization to more than three functions
• Subadditivity of the entropy and its relation to Brascamp-Lieb type inequalities
• Some norm inequalities for Gaussian Wick products
• Best constants in norms of retarded Wick products
• BEST CONSTANTS IN NORMS OF WICK PRODUCTS

Cited In (15)

• Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations
• Contractivity of gamma Wick products
• A note on a local limit theorem for Wiener space valued random variables
• Prohorov-type local limit theorems on abstract Wiener spaces
• Standardizing densities on Gaussian spaces
• A Hölder inequality for norms of Poissonian Wick products
• Some norm inequalities for Gaussian Wick products
• Wick calculus for the square of a Gaussian random variable with application to Young and hypercontractive inequalities
• A characterization of \(q\)-Gaussian random variables in terms of a Wick product identity
• A sharp interpolation between the Hölder and Gaussian Young inequalities
• A new approach to Poincaré-type inequalities on the Wiener space
• Improved Hölder and reverse Hölder inequalities for Gaussian random vectors
• A note on Gamma Wick products
• An inequality for norms of Poisson Wick products
• Hölder-type inequalities for norms of Wick products

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