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

DOI10.1142/S0219025711004456MaRDI QIDQ3095478zbMATH OpenFDO

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)

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

zbMATH Keywords

convolution productexponential functionsHölder inequalityLieb inequalitysecond quantization operatorWick productYoung inequality

Mathematics Subject Classification ID

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

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.

Recommendations

• Some norm inequalities for Gaussian Wick products
• Hölder-type inequalities for norms of Wick products
• A note on Gamma Wick products
• Wick calculus for the square of a Gaussian random variable with application to Young and hypercontractive inequalities
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Cites work

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

Cited in

(17)

• Prohorov-type local limit theorems on abstract Wiener spaces
• Standardizing densities on Gaussian spaces
• Contractivity of gamma Wick products
• Rate of convergence for Wong-Zakai-type approximations of Itô stochastic differential equations
• Improved Hölder and reverse Hölder inequalities for Gaussian random vectors
• A sharp interpolation between the Hölder and Gaussian Young inequalities
• A Hölder inequality for norms of Poissonian Wick products
• An inequality for norms of Poisson Wick products
• A new approach to Poincaré-type inequalities on the Wiener space
• Some norm inequalities for Gaussian Wick products
• A note on Gamma 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 new numerical scheme for Itô stochastic differential equations based on Wick-type Wong-Zakai arguments
• Emergence of quantum theories from classical probability: historical origins, developments, and open problems
• A note on a local limit theorem for Wiener space valued random variables
• Hölder-type inequalities for norms of Wick products

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