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

DOI10.1142/S0219025711004456MaRDI QIDQ3095478zbMATHFDO

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

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)

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
• A sharp interpolation between the Hölder and Gaussian Young inequalities

Cites work

• A sharp analog of Young's inequality on \(S^N\) and related entropy inequalities
• BEST CONSTANTS IN NORMS OF WICK PRODUCTS
• Best constants in Young's inequality, its converse, and its generalization to more than three functions
• Best constants in norms of retarded Wick products
• 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

(15)

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

This page was built for publication: A Hölder-Young-Lieb inequality for norms of Gaussian Wick products

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3095478)