Logarithmic Sobolev inequality for diffusion semigroups

zbMATH Open1338.46047arXiv1009.3421MaRDI QIDQ3464631FDOQ3464631

Authors: Ivan Gentil 

Publication date: 27 January 2016

Abstract: Through the main example of the Ornstein-Uhlenbeck semigroup, the Bakry-Emery criterion is presented as a main tool to get functional inequalities as Poincar'e or logarithmic Sobolev inequalities. Moreover an alternative method using the optimal mass transportation, is also given to obtain the logarithmic Sobolev inequality.

Full work available at URL: https://arxiv.org/abs/1009.3421

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zbMATH Keywords

Bakry-Emery criterionlogarithmic Sobolev inequalityOrnstein-Uhlenbeck semigroupPoincaré inequality

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35)

Cited In (17)

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• Logarithmic Sobolev-type inequalities on Lie groups
• Logarithmic Sobolev inequalities for fractional diffusion
• Logarithmic Sobolev inequalities for inhomogeneous Markov semigroups
• Psi-entropy inequalities for the Ornstein-Uhlenbeck semigroup
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• The logarithmic Sobolev inequality for the Wasserstein diffusion
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• Logarithmic Sobolev inequalities for Dunkl operators with applications to functional inequalities for singular Boltzmann-Gibbs measures
• Erratum: ``Logarithmic Sobolev inequalities of diffusions for the \(L^{2}\) metric

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