Intertwining relations for one-dimensional diffusions and application to functional inequalities

DOI10.1007/S11118-014-9408-7zbMATH Open1311.60086arXiv1304.3595OpenAlexW1973880369MaRDI QIDQ471040FDOQ471040

Authors: Michel Bonnefont, Aldéric Joulin Edit this on Wikidata

Publication date: 13 November 2014

Published in: Potential Analysis (Search for Journal in Brave)

Abstract: Following the recent work [13] fulfilled in the discrete case, we pro- vide in this paper new intertwining relations for semigroups of one-dimensional diffusions. Various applications of these results are investigated, among them the famous variational formula of the spectral gap derived by Chen and Wang [15] together with a new criterion ensuring that the logarithmic Sobolev inequality holds. We complete this work by revisiting some classical examples, for which new estimates on the optimal constants are derived.

Full work available at URL: https://arxiv.org/abs/1304.3595

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zbMATH Keywords

[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Schr%EF%BF%BD%EF%BF%BDdinger+operator&go=Go Schr��dinger operator]diffusion processspectral gapintertwining relationlogarithmic Sobolev inequalitySturm-Liouville operatorFeynman-Kac semigroupfunctional inequalities

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Schrödinger and Feynman-Kac semigroups (47D08)

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Cited In (18)

• Improved one-sided deviation inequalities under regularity assumptions for product measures
• Spectral gap for spherically symmetric \(\log\)-concave probability measures, and beyond
• FUNCTIONAL INEQUALITIES, SEMIGROUP PROPERTIES AND SPECTRUM ESTIMATES
• Intertwinings and generalized Brascamp-Lieb inequalities
• Weighted Poincaré inequalities, concentration inequalities and tail bounds related to Stein kernels in dimension one
• A note on eigenvalues estimates for one-dimensional diffusion operators
• A note on spectral gap and weighted Poincaré inequalities for some one-dimensional diffusions
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• A Feynman-Kac approach for logarithmic Sobolev inequalities
• Entropy-type inequalities for generalized gamma densities
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• Intertwinings, second-order Brascamp-Lieb inequalities and spectral estimates
• First-order covariance inequalities via Stein's method
• A note on one-dimensional Poincaré inequalities by Stein-type integration
• Intertwining relations for diffusions in manifolds and applications to functional inequalities
• Functional inequalities for forward and backward diffusions
• Functional inequalities and the spectral theory for one-dimensional CIR process

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