Harnack inequality and applications for infinite-dimensional GEM processes

DOI10.1007/S11118-015-9502-5MaRDI QIDQ5962761zbMATH OpenOpenAlexFDO

Authors Shui Feng, Feng-Yu Wang

Publication date 23 February 2016

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.3936

zbMATH Keywords

Harnack inequalityheat kernelGEM distributionGEM diffusion processsuper log-Sobolev inequality

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Abstract: The dimension-free Harnack inequality and uniform heat kernel upper/lower bounds are derived for a class of infinite-dimensional GEM processes, which was introduced in cite{FW} to simulate the two-parameter GEM distributions. In particular, the associated Dirichlet form satisfies the super log-Sobolev inequality which strengthens the log-Sobolev inequality derived in cite{FW}. To prove the main results, explicit Harnack inequality and super Poincar'e inequality are established for the one-dimensional Wright-Fisher diffusion processes. The main tool of the study is the coupling by change of measures.

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Cites work

• scientific article; zbMATH DE number 43057 (Why is no real title available?)
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• Harnack inequalities for stochastic partial differential equations
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Cited in

(6)

• Poincaré inequality for Dirichlet distributions and infinite-dimensional generalizations
• Nash inequality for diffusion processes associated with Dirichlet distributions
• Ornstein-Uhlenbeck type processes on Wasserstein spaces
• A Class of Infinite-Dimensional Diffusion Processes with Connection to Population Genetics
• Spectral gap for measure-valued diffusion processes
• Harnack inequalities in infinite dimensions

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