A unification of the hypercontractivity and its exponential variant of the Ornstein-Uhlenbeck semigroup

arXiv1707.03163MaRDI QIDQ6288853FDOQ6288853

Publication date: 11 July 2017

Abstract: Let

g a m m a_{d}

be the

d

-dimensional standard Gaussian measure and

{Q_{t}}_{t g e 0}

the Ornstein-Uhlenbeck semigroup acting on

L^{1} (g a m m a_{d})

. We show that the hypercontractivity of

{Q_{t}}_{t g e 0}

is equivalent to the property that �egin{align*} left{ int_{mathbb{R}^{d}}exp left(e^{2t}Q_{t}f ight) dgamma_{d} ight} ^{1/e^{2t}} le int_{mathbb{R}^{d}}e^{f},dgamma_{d}, end{align*} which holds for any

f i n L^{1} (g a m m a_{d})

with

e^{f} i n L^{1} (g a m m a_{d})

and for any

t g e 0

. We then derive a family of inequalities that unifies this exponential variant and the original hypercontractivity, a generalization of the Gaussian logarithmic Sobolev inequality is obtained as a corollary. A unification of the reverse hypercontractivity and the exponential variant is also provided.

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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