Sharp growth of the Ornstein-Uhlenbeck operator on Gaussian tail spaces

DOI10.1007/S11856-022-2373-8arXiv2011.01359MaRDI QIDQ6352863FDOQ6352863

Authors: Alexandros Eskenazis, Paata Ivanisvili 

Publication date: 2 November 2020

Abstract: Let $X$ be a standard Gaussian random variable. For any $pin(1,infty)$, we prove the existence of a universal constant $C_p>0$ such that the inequality ${\displaystyle }$(mathbb{E} |h'(X)|^{p})^{1/p} geq C_{p} sqrt{d} (mathbb{E} |h(X)|^{p})^{1/p}${\displaystyle }$ holds for all $dgeq1$ and all polynomials $h:mathbbRomathbbC$ whose spectrum is supported on frequencies at least $d$, that is, $mathbbEh(X)X^k=0$ for all $k=0,1,ldots,d-1$. As an application of this optimal estimate, we obtain an affirmative answer to the Gaussian analogue of a question of Mendel and Naor (2014) concerning the growth of the Ornstein-Uhlenbeck operator on tail spaces of the real line. We also show the same bound for the gradient of analytic polynomials in an arbitrary dimension.

Mathematics Subject Classification ID

Markov semigroups and applications to diffusion processes (47D07) Inequalities; stochastic orderings (60E15) Inequalities in approximation (Bernstein, Jackson, Nikol'ski?-type inequalities) (41A17) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10)

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