Orlicz-Sobolev inequalities for sub-Gaussian measures and ergodicity of Markov semi-groups
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Abstract: We study coercive inequalities in Orlicz spaces associated to the probability measures on finite and infinite dimensional spaces which tails decay slower than the Gaussian ones. We provide necessary and sufficient criteria for such inequalities to hold and discuss relations between various classes of inequalities.
The Orlicz-Sobolev inequality (Sobolev inequality in the Orlicz norm) to the probability measure on finite- or infinite-dimensional space, as the generalization of Poincaré inequality and logarithmic Sobolev inequality, is studied. Both of Poincaré inequality and logarithmic Sobolev inequality can be considered as special cases in specified Orlicz functions for the norm. Necessary and sufficient criteria are given for Orlicz-Sobolev inequality to hold. The decay to equilibrium in Orlicz norm for the Markov semigroup given by Dirichlet forms is then discussed.
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