Intertwining relations for one-dimensional diffusions and application to functional inequalities
Probability
2014-07-18 v1
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.
Cite
@article{arxiv.1304.3595,
title = {Intertwining relations for one-dimensional diffusions and application to functional inequalities},
author = {Michel Bonnefont and Aldéric Joulin},
journal= {arXiv preprint arXiv:1304.3595},
year = {2014}
}