Intertwinings and Generalized Brascamp-Lieb Inequalities
Probability
2016-02-12 v1
Abstract
We continue our investigation of the intertwining relations for Markov semigroups and extend the results of [9] to multi-dimensional diffusions. In particular these formulae entail new functional inequalities of Brascamp-Lieb type for log-concave distributions and beyond. Our results are illustrated by some classical and less classical examples.
Keywords
Cite
@article{arxiv.1602.03836,
title = {Intertwinings and Generalized Brascamp-Lieb Inequalities},
author = {Marc Arnaudon and Michel Bonnefont and Aldéric Joulin},
journal= {arXiv preprint arXiv:1602.03836},
year = {2016}
}