English

Nash inequality for Diffusion Processes Associated with Dirichlet Distributions

Probability 2018-04-10 v1

Abstract

For any N2N\ge 2 and α=(α1,,αN+1)(0,)N+1\alpha=(\alpha_1,\cdots, \alpha_{N+1})\in (0,\infty)^{N+1}, let μα(N)\mu^{(N)}_{\alpha} be the Dirichlet distribution with parameter α\alpha on the set Δ(N):={x[0,1]N: 1iNxi1}.\Delta^{ (N)}:= \{ x \in [0,1]^N:\ \sum_{1\le i\le N}x_i \le 1 \}. The multivariate Dirichlet diffusion is associated with the Dirichlet form \scrEα(N)(f,f):=n=1NΔ(N)(11iNxi)xn(nf)2(x)μα(N)(dx){\scr E}_\alpha^{(N)}(f,f):= \sum_{n=1}^N \int_{ \Delta^{(N)}} \bigg(1-\sum_{1\le i\le N}x_i\bigg) x_n(\partial_n f)^2(x)\,\mu^{(N)}_\alpha(d x) with Domain \scrD(\scrEα(N)){\scr D}({\scr E}_\alpha^{(N)}) being the closure of C1(Δ(N))C^1(\Delta^{(N)}). We prove the Nash inequality μα(N)(f2)C\scrEα(N)(f,f)pp+1μα(N)(f)2p+1,  f\scrD(\scrEα(N)),μα(N)(f)=0\mu_\alpha^{(N)}(f^2)\le C {\scr E}_\alpha^{(N)}(f,f)^{\frac p{p+1} }\mu_\alpha^{(N)} (|f|)^{\frac 2 {p+1}},\ \ f\in {\scr D}({\scr E}_\alpha^{(N)}), \mu_\alpha^{(N)}(f)=0 for some constant C>0C>0 and p=(αN+11)++i=1N1(2αi),p= (\alpha_{N+1}-1)^+ +\sum_{i=1}^N 1\lor (2\alpha_i), where the constant pp is sharp when max1iNαi1/2\max_{1\le i\le N} \alpha_i \le 1/2 and αN+11\alpha_{N+1}\ge 1. This Nash inequality also holds for the corresponding Fleming-Viot process.

Keywords

Cite

@article{arxiv.1801.09209,
  title  = {Nash inequality for Diffusion Processes Associated with Dirichlet Distributions},
  author = {Feng-Yu Wang and Weiwei Zhang},
  journal= {arXiv preprint arXiv:1801.09209},
  year   = {2018}
}

Comments

20 pages

R2 v1 2026-06-22T23:59:43.231Z