Nash inequality for Diffusion Processes Associated with Dirichlet Distributions
Probability
2018-04-10 v1
Abstract
For any N≥2 and α=(α1,⋯,αN+1)∈(0,∞)N+1, let μα(N) be the Dirichlet distribution with parameter α on the set Δ(N):={x∈[0,1]N: ∑1≤i≤Nxi≤1}. The multivariate Dirichlet diffusion is associated with the Dirichlet form \scrEα(N)(f,f):=n=1∑N∫Δ(N)(1−1≤i≤N∑xi)xn(∂nf)2(x)μα(N)(dx) with Domain \scrD(\scrEα(N)) being the closure of C1(Δ(N)). We prove the Nash inequality μα(N)(f2)≤C\scrEα(N)(f,f)p+1pμα(N)(∣f∣)p+12, f∈\scrD(\scrEα(N)),μα(N)(f)=0 for some constant C>0 and p=(αN+1−1)++∑i=1N1∨(2αi), where the constant p is sharp when max1≤i≤Nαi≤1/2 and αN+1≥1. This Nash inequality also holds for the corresponding Fleming-Viot process.
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