English

Sharp growth of the Ornstein-Uhlenbeck operator on Gaussian tail spaces

Classical Analysis and ODEs 2020-11-11 v2 Functional Analysis Probability

Abstract

Let XX be a standard Gaussian random variable. For any p(1,)p \in (1, \infty), we prove the existence of a universal constant Cp>0C_{p}>0 such that the inequality (Eh(X)p)1/pCpd(Eh(X)p)1/p(\mathbb{E} |h'(X)|^{p})^{1/p} \geq C_{p} \sqrt{d} (\mathbb{E} |h(X)|^{p})^{1/p} holds for all d1d\geq 1 and all polynomials h:RCh : \mathbb{R} \to \mathbb{C} whose spectrum is supported on frequencies at least dd, that is, Eh(X)Xk=0\mathbb{E} h(X) X^{k}=0 for all k=0,1,,d1k=0,1, \ldots, d-1. As an application of this optimal estimate, we obtain an affirmative answer to the Gaussian analogue of a question of Mendel and Naor (2014) concerning the growth of the Ornstein-Uhlenbeck operator on tail spaces of the real line. We also show the same bound for the gradient of analytic polynomials in an arbitrary dimension.

Keywords

Cite

@article{arxiv.2011.01359,
  title  = {Sharp growth of the Ornstein-Uhlenbeck operator on Gaussian tail spaces},
  author = {Alexandros Eskenazis and Paata Ivanisvili},
  journal= {arXiv preprint arXiv:2011.01359},
  year   = {2020}
}