Sharp growth of the Ornstein-Uhlenbeck operator on Gaussian tail spaces
Classical Analysis and ODEs
2020-11-11 v2 Functional Analysis
Probability
Abstract
Let be a standard Gaussian random variable. For any , we prove the existence of a universal constant such that the inequality holds for all and all polynomials whose spectrum is supported on frequencies at least , that is, for all . 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}
}