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Related papers: Hypercontractivity for Markov Semigroups

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Let $\gamma_{d}$ be the $d$-dimensional standard Gaussian measure and $\{Q_{t}\}_{t\ge 0}$ the Ornstein-Uhlenbeck semigroup acting on $L^{1}(\gamma_{d})$. We show that the hypercontractivity of $\{Q_{t}\}_{t\ge 0}$ is equivalent to the…

Probability · Mathematics 2018-08-21 Yuu Hariya

If we add a simple rotation term to both the Ornstein-Uhlenbeck semigroup and the definition of the H-derivative, then analogue to the classical Malliavin calculus on the real Wiener space [I. Shigekawa, Stochastic analysis, 2004], we get a…

Probability · Mathematics 2013-11-26 Yong Chen

We prove the equivalence between the simplicial Orlicz cohomology and the Orlicz-de Rham cohomology in the case of Lie groups. Since the first one is a quasi-isometry invariant for uniformly contractible simplicial complexes with bounded…

Metric Geometry · Mathematics 2020-06-18 Emiliano Sequeira

For an increasing sequence $(T_n)$ of one-parameter semigroups of sub Markovian kernel operators over a Polish space, we study the limit semigroup and prove sufficient conditions for it to be strongly Feller. In particular, we show that the…

Functional Analysis · Mathematics 2022-04-06 Christian Budde , Alexander Dobrick , Jochen Glück , Markus Kunze

We extend some classical results of Cowling and Meda to the noncommutative setting. Let $(T_t)_{t>0}$ be a symmetric contraction semigroup on a noncommutative space $L_p(\mathcal{M}),$ and let the functions $\phi$ and $\psi$ be regularly…

Operator Algebras · Mathematics 2016-03-16 Xiao Xiong

In this note we connect the notion of solutions of a martingale problem to the notion of a strongly continuous and locally equi-continuous semigroup on the space of bounded continuous functions equipped with the strict topology. This…

Probability · Mathematics 2020-10-01 Richard C. Kraaij

Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…

Analysis of PDEs · Mathematics 2019-08-08 Adam Bobrowski

For a closed connected manifold N, we construct a family of functions on the Hamiltonian group G of the cotangent bundle T^*N, and a family of functions on the space of smooth functions with compact support on T^*N. These satisfy properties…

Symplectic Geometry · Mathematics 2011-11-02 Alexandra Monzner , Nicolas Vichery , Frol Zapolsky

We prove strong hypercontractivity (SHC) inequalities for logarithmically subharmonic functions on $\RR^n$ and different classes of measures: Gaussian measures on $\RR^n$, symmetric Bernoulli and symmetric uniform probability measures on…

Functional Analysis · Mathematics 2008-10-20 Piotr Graczyk , Todd Kemp , Jean-Jacques Loeb , Tomasz Zak

In this paper we discuss the structure of Orlicz spaces and weak Orlicz spaces on $\mathbb{R}^n$. We obtain some necessary and sufficient conditions for the inclusion property of these spaces. One of the keys is to compute the norm of the…

Functional Analysis · Mathematics 2016-07-13 Al Azhary Masta , Hendra Gunawan , Wono Setya Budhi

It is well known that some important Markov semi-groups have a "regularization effect" -- as for example the hypercontractivity property of the noise operator on the Boolean hypercube or the Ornstein-Uhlenbeck semi-group on the real line,…

Probability · Mathematics 2023-03-07 Nathael Gozlan , Xue-Mei Li , Mokshay Madiman , Cyril Roberto , Paul-Marie Samson

We show that the Ornstein-Uhlenbeck semigroup associated with a general Poisson random measure is hypercontractive, whenever it is restricted to non-increasing mappings on configuration spaces. We deduce from this result some versions of…

Probability · Mathematics 2019-04-18 Ivan Nourdin , Giovanni Peccati , Xiaochuan Yang

We show a symmetric Markov diffusion semigroup satisfies a weighted contractivity condition if and only if a $L^2$-Hardy inequality holds, and we give a Bakry-\'Emery type criterion for the former. We then give some applications.

Functional Analysis · Mathematics 2025-08-12 Yaozhong W. Qiu

For a given orthonormal basis $(f_n)$ on a probability measure space, we want to describe all Markov operators which have the $f_n$ as eigenvectors. We introduce for that what we call the hypergroup property. We study this property in three…

Probability · Mathematics 2009-02-04 Dominique Bakry , Nolwen Huet

By using a coupling method, an explicit log-Harnack inequality with local geometry quantities is established for (sub-Markovian) diffusion semigroups on a Riemannian manifold (possibly with boundary). This inequality as well as the…

Differential Geometry · Mathematics 2012-09-28 Marc Arnaudon , Anton Thalmaier , Feng-Yu Wang

In this article, we discuss ergodicity properties of a diffusion process given through an It\^{o} stochastic differential equation. We identify conditions on the drift and diffusion coefficients which result in sub-geometric ergodicity of…

Probability · Mathematics 2020-06-03 Petra Lazić , Nikola Sandrić

We consider the homogenization of random integral functionals which are possibly unbounded, that is, the domain of the integrand is not the whole space and may depend on the space-variable. In the vectorial case, we develop a complete…

Optimization and Control · Mathematics 2026-04-13 Davide Aruta , Francesca Prinari , Francesco Solombrino

In this paper we find nonasymptotic exponential upper bounds for the deviation in the ergodic theorem for families of homogeneous Markov processes. We find some sufficient conditions for geometric ergodicity uniformly over a parametric…

Probability · Mathematics 2012-05-10 Leonid Galtchouk , Serguei Pergamenchtchikov

This paper develops a novel operator theoretic framework to study the contraction properties of Markov semigroups with respect to a general class of Kantorovich semi-distances, which notably includes Wasserstein distances. The rather simple…

Probability · Mathematics 2026-03-04 Pierre Del Moral , Mathieu Gerber

We investigate properties of Markov quasi-diffusion processes corresponding to elliptic operators $L=a^{ij}D_{ij}+b^{i}D_{i}$, acting on functions on $\mathbb{R}^{d}$, with measurable coefficients, bounded and uniformly elliptic $a$ and…

Probability · Mathematics 2020-04-01 N. V. Krylov