English

Centered Sobolev inequality and exponential convergence in $\Phi$-entropy

Probability 2017-03-03 v1

Abstract

In this short paper we find that the Sobolev inequality 1p2[(fpdμ)2/pf2dμ]Cf2dμ\frac 1{p-2}\left[\left(\int f^{p} d\mu\right)^{2/p} - \int f^2 d\mu\right] \le C \int |\nabla f|^2 d\mu (p0p\ge 0) is equivalent to the exponential convergence of the Markov diffusion semigroup (Pt)(P_t) to the invariant measure μ\mu, in some Φ\Phi-entropy. We provide the estimate of the exponential convergence in total variation and a bounded perturbation result under the Sobolev inequality. Finally in the one-dimensional case we get some two-sided estimates of the Sobolev constant by means of the generalized Hardy inequality.

Keywords

Cite

@article{arxiv.1703.00491,
  title  = {Centered Sobolev inequality and exponential convergence in $\Phi$-entropy},
  author = {Lingyan Cheng and Liming Wu},
  journal= {arXiv preprint arXiv:1703.00491},
  year   = {2017}
}

Comments

14 pages

R2 v1 2026-06-22T18:32:48.050Z