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 () is equivalent to the exponential convergence of the Markov diffusion semigroup to the invariant measure , in some -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