相关论文: Hypercontractivity for perturbed diffusion semigro…

Let $\mu$ and $\nu$ be two probability measures on $\R^d$, where $\mu(\d x)= \e^{-V(x)}\d x$ for some $V\in C^1(\R^d)$. Explicit sufficient conditions on $V$ and $\nu$ are presented such that $\mu*\nu$ satisfies the log-Sobolev, Poincar\'e…

An explicit sufficient condition on the hypercontractivity is derived for the Markov semigroup associated to a class of functional stochastic differential equations. Consequently, the semigroup $P_t$ converges exponentially to its unique…

We find sufficient conditions for a probability measure $\mu$ to satisfy an inequality of the type $$ \int_{\R^d} f^2 F\Bigl(\frac{f^2}{\int_{\R^d} f^2 d \mu} \Bigr) d \mu \le C \int_{\R^d} f^2 c^{*}\Bigl(\frac{|\nabla f|}{|f|} \Bigr) d \mu…

Explicit sufficient conditions on the hypercontractivity are presented for two classes of functional stochastic partial differential equations driven by, respectively, non-degenerate and degenerate Gaussian noises. Consequently, these…

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…

We consider two methods to establish log-Sobolev inequalities for the invariant measure of a diffusion process when its density is not explicit and the curvature is not positive everywhere. In the first approach, based on the Holley-Stroock…

On a stratified Lie group $G$ equipped with hypoelliptic heat kernel measure, we study the behavior of the dilation semigroup on $L^p$ spaces of log-subharmonic functions. We consider a notion of strong hypercontractivity and a strong…

The hypercontractivity is proved for the Markov semigroup associated to a class of finite/infinite dimensional stochastic Hamiltonian systems. Consequently, the Markov semigroup is exponentially convergent to the invariant probability…

In this short paper we find that the Sobolev inequality $$\frac 1{p-2}\left[\left(\int f^{p} d\mu\right)^{2/p} - \int f^2 d\mu\right] \le C \int |\nabla f|^2 d\mu$$ ($p\ge 0$) is equivalent to the exponential convergence of the Markov…

The Sobolev regularity of invariant measures for diffusion processes is proved on non-smooth metric measure spaces with synthetic lower Ricci curvature bounds. As an application, the symmetrizability of semigroups is characterized, and the…

We investigate in a systematic way hypercontractivity property in Orlicz spaces for Markov semi-groups related to homogeneous and non homogeneous diffusions in $\mathbb{R}^{n}$. We provide an explicit construction of a family of Orlicz…

We derive an asymptotic log-Harnack inequality for nonlinear monotone SPDE driven by possibly degenerate multiplicative noise. Our main tool is the asymptotic coupling by the change of measure. As an application, we show that, under certain…

We give a sufficient and necessary condition for a probability measure $\mu$ on the real line to satisfy the logarithmic Sobolev inequality for convex functions. The condition is expressed in terms of the unique left-continuous and…

We prove an intrinsic equivalence between strong hypercontractivity and a strong logarithmic Sobolev inequality for the cone of logarithmically subharmonic functions. We introduce a new large class of measures, Euclidean regular and…

It is well-known that measures whose density is the form $e^{-V}$ where $V$ is a uniformly convex potential on $\RR^n$ attain strong concentration properties. In search of a notion of log-concavity on the discrete hypercube, we consider…

We establish that, for a Markov semi-group, $L^2$ hypocoercivity, i.e. contractivity for a modified $L^2$ norm, implies quantitative deviation bounds for additive functionals of the associated Markov process and exponential integrability of…

We prove that if a Borel probability measure (\mu) on (\T) is invariant under the action of a "large" multiplicative semigroup (lower logarithmic density is positive) and the action of the whole semigroup is ergodic then (\mu) is either…

This paper is a follow up to an article by two of the authors dedicated to the study of Poincar\'e and logarithmic Sobolev inequalities for measures of the form $d\mu = e^{-U} d\nu$ where $e^{-U}$ is seen as a perturbation of $d\nu$.…

In this paper we deal with an invariant ergodic hyperbolic measure $\mu$ for a diffeomorphism $f,$ assuming that $f$ it is either $C^{1+\alpha}$ or $f$ is $C^1$ and the Oseledec splitting of $\mu$ is dominated. We show that this system…

For a Markov semigroup $P_t$ with invariant probability measure $\mu$, a constant $\ll>0$ is called a lower bound of the ultra-exponential convergence rate of $P_t$ to $\mu$, if there exists a constant $C\in (0,\infty)$ such that $$…