Psi-entropy inequalities for the Ornstein-Uhlenbeck semigroup
We study the Ornstein-Uhlenbeck semigroup ( P t ) t ≥0 ={exp( tL )} t ≥0 generated by the operator Lf ( x )=Δ f ( x )− x ⋅∇ f ( x ), on ℝ n equipped with the n -dimensional standard Gaussian measure . By means of a simple method involving essentially a commutation property between the semigroup and...
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Veröffentlicht in: | Semigroup forum 2012-10, Vol.85 (2), p.361-368 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
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Zusammenfassung: | We study the Ornstein-Uhlenbeck semigroup (
P
t
)
t
≥0
={exp(
tL
)}
t
≥0
generated by the operator
Lf
(
x
)=Δ
f
(
x
)−
x
⋅∇
f
(
x
), on ℝ
n
equipped with the
n
-dimensional standard Gaussian measure
. By means of a simple method involving essentially a commutation property between the semigroup and the gradient, we describe a large family of optimal integral inequalities with the logarithmic Sobolev and reverse logarithmic Sobolev inequalities as particular cases. |
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ISSN: | 0037-1912 1432-2137 |
DOI: | 10.1007/s00233-012-9421-3 |