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
Hauptverfasser: Bentaleb, Abdellatif, Fahlaoui, Saïd, Hafidi, Ali
Format: Artikel
Sprache:eng
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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.
ISSN:0037-1912
1432-2137
DOI:10.1007/s00233-012-9421-3