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Centered Sobolev inequality and exponential convergence in [formula omitted]-entropy.
- Source :
-
Statistics & Probability Letters . May2019, Vol. 148, p101-111. 11p. - Publication Year :
- 2019
-
Abstract
- Abstract In this short paper we find that the Sobolev inequality 1 p − 2 ∫ f p d μ 2 p − ∫ f 2 d μ ≤ C ∫ | ∇ f | 2 d μ (p ≥ 0) is equivalent to the exponential convergence of the Markov diffusion semigroup (P t) to the invariant measure μ , in some Φ -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. [ABSTRACT FROM AUTHOR]
- Subjects :
- *SOBOLEV spaces
*FUNCTION spaces
*STATISTICS
*ECONOMICS
*MATHEMATICS
Subjects
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 148
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 134636630
- Full Text :
- https://doi.org/10.1016/j.spl.2019.01.002