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Centered Sobolev inequality and exponential convergence in [formula omitted]-entropy.

Authors :
Cheng, Lingyan
Wu, Liming
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]

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