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An extension of the Beckner's type Poincar\'e inequality to convolution measures on abstract Wiener spaces
- Publication Year :
- 2014
-
Abstract
- We generalize the Beckner's type Poincar\'e inequality \cite{Beckner} to a large class of probability measures on an abstract Wiener space of the form $\mu\star\nu$, where $\mu$ is the reference Gaussian measure and $\nu$ is a probability measure satisfying a certain integrability condition. As the Beckner inequality interpolates between the Poincar\'e and logarithmic Sobolev inequalities, we utilize a family of products for functions which interpolates between the usual point-wise multiplication and the Wick product. Our approach is based on the positivity of a quadratic form involving Wick powers and integration with respect to those convolution measures. Our dimension-independent results are compared with some very recent findings in the literature. In addition, we prove that in the finite dimensional case the class of densities of convolutions measures satisfies a point-wise covariance inequality.<br />Comment: 18 pages. arXiv admin note: text overlap with arXiv:1409.3447
- Subjects :
- Mathematics - Probability
60H07, 60H30
Subjects
Details
- Database :
- arXiv
- Publication Type :
- Report
- Accession number :
- edsarx.1409.5861
- Document Type :
- Working Paper