对数Sobolev不等式的Feynman-Kac方法

C. Steiner
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引用次数: 4

摘要

本文提出了一种基于Feynman-Kac半群的对数Sobolev不等式的方法。它遵循了Bonnefont和Joulin最近关于扩散算符的缠结关系的工作,扩散算符以前用于谱间隙不等式。特别是,它超越了Bakry-{E}mery准则,并允许研究最优对数Sobolev常数的高维效应。最后通过具体的例子说明了该方法,并给出了后一常数的显式无量纲边界。
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A Feynman-Kac approach for logarithmic Sobolev inequalities
This note presents a method based on Feynman-Kac semigroups for logarithmic Sobolev inequalities. It follows the recent work of Bonnefont and Joulin on intertwining relations for diffusion operators, formerly used for spectral gap inequalities. In particular, it goes beyond the Bakry-{E}mery criterion and allows to investigate high-dimensional effects on the optimal logarithmic Sobolev constant. The method is finally illustrated on particular examples, for which explicit dimension-free bounds on the latter constant are provided.
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