133,224 research outputs found

    Gaussian integrability of distance function under the Lyapunov condition

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    In this note we give a direct proof of the Gaussian integrability of distance function as μeδd2(x,x0)0\mu e^{\delta d^2(x,x_0)} 0 provided the Lyapunov condition holds for symmetric diffusion Markov operators, which answers a question proposed in Cattiaux-Guillin-Wu [6, Page 295]. The similar argument still works for diffusions processes with unbounded diffusion coefficients and for jump processes such as birth-death chains. An analogous discussion is also made under the Gozlan's condition arising from [9, Proposition 3.5].Comment: 11 pages, published, ECP. Some extensions to unbounded diffusions and jump processes have been added, and two referees' suggestions incorporate

    A link between the log-Sobolev inequality and Lyapunov condition

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    We give an alternative look at the log-Sobolev inequality (LSI in short) for log-concave measures by semigroup tools. The similar idea yields a heat flow proof of LSI under some quadratic Lyapunov condition for symmetric diffusions on Riemannian manifolds provided the Bakry-Emery's curvature is bounded from below. Let's mention that, the general Ï•\phi-Lyapunov conditions were introduced by Cattiaux-Guillin-Wang-Wu [8] to study functional inequalities, and the above result on LSI was first proved subject to Ï•(â‹…)=d2(â‹…,x0)\phi(\cdot)=d^2(\cdot, x_0) by Cattiaux-Guillin-Wu [9] through a combination of detective L2L^2 transportation-information inequality W2I\mathrm{W_2I} and the HWI inequality of Otto-Villani. Next, we assert a converse implication that the Lyapunov condition can be derived from LSI, which means their equivalence in the above setting.Comment: 8 pages, modified according to the referee's review, more minor corrections in version
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