Hypoelliptic functional inequalities

In this paper we derive a variety of functional inequalities for general homogeneous invariant hypoelliptic differential operators on nilpotent Lie groups. The obtained inequalities include Hardy, Rellich, Hardy-Littllewood-Sobolev, Galiardo-Nirenberg, Caffarelli-Kohn-Nirenberg and Trudinger-Moser inequalities. Some of these estimates have been known in the case of the sub-Laplacians, however, for more general hypoelliptic operators almost all of them appear to be new as no approaches for obtaining such estimates have been available. Moreover, we obtain several versions of local and global weighted Trudinger-Moser inequalities with remainder terms, critical Hardy and weighted Gagliardo-Nirenberg inequalities, which appear to be new also in the case of the sub-Laplacian. Curiously, we also show the equivalence of many of these critical inequalities as well as asymptotic relations between their best constants. The approach developed in this paper relies on establishing integral versions of Hardy inequalities on homogeneous groups, for which we also find necessary and sufficient conditions for the weights for such inequalities to be true. Consequently, we link such integral Hardy inequalities to different hypoelliptic inequalities by using the Riesz and Bessel kernels associated to the described hypoelliptic operators.Comment: 58 page

Testing functional inequalities

This paper develops tests for inequality constraints of nonparametric regression functions. The test statistics involve a one-sided version of L p-type functionals of kernel estimators. Drawing on the approach of Poissonization, this paper establishes that the tests are asymptotically distribution free, admitting asymptotic normal approximation. Furthermore, the tests have nontrivial local power against a certain class of local alternatives converging to the null at the rate of n -1/2 . Some results from Monte Carlo simulations are presented.

Non-commutative Nash inequalities

A set of functional inequalities - called Nash inequalities - are introduced and analyzed in the context of quantum Markov process mixing. The basic theory of Nash inequalities is extended to the setting of non-commutative Lp spaces, where their relationship to Poincare and log-Sobolev inequalities are fleshed out. We prove Nash inequalities for a number of unital reversible semigroups

Poincar\'e inequality for non euclidean metrics and transportation cost inequalities on Rd\mathbb{R}^d

In this paper, we consider Poincar\'e inequalities for non euclidean metrics on $\mathbb{R}^d$. These inequalities enable us to derive precise dimension free concentration inequalities for product measures. This technique is appropriate for a large scope of concentration rate: between exponential and gaussian and beyond. We give different equivalent functional forms of these Poincar\'e type inequalities in terms of transportation-cost inequalities and infimum convolution inequalities. Workable sufficient conditions are given and a comparison is made with generalized Beckner-Latala-Oleszkiewicz inequalities

Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions

We study some functional inequalities satisfied by the distribution of the solution of a stochastic differential equation driven by fractional Brownian motions. Such functional inequalities are obtained through new integration by parts formulas on the path space of a fractional Brownian motion.Comment: The paper is dedicated to Pr. David Nualart 60th's birthda

A Minimal Set of Shannon-type Inequalities for Functional Dependence Structures

The minimal set of Shannon-type inequalities (referred to as elemental inequalities), plays a central role in determining whether a given inequality is Shannon-type. Often, there arises a situation where one needs to check whether a given inequality is a constrained Shannon-type inequality. Another important application of elemental inequalities is to formulate and compute the Shannon outer bound for multi-source multi-sink network coding capacity. Under this formulation, it is the region of feasible source rates subject to the elemental inequalities and network coding constraints that is of interest. Hence it is of fundamental interest to identify the redundancies induced amongst elemental inequalities when given a set of functional dependence constraints. In this paper, we characterize a minimal set of Shannon-type inequalities when functional dependence constraints are present.Comment: 5 pagers, accepted ISIT201