Intertwining relations for diffusions in manifolds and applications to functional inequalities
Baptiste Huguet
Stochastic Processes and their Applications, 2022, vol. 145, issue C, 1-28
Abstract:
We construct a generalisation of Bakry–Émery curvature to prove twisted intertwining relations for Markov semigroups. These relations are applied to Brascamp–Lieb type inequalities and spectral gap results. It extends the method of Arnaudon, Bonnefont and Joulin, to Riemannian manifolds and to a wider class of twists. These results are illustrated with several examples.
Keywords: Semigroup; Intertwining; Manifold; Twist; Brascamp–Lieb inequality; Spectral gap (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:145:y:2022:i:c:p:1-28
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DOI: 10.1016/j.spa.2021.11.004
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