We prove a new type of Poincaré inequality on abstract Wiener spaces for a family of probability measures that are absolutely continuous with respect to the reference Gaussian measure. This class of probability measures is characterized by the strong positivity (a notion introduced by Nualart and Zakai in [22]) of their Radon–Nikodym densities. In general, measures of this type do not belong to the class of log-concave measures, which are a wide class of measures satisfying the Poincaré inequality (Brascamp and Lieb [2]). Our approach is based on a pointwise identity relating Wick and ordinary products and on the notion of strong positivity which is connected to the non-negativity of Wick powers. Our technique also leads to a partial generalization of the Houdré and Kagan [11] and Houdré and Pérez-Abreu [12] Poincaré-type inequalities.

A new approach to Poincaré-type inequalities on the Wiener space

Lanconelli Alberto
Investigation
2016

Abstract

We prove a new type of Poincaré inequality on abstract Wiener spaces for a family of probability measures that are absolutely continuous with respect to the reference Gaussian measure. This class of probability measures is characterized by the strong positivity (a notion introduced by Nualart and Zakai in [22]) of their Radon–Nikodym densities. In general, measures of this type do not belong to the class of log-concave measures, which are a wide class of measures satisfying the Poincaré inequality (Brascamp and Lieb [2]). Our approach is based on a pointwise identity relating Wick and ordinary products and on the notion of strong positivity which is connected to the non-negativity of Wick powers. Our technique also leads to a partial generalization of the Houdré and Kagan [11] and Houdré and Pérez-Abreu [12] Poincaré-type inequalities.
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/11585/662622
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