Open Access
September 2019 Weak Poincaré inequalities for convergence rate of degenerate diffusion processes
Martin Grothaus, Feng-Yu Wang
Ann. Probab. 47(5): 2930-2952 (September 2019). DOI: 10.1214/18-AOP1328

Abstract

For a contraction $C_{0}$-semigroup on a separable Hilbert space, the decay rate is estimated by using the weak Poincaré inequalities for the symmetric and antisymmetric part of the generator. As applications, nonexponential convergence rate is characterized for a class of degenerate diffusion processes, so that the study of hypocoercivity is extended. Concrete examples are presented.

Citation

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Martin Grothaus. Feng-Yu Wang. "Weak Poincaré inequalities for convergence rate of degenerate diffusion processes." Ann. Probab. 47 (5) 2930 - 2952, September 2019. https://doi.org/10.1214/18-AOP1328

Information

Received: 1 March 2017; Revised: 1 June 2018; Published: September 2019
First available in Project Euclid: 22 October 2019

zbMATH: 07145307
MathSciNet: MR4021241
Digital Object Identifier: 10.1214/18-AOP1328

Subjects:
Primary: 37A25 , 60H10
Secondary: 47D07

Keywords: convergence rate , Degenerate diffusion semigroup , hypocercivity , Weak Poincaré inequality

Rights: Copyright © 2019 Institute of Mathematical Statistics

Vol.47 • No. 5 • September 2019
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