Integrated Harnack inequalities on Lie groups

Abstract

We show that the logarithmic derivatives of the convolution heat kernels on a uni-modular Lie group are exponentially integrable. This result is then used to prove an “integrated” Harnack inequality for these heat kernels. It is shown that this integrated Harnack inequality is equivalent to a version of Wang’s Harnack inequality. (A key feature of all of these inequalities is that they are dimension independent.) Finally, we show these inequalities imply quasi-invariance properties of heat kernel measures for two classes of infinite dimensional “Lie” groups.