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Weak Poincaré inequalities for convergence rate of degenerate diffusion processes

Martin Grothaus, Feng-yu Wang Orcid Logo

The Annals of Probability, Volume: 47, Issue: 5, Pages: 2930 - 2952

Swansea University Author: Feng-yu Wang Orcid Logo

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DOI (Published version): 10.1214/18-aop1328

Abstract

For a contraction C0-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,...

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Published in: The Annals of Probability
ISSN: 0091-1798
Published: Institute of Mathematical Statistics 2019
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URI: https://cronfa.swan.ac.uk/Record/cronfa46123
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Abstract: For a contraction C0-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.
Keywords: Convergence rate , Degenerate diffusion semigroup , hypocercivity , Weak Poincaré inequality
College: Faculty of Science and Engineering
Issue: 5
Start Page: 2930
End Page: 2952