Page 1

Displaying 1 – 8 of 8

Showing per page

Infinitesimal generators for a class of polynomial processes

Włodzimierz Bryc, Jacek Wesołowski (2015)

Studia Mathematica

We study the infinitesimal generators of evolutions of linear mappings on the space of polynomials, which correspond to a special class of Markov processes with polynomial regressions called quadratic harnesses. We relate the infinitesimal generator to the unique solution of a certain commutation equation, and we use the commutation equation to find an explicit formula for the infinitesimal generator of free quadratic harnesses.

Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry.

Franck Barthe, Patrick Cattiaux, Cyril Roberto (2006)

Revista Matemática Iberoamericana

We introduce and study a notion of Orlicz hypercontractive semigroups. We analyze their relations with general F-Sobolev inequalities, thus extending Gross hypercontractivity theory. We provide criteria for these Sobolev type inequalities and for related properties. In particular, we implement in the context of probability measures the ideas of Maz'ja's capacity theory, and present equivalent forms relating the capacity of sets to their measure. Orlicz hypercontractivity efficiently describes the...

Currently displaying 1 – 8 of 8

Page 1