Intertwinings and generalized Brascamp–Lieb inequalities
Marc Arnaudon
Université de Bordeaux I, Talence, FranceMichel Bonnefont
Université de Bordeaux I, Talence, FranceAldéric Joulin
Université de Toulouse, France
Abstract
We continue our investigation of the intertwining relations for Markov semigroups and extend our previous results to multi-dimensional diffusions. In particular these formulae entail new functional inequalities of Brascamp–Lieb type for log-concave distributions and beyond. Our results are illustrated by some classical and less classical examples.
Cite this article
Marc Arnaudon, Michel Bonnefont, Aldéric Joulin, Intertwinings and generalized Brascamp–Lieb inequalities. Rev. Mat. Iberoam. 34 (2018), no. 3, pp. 1021–1054
DOI 10.4171/RMI/1014