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Weak Poincaré Inequalities, Decay of Markov Semigroups and Concentration of Measures

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Abstract

For a reasonable class of weak Poincaré inequalities, the decay of the corresponding Markov semigroups obtained earlier by Röckner and the first named author is improved by removing an extra L 2–norm. Next, a concentration estimate of the reference measure is presented for the weak Poincaré inequality, which is sharp as illustrated by some examples of one–dimensional diffusion processes.

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Correspondence to Feng Yu Wang.

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Research supported in part by NNSFC (10121101, 10025105), TRAPOYT and the 973-Project

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Wang, F.Y., Zhang, Q.Z. Weak Poincaré Inequalities, Decay of Markov Semigroups and Concentration of Measures. Acta Math Sinica 21, 937–942 (2005). https://doi.org/10.1007/s10114-004-0435-y

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  • DOI: https://doi.org/10.1007/s10114-004-0435-y

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