Weak Poincare inequalities and L-2-convergence rates of Markov semigroups

Citation
M. Rockner et Fy. Wang, Weak Poincare inequalities and L-2-convergence rates of Markov semigroups, J FUNCT ANA, 185(2), 2001, pp. 564-603
Citations number
31
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF FUNCTIONAL ANALYSIS
ISSN journal
00221236 → ACNP
Volume
185
Issue
2
Year of publication
2001
Pages
564 - 603
Database
ISI
SICI code
0022-1236(20011001)185:2<564:WPIALR>2.0.ZU;2-0
Abstract
In order to describe L-2-convergence rates slower than exponential. the wea k Poincare inequality is introduced. It is shown that the convergence rate of a Markov semigroup and the corresponding weak Poincare inequality can be determined by each other. Conditions for the weak Poincare inequality to h old are presented, which are easy to check and which hold in many applicati ons. The weak Poincare inequality is also studied by using isoperimetric in equalities for diffusion and jump processes. Some typical examples are give n to illustrate the general results. In particular, our results are applied to the stochastic quantization of field theory in finite Volume. Moreover, a sharp criterion of weak Poincare inequalities is presented for Poisson m easures on configuration spaces. (C) 2001 Academic Press.