Intertwinings and Generalized Brascamp-Lieb Inequalities

Research paper by Marc Arnaudon, Michel Bonnefont, Aldéric Joulin

Indexed on: 11 Feb '16Published on: 11 Feb '16Published in: Mathematics - Probability


We continue our investigation of the intertwining relations for Markov semigroups and extend the results of [9] 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.