Intertwinings and Generalized Brascamp-Lieb Inequalities

Published 11 Feb 2016 in math.PR | (1602.03836v1)

Abstract: 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.

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