Intertwinings and Generalized Brascamp-Lieb Inequalities
classification
🧮 math.PR
keywords
brascamp-liebclassicalinequalitiesresultsbeyondcontinuediffusionsdistributions
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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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