Lyapunov conditions for Super Poincaré inequalities

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Abstract

We show how to use Lyapunov functions to obtain functional inequalities which are stronger than Poincaré inequality (for instance logarithmic Sobolev or F-Sobolev). The case of Poincaré and weak Poincaré inequalities was studied in [D. Bakry, P. Cattiaux, A. Guillin, Rate of convergence for ergodic continuous Markov processes: Lyapunov versus Poincaré, J. Funct. Anal. 254 (3) (2008) 727–759. Available on Mathematics arXiv:math.PR/0703355, 2007]. This approach allows us to recover and extend in a unified way some known criteria in the euclidean case (Bakry and Emery, Wang, Kusuoka and Stroock, …).

Keywords

Ergodic processes
Lyapunov functions
Poincaré inequalities
Super Poincaré inequalities
Logarithmic Sobolev inequalities

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