Search results for "Gaussian measure"

Covering and differentiation

1995

Interpolation and approximation in L2(γ)

2007

Assume a standard Brownian motion W=(W"t)"t"@?"["0","1"], a Borel function f:R->R such that f(W"1)@?L"2, and the standard Gaussian measure @c on the real line. We characterize that f belongs to the Besov space B"2","q^@q(@c)@?(L"2(@c),D"1","2(@c))"@q","q, obtained via the real interpolation method, by the behavior of a"X(f(X"1);@t)@[email protected]?f(W"1)-P"X^@tf(W"1)@?"L"""2, where @t=(t"i)"i"="0^n is a deterministic time net and P"X^@t:L"2->L"2 the orthogonal projection onto a subspace of 'discrete' stochastic integrals x"[email protected]?"i"="1^nv"i"-"1(X"t"""i-X"t"""i"""-"""1) with X being the Brownian motion or the geometric Brownian motion. By using Hermite polynomial expansions the…

Stochastic differential equations with coefficients in Sobolev spaces

2010

We consider It\^o SDE $\d X_t=\sum_{j=1}^m A_j(X_t) \d w_t^j + A_0(X_t) \d t$ on $\R^d$. The diffusion coefficients $A_1,..., A_m$ are supposed to be in the Sobolev space $W_\text{loc}^{1,p} (\R^d)$ with $p>d$, and to have linear growth; for the drift coefficient $A_0$, we consider two cases: (i) $A_0$ is continuous whose distributional divergence $\delta(A_0)$ w.r.t. the Gaussian measure $\gamma_d$ exists, (ii) $A_0$ has the Sobolev regularity $W_\text{loc}^{1,p'}$ for some $p'>1$. Assume $\int_{\R^d} \exp\big[\lambda_0\bigl(|\delta(A_0)| + \sum_{j=1}^m (|\delta(A_j)|^2 +|\nabla A_j|^2)\bigr)\big] \d\gamma_d0$, in the case (i), if the pathwise uniqueness of solutions holds, then the push-f…

An optimal Poincaré-Wirtinger inequality in Gauss space

2013

International audience; Let $\Omega$ be a smooth, convex, unbounded domain of $\mathbb{R}^N$. Denote by $\mu_1(\Omega)$ the first nontrivial Neumann eigenvalue of the Hermite operator in $\Omega$; we prove that $\mu_1(\Omega) \ge 1$. The result is sharp since equality sign is achieved when $\Omega$ is a $N$-dimensional strip. Our estimate can be equivalently viewed as an optimal Poincaré-Wirtinger inequality for functions belonging to the weighted Sobolev space $H^1(\Omega,d\gamma_N)$, where $\gamma_N$ is the $N$% -dimensional Gaussian measure.

Sobolev estimates for optimal transport maps on Gaussian spaces

2012

We will study variations in Sobolev spaces of optimal transport maps with the standard Gaussian measure as the reference measure. Some dimension free inequalities will be obtained. As application, we construct solutions to Monge-Ampere equations in finite dimension, as well as on the Wiener space.

Hilbert-Schmidt Hankel operators on the Segal-Bargmann space

2004

This paper considers Hankel operators on the Segal-Bargmann space of holomorphic functions onCn\mathbb {C}^nthat are square integrable with respect to the Gaussian measure. It is shown that in the case of a bounded symbolg∈L∞(Cn)g \in L^{\infty }(\mathbb {C}^n)the Hankel operatorHgH_gis of the Hilbert-Schmidt class if and only ifHg¯H_{\bar {g}}is Hilbert-Schmidt. In the case where the symbol is square integrable with respect to the Lebesgue measure it is known that the Hilbert-Schmidt norms of the Hankel operatorsHgH_gandHg¯H_{\bar {g}}coincide. But, in general, if we deal with bounded symbols, only the inequality‖Hg‖HS≤2‖Hg¯‖HS\|H_g\|_{HS}\leq 2\|H_{\bar {g}}\|_{HS}can be proved. The resul…

Sharp dimension free quantitative estimates for the Gaussian isoperimetric inequality

2017

We provide a full quantitative version of the Gaussian isoperimetric inequality: the difference between the Gaussian perimeter of a given set and a half-space with the same mass controls the gap between the norms of the corresponding barycenters. In particular, it controls the Gaussian measure of the symmetric difference between the set and the half-space oriented so to have the barycenter in the same direction of the set. Our estimate is independent of the dimension, sharp on the decay rate with respect to the gap and with optimal dependence on the mass.

On the asymptotic behaviour of gaussian spherical integrals

1983