Weak Poincaré Inequalities and L2-Convergence Rates of Markov Semigroups

• DOI: 10.1006/jfan.2001.3776
• Publication Date: 2002-09-18T15:00:08Z
• Authors: Michael Röckner; Feng-Yu Wang
• Keywords: Markov semigroup; L-2-convergence; weak Poincaré inequality; 0101 mathematics; isoperimetric inequality; 01 natural sciences; rate; Analysis; weak Poincare inequality; L2-convergence rate

AbstractIn order to describe L2-convergence rates slower than exponential, the weak Poincaré inequality is introduced. It is shown that the convergence rate of a Markov semigroup and the corresponding weak Poincaré inequality can be determined by each other. Conditions for the weak Poincaré inequality to hold are presented, which are easy to check and which hold in many applications. The weak Poincaré inequality is also studied by using isoperimetric inequalities for diffusion and jump processes. Some typical examples are given to illustrate the general results. In particular, our results are applied to the stochastic quantization of field theory in finite volume. Moreover, a sharp criterion of weak Poincaré inequalities is presented for Poisson measures on configuration spaces.