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XVI: 09, 138-150, LNM 920 (1982)

**BAKRY, Dominique**; **MEYER, Paul-André**

Sur les inégalités de Sobolev logarithmiques (two parts) (Applications of martingale theory)

These two papers are variations on a paper of G.F. Feissner (*Trans. Amer Math. Soc.*, **210**, 1965). Let $\mu$ be a Gaussian measure, $P_t$ be the corresponding Ornstein-Uhlenbeck semigroup. Nelson's hypercontractivity theorem states (roughly) that $P_t$ is bounded from $L^p(\mu)$ to some $L^q(\mu)$ with $q\ge p$. In another celebrated paper, Gross showed this to be equivalent to a logarithmic Sobolev inequality, meaning that if a function $f$ is in $L^2$ as well as $Af$, where $A$ is the Ornstein-Uhlenbeck generator, then $f$ belongs to the Orlicz space $L^2Log_+L$. The starting point of Feissner was to translate this again as a result on the ``Riesz potentials'' of the semi-group (defined whenever $f\in L^2$ has integral $0$) $$R^{\alpha}={1\over \Gamma(\alpha)}\int_0^\infty t^{\alpha-1}P_t\,dt\;.$$ Note that $R^{\alpha}R^{\beta}=R^{\alpha+\beta}$. Then the theorem of Gross implies that $R^{1/2}$ is bounded from $L^2$ to $L^2Log_+L$. This suggests the following question: which are in general the smoothing properties of $R^\alpha$? (Feissner in fact considers a slightly different family of potentials).\par The complete result then is the following : for $\alpha$ complex, with real part $\ge0$, $R^\alpha$ is bounded from $L^pLog^r_+L$ to $L^pLog^{r+p\alpha}_+L$. The method uses complex interpolation between two cases: a generalization to Orlicz spaces of a result of Stein, when $\alpha$ is purely imaginary, and the case already known where $\alpha$ has real part $1/2$. The first of these two results, proved by martingale theory, is of a quite general nature

Keywords: Logarithmic Sobolev inequalities, Hypercontractivity, Gaussian measures, Riesz potentials

Nature: Original

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Sur les inégalités de Sobolev logarithmiques (two parts) (Applications of martingale theory)

These two papers are variations on a paper of G.F. Feissner (

Keywords: Logarithmic Sobolev inequalities, Hypercontractivity, Gaussian measures, Riesz potentials

Nature: Original

Retrieve article from Numdam