Alberto Lanconelli
Published 2014-09-11Version 1
We prove a new type of Poincar?\'e inequality on abstract Wiener spaces for a family of probability measures which are absolutely continuous with respect to the reference Gaussian measure. This class of probability measures is characterized by the strong positivity (a notion introduced by Nualart and Zakai in [17]) of their Radon-Nikodym densities. Measures of this type do not belong in general to the class of log-concave measures, which are a wide class of measures satisfying the Poincar?\'e inequality (Brascamp and Lieb [2]). Our approach is based on a point-wise identity relating Wick and ordinary products and on the notion of strong positivity which is connected to the non negativity of Wick powers. Our technique leads also to a partial generalization of the Houdr\'e and Kagan [8] and Houdr?\'e and P?\'erez-Abreu [9] Poincar?\'e-type inequalities.
An Inequality Related to Negative Definite Functions
Martingale Inequalities for the Maximum via Pathwise Arguments
Poincaré inequality for non euclidean metrics and transportation cost inequalities on $\mathbb{R}^d$
![QR code for arXiv:1409.3447 [math.PR]](http://oss.arxitics.com/images/favicon.svg)