Gaussian integrability of distance function under the Lyapunov condition

被引:1
|
作者
Liu, Yuan [1 ]
机构
[1] Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
关键词
Gaussian integrability; Lyapunov condition; diffusion process; jump process; INFORMATION INEQUALITIES;
D O I
10.1214/ECP.v20-3838
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this note we give a direct proof of the Gaussian integrability of distance function as mu e(delta d2) ((x,x0)) < infinity for some delta > 0 provided the Lyapunov condition holds for symmetric diffusion operators, which answers a question in Cattiaux-Guillin-Wu [6, Page 295]. The similar argument still works for diffusions processes with unbounded diffusion coefficients and for jump processes such as birth- death chains. An analogous discussion is also made under the Gozlan's condition arising from [9, Proposition 3.5].
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页码:1 / 10
页数:10
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