Centered Sobolev inequality and exponential convergence in Φ-entropy

Abstract

Abstract In this short paper we find that the Sobolev inequality 1 p − 2 ∫ f p d μ 2 p − ∫ f 2 d μ ≤ C ∫ | ∇ f | 2 d μ ( p ≥ 0 ) is equivalent to the exponential convergence of the Markov diffusion semigroup ( P t ) to the invariant measure μ , in some Φ -entropy. We provide the estimate of the exponential convergence in total variation and a bounded perturbation result under the Sobolev inequality. Finally in the one-dimensional case we get some two-sided estimates of the Sobolev constant by means of the generalized Hardy inequality.