Functional inequalities for weighted Gamma distribution on the space of finite measures

Abstract

Let $\mathbb{M} $ be the space of finite measures on a locally compact Polish space, and let $\mathcal{G} $ be the Gamma distribution on $\mathbb{M} $ with intensity measure $\nu \in \mathbb{M} $. Let $\nabla ^{ext}$ be the extrinsic derivative with tangent bundle $T\mathbb{M} = \cup _{\eta \in \mathbb{M} } L^{2}(\eta )$, and let $\mathcal{A} : T\mathbb{M} \rightarrow T\mathbb{M} $ be measurable such that $\mathcal{A} _{\eta }$ is a positive definite linear operator on $L^{2}(\eta )$ for every $\eta \in \mathbb{M} $. Moreover, for a measurable function $V$ on $\mathbb{M} $, let ${\mathrm{{d}} }{\mathcal{G} }^{V}= {\mathrm{{e}} }^{V}{\mathrm{{d}} }{\mathcal{G} }$. We investigate the Poincaré, weak Poincaré and super Poincaré inequalities for the Dirichlet form \[ \mathcal{E} _{\mathcal{A} ,V}(F,G):= \int _{\mathbb{M} }\langle \mathcal{A} _{\eta }\nabla ^{ext}F(\eta ), \nabla ^{ext}G(\eta )\rangle _{L^{2}(\eta )}\, {\mathrm{{d}} }{\mathcal{G} }^{V}(\eta ), \] which characterize various properties of the associated Markov semigroup. The main results are extended to the space of finite signed measures.