We present and discuss connections between the problem of trend to equilibrium for one-dimensional Fokker-Planck equations modeling socio-economic problems, and one-dimensional functional inequalities of the type of Poincare, Wirtinger and logarithmic Sobolev, with weight, for probability densities with polynomial tails. As main examples, we consider inequalities satisfied by inverse Gamma densities, taking values on R+, and Cauchy-type densities, taking values on R.
One-Dimensional Fokker-Planck Equations and Functional Inequalities for Heavy Tailed Densities
Ada Pulvirenti;Giuseppe Toscani
2022-01-01
Abstract
We present and discuss connections between the problem of trend to equilibrium for one-dimensional Fokker-Planck equations modeling socio-economic problems, and one-dimensional functional inequalities of the type of Poincare, Wirtinger and logarithmic Sobolev, with weight, for probability densities with polynomial tails. As main examples, we consider inequalities satisfied by inverse Gamma densities, taking values on R+, and Cauchy-type densities, taking values on R.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
