Regularization in L1 for the Ornstein--Uhlenbeck semigroup

Abstract

Let γn be the standard Gaussian measure on Rn and let (Qt) be the Ornstein--Ulhenbeck semigroup. Eldan and Lee recently established that for every non--negative function f of integral 1 and any time t the following tail inequality holds true: \[ γn ( \ Qt f > r \ ) ≤ Ct \, ( r)4 r r , ∀ r>1 \] where Ct is a constant depending on t but not on the dimension. The purpose of the present paper is to simplify parts of their argument and to remove the ( r)4 factor.

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