Dimension-free Markov--Bernstein-type inequality for R2-valued polynomials
Egor Kosov
Abstract
We prove a dimension-free Markov--Bernstein-type inequality for polynomial mappings (f1,f2) Rn R2 of degree at most d. For product probability measures whose one-dimensional marginals have densities bounded by 1, we obtain a lower bound for the integral of the Gram determinant of ∇ f1 and ∇ f2 in terms of the Gram determinant of the d-th derivative tensors Ddf1 and Ddf2, with a constant depending only on d. For pairs in a fixed Wiener chaos, the resulting Gaussian inequality answers a question of Nourdin, Nualart, and Poly concerning a lower bound for the expectation of the Malliavin determinant in terms of the determinant of the covariance matrix.
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