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On Diffusion Semigroups Preserving the Log-Concavity

✍ Scribed by Alexander V Kolesnikov

Publisher: Elsevier Science
Year: 2001
Tongue: English
Weight: 292 KB
Volume: 186
Category: Article
ISSN: 0022-1236
DOI: 10.1006/jfan.2001.3772

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✦ Synopsis

It is proved that if the semigroup with the generator a kl " xk " xl +b m " xm , where a kl and b m are smooth functions, sends log-concave functions to log-concave functions, then A=(a kl ) is constant and b=(b m ) is an affine mapping.

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