$(P,Q)$ complex hypercontractivity
Paata Ivanisvili, Pavlos Kalantzopoulos

TL;DR
This paper extends complex hypercontractivity results for polynomials under the Hermite semigroup from real to complex parameters, providing new conditions and applications using heat semigroup techniques.
Contribution
It introduces a comprehensive criterion for $(P,Q)$ complex hypercontractivity with complex parameters, extending Hariya's real parameter results and applying heat semigroup methods.
Findings
Derived necessary and sufficient conditions for complex hypercontractivity.
Extended Hariya's real parameter results to complex parameters.
Presented multiple applications for different polynomial transformations.
Abstract
Let be the standard normal random vector in . Under some mild growth and smoothness assumptions on any increasing we show complex hypercontractivity holds for all polynomials , where is the hermite semigroup at complex parameter , if and only if \begin{align*} \left|\frac{tP''(t)}{P'(t)}-z^{2}\frac{tQ''(t)}{Q'(t)}+z^{2}-1\right|\leq \frac{tP''(t)}{P'(t)}-|z|^{2}\frac{tQ''(t)}{Q'(t)}+1-|z|^{2} \end{align*} holds for all provided that , and is concave, where . This extends Hariya's result from real to complex parameter . Several old and new applications are presented for different choices of and . The proof uses heat semigroup…
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Taxonomy
TopicsComputability, Logic, AI Algorithms · Stochastic processes and financial applications · Risk and Portfolio Optimization
