Here and below, Φ:R→R is smooth such that ∫Re−Φ(x)dx=1 and
∣x∣→+∞lim(4∣Φ′(x)∣2−2Φ′′(x))=ℓ∈(0,+∞)
Cc1(R) denotes the set of continuously differentiable complex-valued functions with compact support on R.
(a) Prove that there are constants R0>0,λ1>0 and K1>0 so that for any R⩾R0 and h∈Cc1(R) :
∫R∣h′(x)∣2e−Φ(x)dx⩾λ1∫{∣x∣⩾R}∣h(x)∣2e−Φ(x)dx−K1∫{∣x∣⩽R}∣h(x)∣2e−Φ(x)dx
[Hint: Denote g:=he−Φ/2, expand the square and integrate by parts.]
(b) Prove that, given any R>0, there is a CR>0 so that for any h∈C1([−R,R]) with ∫−R+Rh(x)e−Φ(x)dx=0 :
x∈[−R,R]max∣h(x)∣+sip{x,y∈[−R,R],x=y}∣x−y∣1/2∣h(x)−h(y)∣⩽CR(∫−R+R∣h′(x)∣2e−Φ(x)dx)1/2
[Hint: Use the fundamental theorem of calculus to control the second term of the left-hand side, and then compare h to its weighted mean to control the first term of the left-hand side.]
(c) Prove that, given any R>0, there is a λR>0 so that for any h∈C1([−R,R]) :
∫−R+R∣h′(x)∣2e−Φ(x)dx⩾λR∫−R+R∣∣∣∣∣∣h(x)−∫−R+Re−Φ(y)dy∫−R+Rh(y)e−Φ(y)dy∣∣∣∣∣∣2e−Φ(x)dx
[Hint: Show first that one can reduce to the case ∫−R+Rhe−Φ=0. Then argue by contradiction with the help of the Arzelà-Ascoli theorem and part (b).]
(d) Deduce that there is a λ0>0 so that for any h∈Cc1(R) :
∫R∣h′(x)∣2e−Φ(x)dx⩾λ0∫R∣∣∣∣∣h(x)−(∫Rh(y)e−Φ(y)dy)∣∣∣∣∣2e−Φ(x)dx
[Hint: Show first that one can reduce to the case ∫Rhe−Φ=0. Then combine the inequality (a), multiplied by a constant of the form ϵ=ϵ0λR (where ϵ0>0 is chosen so that ϵ be sufficiently small), and the inequality (c).]