Optimal Gaussian Sobolev embeddings

A reduction theorem is established, showing that any Sobolev inequality, involving arbitrary rearrangement- invariant norms with respect to the Gauss measure in Rn, is equivalent to a one-dimensional inequality, for a suitable Hardy-type operator, involving the same norms with respect to the standard Lebesgue measure on the unit interval. This result is exploited to provide a general characterization of optimal range and domain norms in Gaussian Sobolev inequalities. Applications to special instances yield optimal Gaussian Sobolev inequalities in Orlicz and Lorentz(–Zygmund) spaces, point out new phenomena, such as the existence of self-optimal spaces, and provide further insight into classical results. © 2009 Elsevier Inc. All rights reserved.