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A simple proof of the Poincaré inequality for a large class of probability measures

Authors :
Dominique Bakry
Franck Barthe
Arnaud Guillin
Patrick Cattiaux
Source :
Electron. Commun. Probab. 13 (2008), 60-66
Publication Year :
2008
Publisher :
Institute of Mathematical Statistics, 2008.

Abstract

We give a simple and direct proof of the existence of a spectral gap under some Lyapunov type condition which is satisfied in particular by log-concave probability measures on $\mathbb{R}^n$. The proof is based on arguments introduced in Bakry and al, but for the sake of completeness, all details are provided.

Details

ISSN :
1083589X
Volume :
13
Database :
OpenAIRE
Journal :
Electronic Communications in Probability
Accession number :
edsair.doi.dedup.....1fb568488be432a0e1be8f8e9b191c84
Full Text :
https://doi.org/10.1214/ecp.v13-1352