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A simple proof of the Poincaré inequality for a large class of probability measures
- 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.
- Subjects :
- Statistics and Probability
Lyapunov function
Discrete mathematics
Poincaré inequality
log-concave measure
symbols.namesake
Simple (abstract algebra)
symbols
Spectral gap
Log sum inequality
Direct proof
47D07
Statistics, Probability and Uncertainty
Completeness (statistics)
60G10
26D10
Lyapunov functions
60J60
Mathematics
Probability measure
Subjects
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