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A note on spectral gap and weighted Poincar\'e inequalities for some one-dimensional diffusions

Authors :
Bonnefont, Michel
Joulin, Aldéric
Ma, Yutao
Publication Year :
2014

Abstract

We present some classical and weighted Poincar\'e inequalities for some one-dimensional probability measures. This work is the one-dimensional counterpart of a recent study achieved by the authors for a class of spherically symmetric probability measures in dimension larger than 2. Our strategy is based on two main ingredients: on the one hand, the optimal constant in the desired weighted Poincar\'e inequality has to be rewritten as the spectral gap of a convenient Markovian diffusion operator, and on the other hand we use a recent result given by the two first authors, which allows to estimate precisely this spectral gap. In particular we are able to capture its exact value for some examples.

Subjects

Subjects :
Mathematics - Probability

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.1411.5982
Document Type :
Working Paper