Open Access
2008 A simple proof of the Poincaré inequality for a large class of probability measures
Dominique Bakry, Franck Barthe, Patrick Cattiaux, Arnaud Guillin
Author Affiliations +
Electron. Commun. Probab. 13: 60-66 (2008). DOI: 10.1214/ECP.v13-1352

Abstract

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.

Citation

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Dominique Bakry. Franck Barthe. Patrick Cattiaux. Arnaud Guillin. "A simple proof of the Poincaré inequality for a large class of probability measures." Electron. Commun. Probab. 13 60 - 66, 2008. https://doi.org/10.1214/ECP.v13-1352

Information

Accepted: 4 February 2008; Published: 2008
First available in Project Euclid: 6 June 2016

zbMATH: 1186.26011
MathSciNet: MR2386063
Digital Object Identifier: 10.1214/ECP.v13-1352

Subjects:
Primary: 26D10
Secondary: 47D07 , 60G10 , 60J60

Keywords: log-concave measure , Lyapunov functions , Poincaré inequality

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