A note on spectral gap and weighted Poincar\'e inequalities for some one-dimensional diffusions
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en
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ESAIM: Probability and Statistics. 2016-06-03, vol. 20
EDP Sciences
Resumen en inglés
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 ...Leer más >
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.< Leer menos
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