Clark-Ocone formulas and Poincaré inequalities of the discrete cube (Q5929093)
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scientific article; zbMATH DE number 1588226
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English | Clark-Ocone formulas and Poincaré inequalities of the discrete cube |
scientific article; zbMATH DE number 1588226 |
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Clark-Ocone formulas and Poincaré inequalities of the discrete cube (English)
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15 January 2002
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The aim is to estimate the variance of functionals \(F\) of the continuous time random walk on the cube \(\{-1,+1\}^d\). More precisely, the author obtains a whole family of Poincaré inequalities indexed by a real parameter \(\alpha\). One of them (\(\alpha=-1\)) can be proved with cylindrical approximations of \(F\), but in the general case one has to apply a family of Clark-Ocone formulas. In the asymmetric case, the cylindrical inequality (\(\alpha=-1\)) again holds true, but the other ones fail.
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Poincaré inequality
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Clark-Ocone formula
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continuous time random walk
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