Characterization of probability distributions by Poincaré-type inequalities

zbMath0612.60013MaRDI QIDQ1088268

Louis H. Y. Chen, J. H. Lou

Publication date: 1987

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1987__23_1_91_0

zbMATH Keywords

infinitely divisible distributionscharacterization of the normal distribution

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

Related Items (21)

Variance inequalities for functions of Gaussian variables ⋮ On Stein's method for multivariate self-decomposable laws with finite first moment ⋮ Characterizations of distributions by generalizations of variance bounds and simple proofs of the CLT ⋮ Chernoff-type inequality and variance bounds ⋮ Stability of the Bakry-Émery theorem on \(\mathbb{R}^n\) ⋮ Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs ⋮ Stability of the Poincaré constant ⋮ Optimal nonlinear transformations of random variables ⋮ An extremal property of the normal distribution, with a discrete analog ⋮ An extension of the information inequality and related characterizations ⋮ Lower variance bounds and a new proof of the central limit theorem ⋮ On characterizations of distributions by mean absolute deviation and variance bounds ⋮ A matrix variance inequality ⋮ Functional inequalities for discrete gradients and application to the geometric distribution ⋮ On Stein's method for multivariate self-decomposable laws ⋮ Nonlinear principal components. II: Characterization of normal distributions ⋮ Characterizations of multidimensional exponential families by Cacoullos- type inequalities ⋮ Second order Poincaré inequalities and CLTs on Wiener space ⋮ Interpolation, correlation identities, and inequalities for infinitely divisible variables ⋮ Existence of Stein kernels under a spectral gap, and discrepancy bounds ⋮ Stability of higher order eigenvalues in dimension one

This page was built for publication: Characterization of probability distributions by Poincaré-type inequalities