Poincaré-type inequalities via stochastic integrals

DOI10.1007/BF02450283zbMath0549.60019MaRDI QIDQ3341597

Louis H. Y. Chen

Publication date: 1985

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

zbMATH Keywords

Poincaré-type inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic integrals (60H05)

Related Items

Remarks on deviation inequalities for functions of infinitely divisible random vectors, Variance inequalities for functions of Gaussian variables, On Stein's method for multivariate self-decomposable laws with finite first moment, On the construction of Wiener integrals with respect to certain pseudo-Bessel processes, Geometric Approaches to the Estimation of the Spectral Gap of Reversible Markov Chains, A differential version of the Efron-Stein inequality: Bounding the variance of a function of an infinitely divisible variable, On Brascamp-Lieb and Poincaré type inequalities for generalized tempered stable distribution, On infinite covariance expansions, First-order covariance inequalities via Stein's method, Covariance representations, \(L^p\)-Poincaré inequalities, Stein's kernels, and high-dimensional CLTs, On some integral inequalities in quantum calculus, On some functional inequalities for skew Brownian motion, Lower variance bounds and a new proof of the central limit theorem, A matrix variance inequality, Poisson process Fock space representation, chaos expansion and covariance inequalities, On Stein's method for multivariate self-decomposable laws, Concentration inequalities for measures of a Boolean model, 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

Cites Work

• A note on an inequality involving the normal distribution
• An inequality for the multivariate normal distribution
• On upper and lower bounds for the variance of a function of a random variable
• Le spectre d'une variété riemannienne. (The spectrum of a Riemannian manifold)
• The Supports of Infinitely Divisible Distribution Functions
• The isoperimetric inequality
• The Representation of Functionals of Brownian Motion by Stochastic Integrals
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item