On the Poincaré constant of log-concave measures

DOI10.1007/978-3-030-36020-7_9zbMATH Open1453.60049arXiv1810.08369OpenAlexW2897974298MaRDI QIDQ5115954FDOQ5115954

Arnaud Guillin, Patrick Cattiaux

Publication date: 21 August 2020

Published in: Lecture Notes in Mathematics (Search for Journal in Brave)

Abstract: The goal of this paper is to push forward the study of those properties of log-concave measures that help to estimate their Poincar{'e} constant. First we revisit E. Milman's result [40] on the link between weak (Poincar{'e} or concentration) inequalities and Cheeger's inequality in the logconcave cases, in particular extending localization ideas and a result of Latala, as well as providing a simpler proof of the nice Poincar{'e} (dimensional) bound in the inconditional case. Then we prove alternative transference principle by concentration or using various distances (total variation, Wasserstein). A mollification procedure is also introduced enabling, in the logconcave case, to reduce to the case of the Poincar{'e} inequality for the mollified measure. We finally complete the transference section by the comparison of various probability metrics (Fortet-Mourier, bounded-Lipschitz,...).

Full work available at URL: https://arxiv.org/abs/1810.08369

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zbMATH Keywords

total variationWasserstein distancetransference principlelog-concave measureCheeger inequalitymollification procedurePoincaré inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Diffusion processes (60J60)

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