A natural derivative on [0,n] and a binomial Poincaré inequality

DOI10.1051/PS/2014007MaRDI QIDQ5174376zbMATH OpenOpenAlexWikidataFDO

Authors Erwan Hillion, Oliver Johnson, Yaming Yu

Publication date 17 February 2015

Published in ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1107.0127

zbMATH Keywords

transportationKrawtchouk polynomialsdiscrete measuresPoincaré inequalities

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Inequalities; stochastic orderings (60E15)

Abstract: We consider probability measures supported on a finite discrete interval $[0,n]$. We introduce a new finitedifference operator $abl{a}_n$, defined as a linear combination of left and right finite differences. We show that this operator $abl{a}_n$ plays a key role in a new Poincar'e (spectral gap) inequality with respect to binomial weights, with the orthogonal Krawtchouk polynomials acting as eigenfunctions of the relevant operator. We briefly discuss the relationship of this operator to the problem of optimal transport of probability measures.

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Cited in

(5)

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• A discrete log-Sobolev inequality under a Bakry-Émery type condition

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