Poincaré inequality for Dirichlet distributions and infinite-dimensional generalizations

MaRDI QIDQ5346028zbMATH OpenFDO

Authors Shui Feng, Feng-Yu Wang, Laurent Miclo

Publication date 8 June 2017

Full work available at URL https://arxiv.org/abs/1504.02829, http://alea.impa.br/articles/v14/14-20.pdf

zbMATH Keywords

diffusion processDirichlet distributionPoincaré inequalityspectral gap

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)

Abstract: For any $Nge2$ and $aa:=(a{a}_1,cdots,a{a}_{N+1})in(0,infty{)}^{N+1}$, let $m{u}_{aa}^{(N)}$ be the corresponding Dirichlet distribution on $$ We prove the Poincar'e inequality ${\displaystyle }$mu^{(N)}_{aa}(f^2)le ff 1 {aa_{N+1}} int_{DD}Big{Big(1-sum_{1le ile N} x_iBig) sum_{n=1}^N x_n(pp_n f)^2Big}mu^{(N)}_aa(d x)+mu^{(N)}_{aa}(f)^2, fin C^1(DD)${\displaystyle }$ and show that the constant $ff1a{a}_{N+1}$ is sharp. Consequently, the associated diffusion process on $DD$ converges to $m{u}_{aa}^{(N)}$ in $L^2(m{u}_{aa}^{(N)})$ at the exponentially rate $a{a}_{N+1}$. The whole spectrum of the generator is also characterized. Moreover, the sharp Poincar'e inequality is extended to the infinite-dimensional setting, and the spectral gap of the corresponding discrete model is derived.

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Cited in

(14)

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• On the Poincaré inequality for infinitely divisible measures
• Poincaré inequality on the path space of Poisson point processes
• Nash inequality for diffusion processes associated with Dirichlet distributions
• Functional inequalities for weighted gamma distribution on the space of finite measures
• Spectral gap for measure-valued diffusion processes
• Super Poincaré inequality for a dynamic model of the two-parameter Dirichlet process
• A Poincaré limit theorem for wrapped probability distributions on compact symmetric spaces
• An inequality for multiple convolutions with respect to Dirichlet probability measure
• A natural derivative on \([0,n]\) and a binomial Poincaré inequality
• scientific article; zbMATH DE number 5937649 (Why is no real title available?)
• Ornstein-Uhlenbeck type processes on Wasserstein spaces
• Wasserstein convergence rate for empirical measures of Markov processes
• Convergence in Wasserstein distance for empirical measures of non-symmetric subordinated diffusion processes

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