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Poincar\'e Inequality for Dirichlet Distributions...
Journal article

Poincar\'e Inequality for Dirichlet Distributions and Infinite-Dimensional Generalizations

Abstract

For any $N\ge 2$ and $\aa:=(\aa_1,\cdots, \aa_{N+1})\in (0,\infty)^{N+1}$, let $\mu^{(N)}_{\aa}$ be the corresponding Dirichlet distribution on $\DD:= \big\{ x=(x_i)_{1\le i\le N}\in [0,1]^N:\ \sum_{1\le i\le N} x_i\le 1\big\}.$ We prove the Poincar\'e inequality $$\mu^{(N)}_{\aa}(f^2)\le \ff 1 {\aa_{N+1}} \int_{\DD}\Big\{\Big(1-\sum_{1\le i\le N} x_i\Big) \sum_{n=1}^N x_n(\pp_n f)^2\Big\}\mu^{(N)}_\aa(\d x)+\mu^{(N)}_{\aa}(f)^2,\ f\in …

Authors

Miclo L; Feng S; Wang FY

Journal

arXiv:1504.02829 [math], , ,

Publication Date

April 10, 2015