No Cover Image

Journal article 1061 views 134 downloads

Poincare Inequality for Dirichlet Distributions and Infinite-Dimensional Generalizations

Feng-yu Wang

Latin American Journal of Probability and Mathematical Statistics, Volume: XIV, Pages: 361 - 380

Swansea University Author: Feng-yu Wang

Check full text

Abstract

We prove the sharp Poincare inequality for the Dirichlet distribution on simplexes, and calculate the whole spectrum of the corresponding symmetric diffusion operator. The sharp Poincar´e inequality is extended to the infinite-dimensional setting, and the spectral gap of the corresponding discrete mo...

Full description

Published in: Latin American Journal of Probability and Mathematical Statistics
ISSN: 1980-0436
Published: 2017
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa33010
Abstract: We prove the sharp Poincare inequality for the Dirichlet distribution on simplexes, and calculate the whole spectrum of the corresponding symmetric diffusion operator. The sharp Poincar´e inequality is extended to the infinite-dimensional setting, and the spectral gap of the corresponding discrete model is derived.
Keywords: Dirichlet distribution, Poincar´e inequality, diffusion process, spectral gap.
College: Faculty of Science and Engineering
Start Page: 361
End Page: 380

Similar Items