Journal article 946 views 116 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
-
PDF | Proof
Download (284.79KB)
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...
| 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 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| 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 |