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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

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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...

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Published in: Latin American Journal of Probability and Mathematical Statistics
ISSN: 1980-0436
Published: 2017
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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

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