The Poincaré inequality and logarithmic Sobolev inequality for a spherically censored Gaussian measure

For a one-dimensional projection of a spherically censored Gaussian measure on Rn\mathbf {R}^{n}, the logarithmic Sobolev inequality is proved. As a consequence, we obtain the Poincaré inequality for a spherically censored Gaussian measure on Rn\mathbf {R}^{n}, n≥3n \geq 3.

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Theory of probability and mathematical statistics 2016-02, Vol.91, p.181-191
1. Verfasser: Tymoshkevych, T. D.
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:For a one-dimensional projection of a spherically censored Gaussian measure on Rn\mathbf {R}^{n}, the logarithmic Sobolev inequality is proved. As a consequence, we obtain the Poincaré inequality for a spherically censored Gaussian measure on Rn\mathbf {R}^{n}, n≥3n \geq 3.
ISSN:0094-9000
1547-7363
DOI:10.1090/tpms/976