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.
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Veröffentlicht in: | Theory of probability and mathematical statistics 2016-02, Vol.91, p.181-191 |
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Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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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. |
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ISSN: | 0094-9000 1547-7363 |
DOI: | 10.1090/tpms/976 |