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 Electronic Communications in Probability > Vol. 13 (2008) > Paper 7 open journal systems 


A simple proof of the Poincaré inequality for a large class of probability measures

Dominique Bakry, LSP, Univ. toulouse 3
Franck Barthe, LSP, Univ. toulouse 3
Patrick Cattiaux, LSP, Univ. toulouse 3
Arnaud Guillin, LATP, Univ. Aix-Marseille 1


Abstract
Abstract. We give a simple and direct proof of the existence of a spectral gap under some Lyapunov type condition which is satisfied in particular by log-concave probability measures on Rn. The proof is based on arguments introduced in Bakry and al, but for the sake of completeness, all details are provided.


Full text: PDF

Pages: 60-66

Published on: February 4, 2008
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Electronic Communications in Probability. ISSN: 1083-589X