Bounds on the Poincare constant under negative dependence

被引:5
作者
Daly, Fraser [1 ]
Johnson, Oliver [2 ]
机构
[1] Univ Bristol, Dept Math, Heilbronn Inst Math Res, Bristol BS8 1TW, Avon, England
[2] Univ Bristol, Dept Math, Bristol BS8 1TW, Avon, England
关键词
Poincare constant; Total negative dependence; Ultra log-concavity; Size-bias transform; Stochastic ordering;
D O I
10.1016/j.spl.2012.11.001
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We give bounds on the Poincare (inverse spectral gap) constant of a non-negative, integer-valued random variable W, under negative dependence assumptions such as ultra log-concavity and total negative dependence. We show that the bounds obtained compare well to others in the literature. Examples treated include some occupancy and urn models, a random graph model and small spacings on the circumference of a circle. Applications to Poisson convergence theorems are considered. (c) 2012 Elsevier B.V. All rights reserved.
引用
收藏
页码:511 / 518
页数:8
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