A simple proof of the Poincare inequality for a large class of probability measures including the log-concave case

被引:134
作者
Bakry, Dominique [1 ]
Barthe, Franck [1 ]
Cattiaux, Patrick [1 ]
Guillin, Arnaud [2 ]
机构
[1] Univ Toulouse 3, Lab Stat & Probabil, CNRS UMR 5219, Inst Math, F-31062 Toulouse 09, France
[2] Univ Aix Marseille 1, Ecole Cent Marseille & LATP, Technopole Chateau Gombert, F-13453 Marseille, France
关键词
26D10; 47D07; 60G10; 60J60;
D O I
10.1214/ECP.v13-1352
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 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 R-n. The proof is based on arguments introduced in [2], but for the sake of completeness, all details are provided.
引用
收藏
页码:60 / 66
页数:7
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