On the isoperimetric constant, covariance inequalities and Lp-Poincare inequalities in dimension one

被引:4
作者
Saumard, Adrien [1 ]
Wellner, Jon A. [2 ]
机构
[1] Univ Bretagne Loire, Ensai, Crest, Rennes, France
[2] Univ Washington, Dept Stat, Seattle, WA 98195 USA
关键词
Cheeger's inequality; covariance formula; covariance inequality; isoperimetric constant; moment bounds; Poincare inequality; SPECTRAL GAP;
D O I
10.3150/18-BEJ1036
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
First, we derive in dimension one a new covariance inequality of L-1 - L-infinity type that characterizes the isoperimetric constant as the best constant achieving the inequality. Second, we generalize our result to L-p - L-q bounds for the covariance. Consequently, we recover Cheeger's inequality without using the co-area formula. We also prove a generalized weighted Hardy type inequality that is needed to derive our covariance inequalities and that is of independent interest. Finally, we explore some consequences of our covariance inequalities for L-p-Poincare inequalities and moment bounds. In particular, we obtain optimal constants in general L-p-Poincare inequalities for measures with finite isoperimetric constant, thus generalizing in dimension one Cheeger's inequality, which is a L-p-Poincare inequality for p = 2, to any real p >= 1.
引用
收藏
页码:1794 / 1815
页数:22
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