Stability of Poincaré constant

Jordan Serres (1)

1 IMT - Institut de Mathématiques de Toulouse UMR5219

We study stability of the sharp Poincaré constant of the invariant probability measure of a reversible diffusion process satisfying some natural conditions. The proof is based on the spectral interpretation of Poincaré inequalities and Stein's method. In particular, these results are applied to the gamma distributions and to strictly log-concave measures in dimension one, giving stability for Brascamp-Lieb inequalities.

Domaines: Probabilités [math.PR]; Analyse classique [math.CA]; Théorie spectrale [math.SP]

Jordan Serres. Stability of Poincaré constant. 2022. ⟨hal-03234758v2⟩