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Scalar Poincar\'e Implies Matrix Poincar\'e

Probability 2020-06-18 v1 Functional Analysis

Abstract

We prove that every reversible Markov semigroup which satisfies a Poincar\'e inequality satisfies a matrix-valued Poincar\'e inequality for Hermitian d×dd\times d matrix valued functions, with the same Poincar\'e constant. This generalizes recent results [Aoun et al. 2019, Kathuria 2019] establishing such inequalities for specific semigroups and consequently yields new matrix concentration inequalities. The short proof follows from the spectral theory of Markov semigroup generators.

Keywords

Cite

@article{arxiv.2006.09567,
  title  = {Scalar Poincar\'e Implies Matrix Poincar\'e},
  author = {Ankit Garg and Tarun Kathuria and Nikhil Srivastava},
  journal= {arXiv preprint arXiv:2006.09567},
  year   = {2020}
}

Comments

fixed a reference

R2 v1 2026-06-23T16:23:29.269Z