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 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.
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