Spectral gap for spherically symmetric log-concave probability measures, and beyond
Probability
2014-06-19 v1
Abstract
Let be a probability measure on () with Lebesgue density proportional to , where is a smooth convex potential. We show that the associated spectral gap in lies between and , improving a well-known two-sided estimate due to Bobkov. Our Markovian approach is remarkably simple and is sufficiently robust to be extended beyond the log-concave case, at the price of potentially modifying the underlying dynamics in the energy, leading to weighted Poincar\'e inequalities. All our results are illustrated by some classical and less classical examples.
Keywords
Cite
@article{arxiv.1406.4621,
title = {Spectral gap for spherically symmetric log-concave probability measures, and beyond},
author = {Michel Bonnefont and Aldéric Joulin and Yutao Ma},
journal= {arXiv preprint arXiv:1406.4621},
year = {2014}
}