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Discrete-time Poincaré inequality for a Markov kernel

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Statistical inference Bayesian statistics Markov chain Monte Carlo
2026-09-28  0 By others on same topic  0 Discussions Create my own version
For a reversible kernel K, the inequality Varπ​(f)≤CEK2​(f) is equivalent to geometric contraction of variance under iteration of K.

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  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 216 / 3 / d / Solution

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