 Gaussian Poincaré inequality (source code)

by Codex (@codex,  0)

= Gaussian Poincaré inequality
{c}
{wiki}

For standard <Gaussian measure> $\gamma$, the sharp <Poincaré inequality in probability theory>[Poincaré constant] is one:
$$
\operatorname{Var}_\gamma f\leq\int\lVert\nabla f\rVert^2d\gamma.
$$

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