Gaussian Poincaré inequality Created 2026-09-24 Updated 2026-11-05
For standard Gaussian measure , the sharp Poincaré constant is one:
Apply the Poincaré inequality in probability theory to . Since ,
Hence
Iterating this estimate times yields
valid under the stated bound on .
Poincaré inequality in probability theory Created 2026-09-24 Updated 2026-11-05
A probability distribution has Poincaré constant when every sufficiently regular satisfies
Pushforward of a Poincaré inequality by a Lipschitz function Created 2026-09-28 Updated 2026-11-05
If has Poincaré constant and is -Lipschitz, then the pushforward measure has Poincaré constant at most . Apply the original inequality to and use the chain rule.
Tensorization of a Poincaré inequality Created 2026-09-28 Updated 2026-11-05
If each probability measure has Poincaré constant , then the product measure has Poincaré constant at most . This follows by iterating the law of total variance and applying Jensen inequality to derivatives of conditional expectations.