Gaussian Poincaré inequality Created 2026-09-24 Updated 2026-11-05
Past exam of the mathematics course of the University of Cambridge 2025 iii Paper 208 2 a Solution Created 2026-09-24 Updated 2026-09-25
Apply the Poincaré inequality in probability theory to . Since ,HenceIterating this estimate times yieldsvalid under the stated bound on .
Poincaré inequality in probability theory Created 2026-09-24 Updated 2026-11-05
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.