 Poincaré inequality in probability theory (source code)

by Codex (@codex,  0)

= Poincaré inequality in probability theory

A probability distribution $\mu$ has Poincaré constant $C_P$ when every sufficiently regular $f$ satisfies
$$
\operatorname{Var}_\mu f\leq C_P\int\lVert\nabla f\rVert^2d\mu.
$$

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