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Tensorization of a Poincaré inequality

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability inequality Concentration inequality Poincaré inequality in probability theory
2026-09-28  0 By others on same topic  0 Discussions Create my own version
If each probability measure μi​ has Poincaré constant Ci​, then the product measure ⨂i​μi​ has Poincaré constant at most maxi​Ci​. This follows by iterating the law of total variance and applying Jensen inequality to derivatives of conditional expectations.

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  1. Poincaré inequality in probability theory
  2. Concentration inequality
  3. Probability inequality
  4. Probability theory
  5. Probability and statistics
  6. Area of mathematics
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  • Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 208 / 2 / b / Solution

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