Reference : A natural derivative on [0, n] and a binomial Poincaré inequality
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/20141
A natural derivative on [0, n] and a binomial Poincaré inequality
English
Hillion, Erwan mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit >]
Johnson, Oliver mailto []
Yu, Yaming mailto []
2014
ESAIM: Probability and Statistics = Probabilité et statistique : P & S
Les Ulis/EDP Sciences
18
703--712
Yes (verified by ORBilu)
International
1292-8100
1262-3318
Paris
France
[en] We consider probability measures supported on a finite discrete interval [0, n]. We introduce a new finite difference operator ∇n, defined as a linear combination of left and right finite differences. We show that this operator ∇n plays a key role in a new Poincaré (spectral gap) inequality with respect to binomial weights, with the orthogonal Krawtchouk polynomials acting as eigenfunctions of the relevant operator. We briefly discuss the relationship of this operator to the problem of optimal transport of probability measures.
http://hdl.handle.net/10993/20141
10.1051/ps/2014007

File(s) associated to this reference

Fulltext file(s):

FileCommentaryVersionSizeAccess
Open access
HJY2014.pdfPublisher postprint180.24 kBView/Open

Bookmark and Share SFX Query

All documents in ORBilu are protected by a user license.