[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.
Disciplines :
Mathematics
Author, co-author :
HILLION, Erwan ; University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit
Johnson, Oliver
Yu, Yaming
Language :
English
Title :
A natural derivative on [0, n] and a binomial Poincaré inequality