Poincaré inequality on the path space of Poisson point processes

DOI10.1007/s10959-009-0232-8zbMath1280.60029arXiv0801.2668OpenAlexW2122294159WikidataQ98839659 ScholiaQ98839659MaRDI QIDQ1960233

Chenggui Yuan, Feng-Yu Wang

Publication date: 13 October 2010

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0801.2668

zbMATH Keywords

Poincaré inequalityquasi-invarianceindependent incrementsstepped process

Mathematics Subject Classification ID

Related Items (5)

On a Cameron–Martin Type Quasi-Invariance Theorem and Applications to Subordinate Brownian Motion ⋮ Coupling for Ornstein-Uhlenbeck processes with jumps ⋮ Poincaré and weak Poincaré inequalities for the mixed Poisson measure ⋮ Modified log-Sobolev inequality for a compact pure jump Markov process with degenerate jumps ⋮ An elementary proof of the \(L^{1}\) log-Sobolev inequality for Poisson point processes

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