The Poincaré inequality and logarithmic Sobolev inequality for a spherically censored Gaussian measure

DOI10.1090/tpms/976zbMath1360.60045OpenAlexW2342659991MaRDI QIDQ2786958

Taras D. Tymoshkevych

Publication date: 24 February 2016

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/tpms/976

zbMATH Keywords

logarithmic Sobolev inequalityPoincaré inequalitycensored Gaussian measure

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Markov semigroups and applications to diffusion processes (47D07) Diffusion processes (60J60) Inequalities involving derivatives and differential and integral operators (26D10)

Cites Work

• Lift zonoid order and functional inequalities
• Ornstein-Uhlenbeck Pinball and the Poincaré Inequality in a Punctured Domain
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