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arxiv: 1406.4621 · v1 · pith:OOOMWGSFnew · submitted 2014-06-18 · 🧮 math.PR

Spectral gap for spherically symmetric log-concave probability measures, and beyond

classification 🧮 math.PR
keywords vertbeyondclassicallog-concaveprobabilityspectralapproachassociated
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Let $\mu$ be a probability measure on $\rr^n$ ($n \geq 2$) with Lebesgue density proportional to $e^{-V (\Vert x\Vert )}$, where $V : \rr_+ \to \rr$ is a smooth convex potential. We show that the associated spectral gap in $L^2 (\mu)$ lies between $(n-1) / \int_{\rr^n} \Vert x\Vert ^2 \mu(dx)$ and $n / \int_{\rr^n} \Vert x\Vert ^2 \mu(dx)$, improving a well-known two-sided estimate due to Bobkov. Our Markovian approach is remarkably simple and is sufficiently robust to be extended beyond the log-concave case, at the price of potentially modifying the underlying dynamics in the energy, leading to weighted Poincar\'e inequalities. All our results are illustrated by some classical and less classical examples.

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