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A simple proof of the Poincare inequality for a large class of probability measures including the log-concave case

Journal

ELECTRONIC COMMUNICATIONS IN PROBABILITY
Volume 13, Issue -, Pages 60-66

Publisher

UNIV WASHINGTON, DEPT MATHEMATICS
DOI: 10.1214/ECP.v13-1352

Keywords

26D10; 47D07; 60G10; 60J60

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We give a simple and direct proof of the existence of a spectral gap under some Lyapunov type condition which is satisfied in particular by log-concave probability measures on R-n. The proof is based on arguments introduced in [2], but for the sake of completeness, all details are provided.

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