




















We study the weighted Poincaré constant $C(p,w)$ of a probability density $p$ with weight function $w$ using integration methods inspired by Stein's method. We obtain a new version of the Chen-Wang variational formula which, as a byproduct, yields simple upper and lower bounds on $C(p,w)$ in terms of the so-called Stein kernel of $p$. We also iterate these variational formulas so as to build sequences of nested intervals containing the Poincaré constant, sequences of functions converging to said constant, as well as sequences of functions converging to the solutions of the corresponding spectral problem. Our results rely on the properties of a pseudo inverse operator of the classical Sturm-Liouville operator. We illustrate our methods on a variety of examples: Gaussian functionals, weighted Gaussian, beta, gamma, Subbotin, and Weibull distributions.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。