Student Probability Seminar

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The Poincare Inequality and Talagrand's Improvement

Speaker: Arjun Krishnan

Location: Warren Weaver Hall 905

Date: Tuesday, December 3, 2013, 3:30 p.m.

Synopsis:

The Poincare or spectral-gap inequality is a useful tool to have in your research toolkit. It's a quick way of estimating the variance of arbitrary functions. However, due to its generality, it fails to capture the right order of the variance in many situations. Talagrand proved an improvement of the Poincare inequality that's been used extensively in the last fifteen years. We'll discuss the derivation of both inequalities in the i.i.d Gaussian setting, and show several applications.