Displaying similar documents to “A simple proof of the Poincaré inequality for a large class of probability measures.”

Deviation bounds for additive functionals of Markov processes

Patrick Cattiaux, Arnaud Guillin (2008)

ESAIM: Probability and Statistics

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In this paper we derive non asymptotic deviation bounds for ν ( | 1 t ∫ 0 t V ( X s ) d s - ∫ V d μ | ≥ R ) where X is a μ stationary and ergodic Markov process and V is some μ integrable function. These bounds are obtained under various moments assumptions for V , and various regularity assumptions for μ . Regularity means here that μ may satisfy various functional inequalities (F-Sobolev, generalized Poincaré etc.).

Conditional principles for random weighted measures

Nathael Gozlan (2005)

ESAIM: Probability and Statistics

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In this paper, we prove a conditional principle of Gibbs type for random weighted measures of the form L n = 1 n ∑ i = 1 n Z i δ x i n , ( Z i ) i being a sequence of i.i.d. real random variables. Our work extends the preceding results of Gamboa and Gassiat (1997), in allowing to consider thin constraints. Transportation-like ideas are used in the proof.