Formulae for the derivative of the Poincaré constant of Gibbs measures
File(s)monotonicity_spa_R1.pdf (600.12 KB)
Accepted version
Author(s)
Sieber, Julian
Type
Journal Article
Abstract
We establish formulae for the derivative of the Poincaré constant of Gibbs measures on both compact domains and all of Rd. As an application, we show that if the (not necessarily convex) Hamiltonian is an increasing function, then the Poincaré constant is strictly decreasing in the inverse temperature, and vice versa. Applying this result to the O(2)model allows us to give a sharpened upper bound on its Poincaré constant. We further show that this model exhibits a qualitatively different zero-temperature behavior of the Poincaré and Log-Sobolev constants.
Date Issued
2021-10-01
Date Acceptance
2021-06-07
Citation
Stochastic Processes and their Applications, 2021, 140, pp.1-20
ISSN
0304-4149
Publisher
Elsevier
Start Page
1
End Page
20
Journal / Book Title
Stochastic Processes and their Applications
Volume
140
Copyright Statement
© 2021 Elsevier B.V. All rights reserved. This manuscript is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International Licence http://creativecommons.org/licenses/by-nc-nd/4.0/
Subjects
Statistics & Probability
0102 Applied Mathematics
0104 Statistics
1502 Banking, Finance and Investment
Publication Status
Published
Date Publish Online
2021-06-15