We consider probability measures supported on a finite discrete interval [0, n]. We introduce a new finite difference operator ∇n, defined as a linear combination of left and right finite differences. We show that this operator ∇n plays a key role in a new Poincaré (spectral gap) inequality with respect to binomial weights, with the orthogonal Krawtchouk polynomials acting as eigenfunctions of the relevant operator. We briefly discuss the relationship of this operator to the problem of optimal transport of probability measures.
Mots clés : discrete measures, transportation, poincaré inequalities, Krawtchouk polynomials
@article{PS_2014__18__703_0, author = {Hillion, Erwan and Johnson, Oliver and Yu, Yaming}, title = {A natural derivative on $[0,~n]$ and a binomial {Poincar\'e} inequality}, journal = {ESAIM: Probability and Statistics}, pages = {703--712}, publisher = {EDP-Sciences}, volume = {18}, year = {2014}, doi = {10.1051/ps/2014007}, language = {en}, url = {http://www.numdam.org/articles/10.1051/ps/2014007/} }
TY - JOUR AU - Hillion, Erwan AU - Johnson, Oliver AU - Yu, Yaming TI - A natural derivative on $[0,~n]$ and a binomial Poincaré inequality JO - ESAIM: Probability and Statistics PY - 2014 SP - 703 EP - 712 VL - 18 PB - EDP-Sciences UR - http://www.numdam.org/articles/10.1051/ps/2014007/ DO - 10.1051/ps/2014007 LA - en ID - PS_2014__18__703_0 ER -
%0 Journal Article %A Hillion, Erwan %A Johnson, Oliver %A Yu, Yaming %T A natural derivative on $[0,~n]$ and a binomial Poincaré inequality %J ESAIM: Probability and Statistics %D 2014 %P 703-712 %V 18 %I EDP-Sciences %U http://www.numdam.org/articles/10.1051/ps/2014007/ %R 10.1051/ps/2014007 %G en %F PS_2014__18__703_0
Hillion, Erwan; Johnson, Oliver; Yu, Yaming. A natural derivative on $[0,~n]$ and a binomial Poincaré inequality. ESAIM: Probability and Statistics, Tome 18 (2014), pp. 703-712. doi : 10.1051/ps/2014007. http://www.numdam.org/articles/10.1051/ps/2014007/
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