A PUNCTURED DOMAIN.
@inproceedings{Boissard2013APD, title={A PUNCTURED DOMAIN.}, author={Emmanuel Boissard and P. Cattiaux and A. Guillin and L. Miclo}, year={2013} }
In this paper we study the Poincare constant for the Gaussian measure re- stricted to D = R d B(y,r) where B(y,r) denotes the Euclidean ball with center y and radius r, and d � 2. We also study the case of the l ∞ ball (the hypercube). This is the first step in the study of the asymptotic behavior of a d-dimensional Ornstein-Uhlenbeck process in the presence of obstacles with elastic normal reflections (the Ornstein-Uhlenbeck pinball) we shall study in a companion paper.
References
SHOWING 1-10 OF 19 REFERENCES
A simple proof of the Poincaré inequality for a large class of probability measures
- Mathematics
- 2008
- 156
- PDF
The transition from ergodic to explosive behavior in a family of stochastic differential equations
- Mathematics, Physics
- 2012
- 14
- PDF