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On the isoperimetric constant, covariance inequalities and $L_p$-Poincaré inequalities in dimension one

Published 2 Nov 2017 in math.PR, math.FA, math.ST, and stat.TH | (1711.00668v3)

Abstract: Firstly, we derive in dimension one a new covariance inequality of $L_{1}-L_{\infty}$ type that characterizes the isoperimetric constant as the best constant achieving the inequality. Secondly, we generalize our result to $L_{p}-L_{q}$ bounds for the covariance. Consequently, we recover Cheeger's inequality without using the co-area formula. We also prove a generalized weighted Hardy type inequality that is needed to derive our covariance inequalities and that is of independent interest. Finally, we explore some consequences of our covariance inequalities for $L_{p}$-Poincar\'{e} inequalities and moment bounds. In particular, we obtain optimal constants in general $L_{p}$-Poincar\'{e} inequalities for measures with finite isoperimetric constant, thus generalizing in dimension one Cheeger's inequality, which is a $L_{p}$-Poincar\'{e} inequality for $p=2$, to any real $p\geq 1$.

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