arXiv Statistics ML By Yanjin Xiang, Zhihua Zhang

Poincar\'e's Inequality on Sliding-Window Occupation Count Kernels and the Optimal Normalized Spectral-Gap Constant

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The paper studies the spectral gap of a projected count kernel τP_n derived from an irreducible reversible Markov kernel P on an m‑state space. It establishes bounds on the optimal normalized comparison constant c_m^* = inf nGap( τP_n)/Gap(P), showing 1/(1080m) ≤ c_m^* ≤ q_{m-2} where q_{r+1}=q_r(1-q_r) and q_0=1/4. The authors prove that q_{m-2}=(m+log m+O(1))^{-1}, implying c_m^*=Θ(m^{-1}) and that the reciprocal optimal comparison cost C_m^{opt} grows linearly with m; exact values are given for the two‑state case.

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