Bounds on the Poincaré constant for convolution measures

Abstract

We establish a Shearer-type inequality for the Poincaré constant, showing that the Poincaré constant corresponding to the convolution of a collection of measures can be nontrivially controlled by the Poincaré constants corresponding to convolutions of subsets of measures. This implies, for example, that the Poincaré constant is non-increasing along the central limit theorem. We also establish a dimension-free stability estimate for subadditivity of the Poincaré constant on convolutions which uniformly improves an earlier one-dimensional estimate of a similar nature by Johnson (2004). As a byproduct of our arguments, we find that the monotone properties of entropy, Fisher information and the Poincaré constant along the CLT find a common root in Shearer's inequality.