On matrix-valued log-concavity and related Prekopa and Brascamp-Lieb inequalities
Functional Analysis
2018-01-16 v1 Analysis of PDEs
Abstract
We propose a new, self-contained, approach to H. Raufi's extension of Prekopa's theorem for matrix-valued log-concave functions. Along the way, new related inequalities are established, in particular a Brascamp-Lieb variance inequality for matrix weights.
Keywords
Cite
@article{arxiv.1801.04862,
title = {On matrix-valued log-concavity and related Prekopa and Brascamp-Lieb inequalities},
author = {Dario Cordero-Erausquin},
journal= {arXiv preprint arXiv:1801.04862},
year = {2018}
}