The Borell-Ehrhard Game
Probability
2018-06-22 v1 Functional Analysis
Metric Geometry
Abstract
A precise description of the convexity of Gaussian measures is provided by sharp Brunn-Minkowski type inequalities due to Ehrhard and Borell. We show that these are manifestations of a game-theoretic mechanism: a minimax variational principle for Brownian motion. As an application, we obtain a Gaussian improvement of Barthe's reverse Brascamp-Lieb inequality.
Keywords
Cite
@article{arxiv.1605.00285,
title = {The Borell-Ehrhard Game},
author = {Ramon van Handel},
journal= {arXiv preprint arXiv:1605.00285},
year = {2018}
}
Comments
23 pages