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We use Brascamp-Lieb's inequality to obtain new decoupling inequalities for general Gaussian vectors, and for stationary cyclic Gaussian processes. In the second case, we use a version by Bump and Diaconis of the strong Szego limit theorem.…

Probability · Mathematics 2024-07-09 Michel Weber

We consider the entropy of sums of independent discrete random variables, in analogy with Shannon's Entropy Power Inequality, where equality holds for normals. In our case, infinite divisibility suggests that equality should hold for…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Yaming Yu

We determine the log-Sobolev constant of the multi-urn Bernoulli-Laplace diffusion model with arbitrary parameters, up to a small universal multiplicative constant. Our result extends a classical estimate of Lee and Yau (1998) and confirms…

Probability · Mathematics 2020-04-14 Justin Salez

Upper bounds are obtained for the heat content of an open set D in a geodesically complete Riemannian manifold M with Dirichlet boundary condition on bd(D), and non-negative initial condition. We show that these upper bounds are close to…

Spectral Theory · Mathematics 2011-06-03 M. van den Berg , P. Gilkey , K. Kirsten , A. Grigor'yan

The article is devoted to the construction of examples that illustrate (using computer calculations) the rate of convergence of Chernoff approximations to the solution of the Cauchy problem for the heat equation. We are interested in the…

Numerical Analysis · Mathematics 2025-12-25 K. A. Katalova , N. Nikbakht , I. D. Remizov

We prove a quantitative version of a sharp integral inequality by Hang, Wang, and Yan for both the Poisson operator and its adjoint. Our result has the strongest possible norm and the optimal stability exponent. This stability exponent is…

Analysis of PDEs · Mathematics 2025-08-14 Rupert L. Frank , Jonas W. Peteranderl , Larry Read

We apply the shifted composition rule -- an information-theoretic principle introduced in our earlier work [AC23] -- to establish shift Harnack inequalities for the Langevin diffusion. We obtain sharp constants for these inequalities for…

Probability · Mathematics 2024-01-02 Jason M. Altschuler , Sinho Chewi

We investigate the optimality problem associated with the best constants in a class of Bohnenblust--Hille type inequalities for $m$--linear forms. While germinal estimates indicated an exponential growth, in this work we provide strong…

Functional Analysis · Mathematics 2018-04-03 Daniel Pellegrino , Eduardo Teixeira

Sharp error estimates in terms of the fractional Laplacian and a weighted Besov norm are obtained for Pitt's inequality by using the spectral representation with weights for the fractional Laplacian due to Frank, Lieb and Seiringer and the…

Analysis of PDEs · Mathematics 2009-07-31 William Beckner

We review and formulate results concerning log-concavity and strong-log-concavity in both discrete and continuous settings. We show how preservation of log-concavity and strongly log-concavity on $\mathbb{R}$ under convolution follows from…

Statistics Theory · Mathematics 2014-04-24 Adrien Saumard , Jon A. Wellner

In this paper, we provide a new PDE proof for the celebrated Borell--Brascamp--Lieb inequality. Our approach reveals a deep connection between the Borell--Brascamp--Lieb inequality and properties of diffusion equations of porous medium type…

Analysis of PDEs · Mathematics 2024-05-28 Kazuhiro Ishige , Qing Liu , Paolo Salani

The Weak Law of Large Numbers is traced chronologically from its inception as Jacob Bernoulli's Theorem in 1713, through De Moivre's Theorem, to ultimate forms due to Uspensky and Khinchin in the 1930s, and beyond. Both aspects of Jacob…

Statistics Theory · Mathematics 2013-09-26 Eugene Seneta

An inequality of Brascamp and Lieb provides a bound on the covariance of two functions with respect to log-concave measures. The bound estimates the covariance by the product of the $L^2$ norms of the gradients of the functions, where the…

Functional Analysis · Mathematics 2011-10-25 Eric A. Carlen , Dario Cordero-Erausquin , Elliott H. Lieb

We prove that the best so far known constant $c_p=\frac{p^{-p}}{1-p},\, p\in(0,1)$ of a domination inequality, which originates to Lenglart, is sharp. In particular, we solve an open question posed by Revuz and Yor. Motivated by the…

Probability · Mathematics 2021-03-23 Sarah Geiss , Michael Scheutzow

We prove a conjecture in fluid dynamics concerning optimal bounds for heat transportation in the infinite Prandtl number limit. Due to a maximum principle property for the temperature exploited by Constantin-Doering and Otto-Seis, this…

Analysis of PDEs · Mathematics 2025-02-27 Sagun Chanillo , Andrea Malchiodi

We show that the sharp constant in the Hardy-Littlewood-Sobolev inequality can be derived using the method that we employed earlier for a similar inequality on the Heisenberg group. The merit of this proof is that it does not rely on…

Functional Analysis · Mathematics 2012-05-07 Rupert L. Frank , Elliott H. Lieb

We consider the linear dissipative Boltzmann equation describing inelastic interactions of particles with a fixed background. For the simplified model of Maxwell molecules first, we give a complete spectral analysis, and deduce from it the…

Analysis of PDEs · Mathematics 2009-02-20 Bertrand Lods , Clément Mouhot , Giuseppe Toscani

This letter is devoted to results on intermediate asymptotics for the heat equation. We study the convergence towards a stationary solution in self-similar variables. By assuming the equality of some moments of the initial data and of the…

Analysis of PDEs · Mathematics 2009-08-18 Jean-Philippe Bartier , Adrien Blanchet , Jean Dolbeault , Miguel Escobedo

We consider the Brascamp--Lieb inequalities concerning multilinear integrals of products of functions in several dimensions. We give a complete treatment of the issues of finiteness of the constant, and of the existence and uniqueness of…

Metric Geometry · Mathematics 2007-05-23 Jonathan Bennett , Anthony Carbery , Michael Christ , Terence Tao

We study an inverse parabolic problem of identifying two source terms in heat equation with dynamic boundary conditions from a final time overdetermination data. Using a weak solution approach by Hasanov, the associated cost functional is…

Analysis of PDEs · Mathematics 2022-03-22 E. M. Ait Ben Hassi , S. E. Chorfi , L. Maniar
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