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We derive upper bounds on the fluctuations of a class of random surfaces of the $\nabla \phi$-type with convex interaction potentials. The Brascamp-Lieb concentration inequality provides an upper bound on these fluctuations for uniformly…

Probability · Mathematics 2024-01-23 Paul Dario

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 continue our investigation of the intertwining relations for Markov semigroups and extend the results of [9] to multi-dimensional diffusions. In particular these formulae entail new functional inequalities of Brascamp-Lieb type for…

Probability · Mathematics 2016-02-12 Marc Arnaudon , Michel Bonnefont , Aldéric Joulin

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…

Functional Analysis · Mathematics 2018-01-16 Dario Cordero-Erausquin

We investigate quantitative implications of the notion of log-concavity through a probabilistic interpretation. In particular, we derive concentration inequalities, moment and entropy bounds for random variables satisfying a precise degree…

Probability · Mathematics 2026-02-19 Arnaud Marsiglietti , James Melbourne

We show that a strong version of the Brascamp--Lieb inequality for symmetric log-concave measure with $\alpha$-homogeneous potential $V$ is equivalent to a $p$-Brunn--Minkowski inequality for level sets of $V$ with some $p(\alpha,n)<0$. We…

Functional Analysis · Mathematics 2026-02-11 Alexander V. Kolesnikov , Galyna Livshyts , Liran Rotem

We provide variants and improvements of the Brascamp-Lieb variance inequality which take into account the invariance properties of the underlying measure. This is applied to spectral gap estimates for log-concave measures with many…

Functional Analysis · Mathematics 2014-02-26 F. Barthe , D. Cordero-Erausquin

We review some simple techniques based on monotone mass transport that allow to obtain transport-type inequalities for any log-concave probability measure, and for more general measures as well. We discuss quantitative forms of these…

Probability · Mathematics 2016-06-14 Dario Cordero-Erausquin

The Brascamp-Lieb inequality in harmonic analysis was proved by Brascamp and Lieb in the rank one case in 1976, and by Lieb in 1990. It says that in a certain inequality, the optimal constant can be determined by checking the inequality for…

Metric Geometry · Mathematics 2024-12-19 Károly J. Böröczky

We establish concentration inequalities in the class of ultra log-concave distributions. In particular, we show that ultra log-concave distributions satisfy Poisson concentration bounds. As an application, we derive concentration bounds for…

Probability · Mathematics 2021-10-04 Heshan Aravinda , Arnaud Marsiglietti , James Melbourne

Given any (forward) Brascamp--Lieb inequality on euclidean space, a famous theorem of Lieb guarantees that gaussian near-maximizers always exist. Recently, Barthe and Wolff used mass transportation techniques to establish a counterpart to…

Classical Analysis and ODEs · Mathematics 2025-06-18 Neal Bez , Shohei Nakamura

Brascamp-Lieb inequalities have been important in analysis, mathematical physics and neighboring areas. Recently, these inequalities have had a deep influence on Fourier analysis and, in particular, on Fourier restriction theory. In this…

Classical Analysis and ODEs · Mathematics 2022-06-03 Ruixiang Zhang

The Brascamp-Lieb inequalities are a generalization of the H\"older, Loomis-Whitney, Young, and Finner inequalities that have found many applications in harmonic analysis and elsewhere. In this paper we introduce an "adjoint" version of…

Classical Analysis and ODEs · Mathematics 2023-07-18 Jonathan Bennett , Terence Tao

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

The seminal 1975 work of Brascamp-Lieb-Lebowitz initiated the rigorous study of Ginzberg-Landau random surface models. It was conjectured therein that fluctuations are localized on $\mathbb Z^d$ when $d\geq 3$ for very general potentials,…

Probability · Mathematics 2024-03-18 Mark Sellke

We study the infimum of the best constant in a functional inequality, the Brascamp-Lieb-like inequality, over auxiliary measures within a neighborhood of a product distribution. In the finite alphabet and the Gaussian cases, such an infimum…

Information Theory · Computer Science 2016-02-09 Jingbo Liu , Thomas A. Courtade , Paul Cuff , Sergio Verdu

Log-concave distributions include some important distributions such as normal distribution, exponential distribution and so on. In this note, we show inequalities between two Lp-norms for log-concave distributions on the Euclidean space.…

Statistics Theory · Mathematics 2019-03-26 Tomohiro Nishiyama

We extend the theory of concentration inequalities to simple random tensors with heavy-tailed coefficients. Specifically, we consider the class of sub-Weibull distributions $\mathcal{S}_\alpha$ for $\alpha \in [1, 2]$. We establish…

Mathematical Finance · Quantitative Finance 2026-03-11 Yunfan Zhao

We establish an effective upper bound for the Brascamp-Lieb constant associated to a weighted family of linear maps.

Classical Analysis and ODEs · Mathematics 2026-04-10 Timothée Bénard , Weikun He

A lower bound on the probability $P(0<X<\delta)$ for all real $\delta>0$ and all random variables $X$ with log-concave p.d.f.'s such that $EX=0$ and $EX^2=1$ is obtained.

Probability · Mathematics 2026-02-09 Iosif Pinelis
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