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A concentration property of the functional ${-}\log f(X)$ is demonstrated, when a random vector X has a log-concave density f on $\mathbb{R}^n$. This concentration property implies in particular an extension of the Shannon-McMillan-Breiman…

Probability · Mathematics 2012-11-20 Sergey Bobkov , Mokshay Madiman

The H\"older-Brascamp-Lieb inequalities are a collection of multilinear inequalities generalizing a convolution inequality of Young and the Loomis-Whitney inequalities. The full range of exponents was classified in Bennett et al. (2008). In…

Classical Analysis and ODEs · Mathematics 2017-11-23 Kevin O'Neill

Threshold-type counts based on multivariate occupancy models with log concave marginals admit bounded size biased couplings under weak conditions, leading to new concentration of measure results for random graphs, germ-grain models in…

Probability · Mathematics 2017-05-25 Jay Bartroff , Larry Goldstein , Ümit Işlak

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 explore the consequences of the so-called intertwinings between gradients and Markov diffusion operators on $R^d$ in terms of second-order Brascamp-Lieb inequalities for log-concave distributions and beyond, extending our inequalities…

Probability · Mathematics 2017-10-24 Michel Bonnefont , Aldéric Joulin

It is well-known that measures whose density is the form $e^{-V}$ where $V$ is a uniformly convex potential on $\RR^n$ attain strong concentration properties. In search of a notion of log-concavity on the discrete hypercube, we consider…

Probability · Mathematics 2020-07-28 Ronen Eldan , Omer Shamir

We give a simple alternative proof of Royen's Gaussian Correlation inequality by using (a slightly generalized version of) Nakamura-Tsuji's symmetric inverse Brascamp-Lieb inequality for even log-concave functions. We explain that this…

Functional Analysis · Mathematics 2025-10-30 Emanuel Milman

We study stability issues for the so-called Borell-Brascamp-Lieb inequalities, proving that when near equality is realized, the involved functions must be $L^1$-close to be $p$-concave and to coincide up to homotheties of their graphs.

Functional Analysis · Mathematics 2017-02-01 Andrea Rossi , Paolo Salani

By employing the recently obtained sharp stability versions of the Pr\'ekopa--Leindler inequality, we are able to obtain a sharp quantitative stability version for the Brascamp--Lieb inequality, as well as several different results on the…

Functional Analysis · Mathematics 2026-03-04 João Miguel Machado , João P. G. Ramos

In this paper, we derive sharp nonlinear dimension-free Brascamp--Lieb inequalities (including hypercontractivity inequalities) for distributions on Polish spaces, which strengthen the classic Brascamp--Lieb inequalities. Applications…

Functional Analysis · Mathematics 2021-11-23 Lei Yu

We strengthen, in two different ways, the so called Borell-Brascamp- Lieb inequality in the class of power concave functions with compact support. As examples of applications we obtain two quantitative versions of the Brunn- Minkowski…

Analysis of PDEs · Mathematics 2015-08-05 Daria Ghilli , Paolo Salani

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

We reveal a connection of the Brascamp-Lieb inequality with Skorokhod embedding. Error bounds for the inequality in terms of variance are also provided.

Probability · Mathematics 2014-09-03 Yuu Hariya

We give a short proof of the Brascamp-Lieb theorem, which asserts that a certain general form of Young's convolution inequality is saturated by Gaussian functions. The argument is inspired by Borell's stochastic proof of the…

Probability · Mathematics 2019-08-15 Joseph Lehec

We observe that the distribution of the eigenvalues of an $N$-by-$N$ GUE random matrix is log-concave on $\mathbb{R}^N$, and that the same is true for the law of a single gap between two consecutive eigenvalues. We use this observation to…

Probability · Mathematics 2026-01-12 Samuel G. G. Johnston

We study and develop multilevel methods for the numerical approximation of a log-concave probability $\pi$ on $\mathbb{R}^d$, based on (over-damped) Langevin diffusion. In the continuity of \cite{art:egeapanloup2021multilevel} concentrated…

Numerical Analysis · Mathematics 2023-01-24 Maxime Egéa

We establish a structure theorem for the Brascamp--Lieb constant formulated in the general setting of locally compact abelian groups. This extends and unifies the finiteness characterisations previously known for euclidean spaces and for…

Functional Analysis · Mathematics 2024-12-30 Jonathan Bennett , Michael G. Cowling

It was observed recently in work of Bez, Buschenhenke, Cowling, Flock and the first author, that the euclidean Brascamp-Lieb inequality satisfies a natural and useful Fourier duality property. The purpose of this paper is to establish an…

Classical Analysis and ODEs · Mathematics 2020-11-30 Jonathan Bennett , Eunhee Jeong

This note describes non-asymptotic variance and tail bounds for order statistics of samples of independent identically distributed random variables. Those bounds are checked to be asymptotically tight when the sampling distribution belongs…

Probability · Mathematics 2012-11-05 Stephane Boucheron , Maud Thomas

We establish a nonlinear generalisation of the classical Brascamp-Lieb inequality in the case where the Lebesgue exponents lie in the interior of the finiteness polytope. As a corollary we show that the best constant in Young's convolution…

Classical Analysis and ODEs · Mathematics 2018-01-17 Jonathan Bennett , Neal Bez , Stefan Buschenhenke , Taryn C. Flock