Related papers: On Convex Functions of Gaussian Variables

We prove a pointwise version of the multi-dimensional central limit theorem for convex bodies. Namely, let X be an isotropic random vector in R^n with a log-concave density. For a typical subspace E in R^n of dimension n^c, consider the…

We find sufficient conditions for log-convexity and log-concavity for the functions of the forms $a\mapsto\sum{f_k}(a)_kx^k$, $a\mapsto\sum{f_k}\Gamma(a+k)x^k$ and $a\mapsto\sum{f_k}x^k/(a)_k$. The most useful examples of such functions are…

We establish an ordinary as well as a logarithmical convexity of the Moment Generating Function (MGF) for the centered random variable and vector (r.v.) satisfying the Kramer's condition. Our considerations are based on the theory of the…

The concentration of measure phenomenon in Gauss' space states that every $L$-Lipschitz map $f$ on $\mathbb R^n$ satisfies \[ \gamma_{n} \left(\{ x : | f(x) - M_{f} | \geqslant t \} \right) \leqslant 2 e^{ - \frac{t^2}{ 2L^2} }, \quad t>0,…

The intrinsic volumes of a convex cone are geometric functionals that return basic structural information about the cone. Recent research has demonstrated that conic intrinsic volumes are valuable for understanding the behavior of random…

We show a general phenomenon of the constrained functional value for densities satisfying general convexity conditions, which generalizes the observation in Bobkov and Madiman (2011) that the entropy per coordinate in a log-concave random…

We prove a sharp moment inequality for a log-concave or a log-convex function, on Gaussian random vectors. As an application we take a stability result for the classical logarithmic Sobolev inequality of L. Gross in the case where the…

Many star bodies have convex subsets with approximately the same Gaussian measure (of the complement). Inspired by this phenomenon, and in connection with the randomized Dvoretzky theorem for Lorentz spaces, we derive bounds on the…

A celebrated result in convex geometry is Gr\"unbaum's inequality, which quantifies how much volume of a convex body can be cut off by a hyperplane passing through its barycenter. In this work, we establish a series of sharp Gr\"unbaum-type…

This work includes a new characterization of the multivariate normal distribution. In particular, it is shown that a positive density function $f$ is Gaussian if and only if the $f(x+ y)/f(x)$ is convex in $x$ for every $y$. This result has…

The Wills functional $\mathcal{W}(K)$ of a convex body $K$, defined as the sum of its intrinsic volumes $\mathrm{V}_i(K)$, turns out to have many interesting applications and properties. In this paper we make profit of the fact that it can…

We consider the problems of \emph{learning} and \emph{testing} real-valued convex functions over Gaussian space. Despite the extensive study of function convexity across mathematics, statistics, and computer science, its learnability and…

The paper is concerned with proving the equivalence of convexity or concavity properties of thermodynamic functions, such as energy and entropy, depending on different sets of variables. These variables are the basic thermodynamic state…

Let X Nv(0, {\Lambda}) be a normal vector in v dimensions, where {\Lambda} is diagonal. With reference to the truncated distribution of X on the interior of a v-dimensional Euclidean ball, we completely prove a variance inequality and a…

Intrinsic volumes of convex sets are natural geometric quantities that also play important roles in applications, such as linear inverse problems with convex constraints, and constrained statistical inference. It is a well-known fact that,…

We study sequential probability assignment in the Gaussian setting, where the goal is to predict, or equivalently compress, a sequence of real-valued observations almost as well as the best Gaussian distribution with mean constrained to a…

We prove that any random variable $X$ whose moment generating function is point-wise upper bounded by that of $ G \sim \mathcal{N}(0,1) $ must be dominated by $ G/\mathbb{E}[|G|] $ in convex order, meaning $ \mathbb{E}[f(X)] \le…

We study the discrepancy between the distribution of a vector-valued functional of i.i.d. random elements and that of a Gaussian vector. Our main contribution is an explicit bound on the convex distance between the two distributions,…

In this paper we prove different functional inequalities extending the classical Rogers-Shephard inequalities for convex bodies. The original inequalities provide an optimal relation between the volume of a convex body and the volume of…

Let $U_1,U_2,\ldots$ be random points sampled uniformly and independently from the $d$-dimensional upper half-sphere. We show that, as $n\to\infty$, the $f$-vector of the $(d+1)$-dimensional convex cone $C_n$ generated by $U_1,\ldots,U_n$…