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An important connection between the finite dimensional Gaussian Wick product and Lebesgue convolution product will be proven first. Then this connection will be used to prove an important H\"older inequality for the norms of Gaussian Wick…

概率论 · 数学 2011-01-18 Paolo Da Pelo , Alberto Lanconelli , Aurel I. Stan

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…

经典分析与常微分方程 · 数学 2017-11-23 Kevin O'Neill

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…

经典分析与常微分方程 · 数学 2023-07-18 Jonathan Bennett , Terence Tao

We consider a family of jointly Gaussian random vectors $\xi_j \in \mathbb{R}^{k_j}$, each standard normal but possibly correlated, and investigate when\[ \mathbb{E}\, F\!\Bigl(B\bigl(|T_{z_1} f_1(\xi_1)|,\dots,|T_{z_n}…

泛函分析 · 数学 2025-06-11 Paata Ivanisvili , Pavlos Kalantzopoulos

We give a new approach, inspired by H\"ormander's $L^2$-method, to weighted variance inequalities which extend results obtained by Bobkov and Ledoux. It provides in particular a local proof of the dimensional functional forms of the…

泛函分析 · 数学 2013-11-06 Van Hoang Nguyen

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.…

概率论 · 数学 2024-07-09 Michel Weber

We fuse between the Rogers-Shephard inequality for the Lebesgue measure and Royen's Gaussian Correlation Inequality, simultaneously extending both into a single sharp inequality for the Gaussian measure $\gamma$ on $\mathbb{R}^n$, stating…

泛函分析 · 数学 2026-02-10 Emanuel Milman , Shohei Nakamura , Hiroshi Tsuji

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…

泛函分析 · 数学 2025-10-30 Emanuel Milman

We prove a very general sharp inequality of the H\"older--Young--type for functions defined on infinite dimensional Gaussian spaces. We begin by considering a family of commutative products for functions which interpolates between the…

概率论 · 数学 2015-04-24 Paolo Da Pelo , Alberto Lanconelli , Aurel I. Stan

In this article, we derive a new covariance estimate. The estimate has a similar structure as the Brascamp-Lieb inequality and is optimal for ferromagnetic Gaussian measures. It can be naturally applied to deduce decay of correlations of…

概率论 · 数学 2014-02-24 Georg Menz

Brascamp-Lieb inequalities are entropy inequalities which have a dual formulation as generalized Young inequalities. In this work, we introduce a fully quantum version of this duality, relating quantum relative entropy inequalities to…

量子物理 · 物理学 2023-03-17 Mario Berta , David Sutter , Michael Walter

In this article we take a probabilistic look at H\"older's inequality, considering the ratio of terms in the classical H\"older inequality for random vectors in $\mathbb{R}^n$. We prove a central limit theorem for this ratio, which then…

概率论 · 数学 2023-01-23 Lorenz Frühwirth , Joscha Prochno

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…

概率论 · 数学 2019-08-15 Joseph Lehec

We formulate generalized Brascamp-Lieb inequalities for representations of bipartite quivers and establish necessary and sufficient conditions for such inequalities. Notably, we show contra Lieb that Gaussians do not saturate certain types…

经典分析与常微分方程 · 数学 2025-01-22 Nicholas Hu

A new proof is given for the fact that centered gaussian functions saturate the Euclidean forward-reverse Brascamp-Lieb inequalities, extending the Brascamp-Lieb and Barthe theorems. A duality principle for best constants is also developed,…

泛函分析 · 数学 2019-08-30 Thomas A. Courtade , Jingbo Liu

In this paper, we are interested in Gaussian versions of the classical Brunn-Minkowski inequality. We prove in a streamlined way a semigroup version of the Ehrard inequality for $m$ Borel or convex sets based on a previous work by Borell.…

概率论 · 数学 2009-07-09 Franck Barthe , Nolwen Huet

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…

经典分析与常微分方程 · 数学 2025-06-18 Neal Bez , Shohei Nakamura

We propose a new Borell-Brascamp-Lieb inequality which leads to novel sharp Euclidean inequalities such as Gagliardo-Nirenberg-Sobolev inequalities in R^n and in the half-space R^n\_+. This gives a new bridge between the geometric pont of…

Given a probability measure $\mu$ supported on a convex subset $\Omega$ of Euclidean space $(\mathbb{R}^d,g_0)$, we are interested in obtaining Poincar\'e and log-Sobolev type inequalities on $(\Omega,g_0,\mu)$. To this end, we change the…

泛函分析 · 数学 2016-07-01 Alexander V. Kolesnikov , Emanuel Milman

We prove a reverse form of the multidimensional Brascamp-Lieb inequality. Our method also gives a new way to derive the Brascamp-Lieb inequality and is rather convenient for the study of equality cases.

泛函分析 · 数学 2016-09-07 Franck Barthe
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