中文
相关论文

相关论文: A Brascamp-Lieb type covariance estimate

200 篇论文

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…

泛函分析 · 数学 2014-02-26 F. Barthe , D. Cordero-Erausquin

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…

泛函分析 · 数学 2011-10-25 Eric A. Carlen , Dario Cordero-Erausquin , Elliott H. Lieb

We propose algebraic criteria that yield sharp H\"{o}lder types of inequalities for the product of functions of Gaussian random vectors with arbitrary covariance structure. While our lower inequality appears to be new, we prove that the…

概率论 · 数学 2013-10-08 Wei-Kuo Chen , Nikos Dafnis , Grigoris Paouris

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…

泛函分析 · 数学 2026-03-04 João Miguel Machado , João P. G. Ramos

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 prove, using the Brascamp-Lieb inequality, that the Gaussian measure is the only strong log-concave measure having a strong log-concavity parameter equal to its covariance matrix. We also give a similar characterization of the Poisson…

概率论 · 数学 2019-05-09 Erwan Hillion , Oliver Johnson , Adrien Saumard

By differentiating a concavity principle arising from the Pr\'ekopa-Leindler inequality, we obtain a statement simultaneously strengthening the weighted boundary Poincar\'e inequality and the Brascamp-Lieb variance inequality. The resulting…

泛函分析 · 数学 2026-02-27 Sotiris Armeniakos , Jacopo Ulivelli

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…

泛函分析 · 数学 2018-01-16 Dario Cordero-Erausquin

We prove an $L^2$-stability estimate for the variance Brascamp-Lieb inequality [J. Funct. Anal. 22 (4), 366-389 (1976)] by bootstrapping the recent $L^1$-stability theorem of Machado and Ramos [arXiv:2511.22636] under an additional…

泛函分析 · 数学 2026-02-17 Károly J. Böröczky , Yaozhong W. Qiu , Cyril Roberto

We prove a nonlinear variant of the general Brascamp-Lieb inequality. Instances of this inequality are quite prevalent in analysis, and we illustrate this with substantial applications in harmonic analysis and partial differential…

经典分析与常微分方程 · 数学 2020-12-23 Jonathan Bennett , Neal Bez , Stefan Buschenhenke , Michael G. Cowling , Taryn C. Flock

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 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 investigate unbounded continuous spin-systems with infinite-range interactions. We develop a new technique for deducing decay of correlations from a uniform Poincar\'e inequality based on a directional Poincar\'e inequality, which we…

概率论 · 数学 2016-03-14 Christopher Henderson , Georg Menz

Starting from an extension of the Poisson bracket structure and Kubo-Martin-Schwinger-property of classical statistical mechanics of continuous systems to spin systems, defined on a lattice, we derive a series of, as we think, new and…

高能物理 - 理论 · 物理学 2007-05-23 Requardt M

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

In this article we consider a lattice system of unbounded continuos spins. Otto & Reznikoff used the two-scale approach to show that exponential decay of correlations yields a logarithmic Sobolev inequality (LSI) with uniform constant in…

概率论 · 数学 2014-04-11 Georg Menz

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…

偏微分方程分析 · 数学 2024-05-28 Kazuhiro Ishige , Qing Liu , Paolo Salani

A common goal in observational research is to estimate marginal causal effects in the presence of confounding variables. One solution to this problem is to use the covariate distribution to weight the outcomes such that the data appear…

统计方法学 · 统计学 2020-08-18 Kevin P. Josey , Elizabeth Juarez-Colunga , Fan Yang , Debashis Ghosh

We present a general class of unbiased improved estimators for physical observables in lattice gauge theory computations which significantly reduces statistical errors at modest computational cost. The error reduction techniques, referred…

高能物理 - 格点 · 物理学 2013-11-13 Thomas Blum , Taku Izubuchi , Eigo Shintani

We suggest novel correlation coefficients which equal the maximum correlation for a class of bivariate Lancaster distributions while being only slightly smaller than maximum correlation for a variety of further bivariate distributions. In…

统计方法学 · 统计学 2024-05-01 Hajo Holzmann , Bernhard Klar
‹ 上一页 1 2 3 10 下一页 ›