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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 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 study the statistics of the extremes of a discrete Gaussian field with logarithmic correlations at the level of the Gibbs measure. The model is defined on the periodic interval $[0,1]$, and its correlation structure is nonhierarchical.…

概率论 · 数学 2014-05-19 Louis-Pierre Arguin , Olivier Zindy

We show that, for general convolution approximations to a large class of log-correlated Gaussian fields, the properly normalised supercritical Gaussian multiplicative chaos measures converge stably to a nontrivial limit. This limit depends…

概率论 · 数学 2025-12-01 Federico Bertacco , Martin Hairer

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…

统计理论 · 数学 2014-04-24 Adrien Saumard , Jon A. Wellner

An important theme in recent work in asymptotic geometric analysis is that many classical implications between different types of geometric or functional inequalities can be reversed in the presence of convexity assumptions. In this note,…

概率论 · 数学 2015-07-22 Elizabeth S. Meckes , Mark W. Meckes

We introduce and initiate the study of new parameters associated with any norm and any log-concave measure on $\mathbb R^n$, which provide sharp distributional inequalities. In the Gaussian context this investigation sheds light to the…

泛函分析 · 数学 2017-10-23 Grigoris Paouris , Petros Valettas

In this paper, we consider the log-concave ensemble of random matrices, a class of covariance-type matrices $XX^*$ with isotropic log-concave $X$-columns. A main example is the covariance estimator of the uniform measure on isotropic convex…

概率论 · 数学 2022-12-23 Zhigang Bao , Xiaocong Xu

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

We discuss interplays between log-concave functions and log-concave sequences. We prove a Bernstein-type theorem, which characterizes the Laplace transform of log-concave measures on the half-line in terms of log-concavity of the…

概率论 · 数学 2018-07-10 Bo'az Klartag , Joseph Lehec

We show that the convolution of a compactly supported measure on $\mathbb{R}$ with a Gaussian measure satisfies a logarithmic Sobolev inequality (LSI). We use this result to give a new proof of a classical result in random matrix theory…

概率论 · 数学 2014-11-07 David Zimmermann

The optimal transport map between the standard Gaussian measure and an $\alpha$-strongly log-concave probability measure is $\alpha^{-1/2}$-Lipschitz, as first observed in a celebrated theorem of Caffarelli. In this paper, we apply two…

概率论 · 数学 2022-03-10 Sinho Chewi , Aram-Alexandre Pooladian

We prove stability estimates for the Bakry-Emery bound on Poincar\'e and logarithmic Sobolev constants of uniformly log-concave measures. In particular, we improve the quantitative bound in a result of De Philippis and Figalli asserting…

泛函分析 · 数学 2018-09-17 Thomas A. Courtade , Max Fathi

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…

概率论 · 数学 2016-06-14 Dario Cordero-Erausquin

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

Motivated, in part, by the desire to develop an information-theoretic foundation for compound Poisson approximation limit theorems (analogous to the corresponding developments for the central limit theorem and for simple Poisson…

信息论 · 计算机科学 2010-10-21 Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

Sufficient conditions are developed, under which the compound Poisson distribution has maximal entropy within a natural class of probability measures on the nonnegative integers. Recently, one of the authors [O. Johnson, {\em Stoch. Proc.…

组合数学 · 数学 2013-03-20 Oliver Johnson , Ioannis Kontoyiannis , Mokshay Madiman

A key task in Bayesian statistics is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). However, without any assumptions, sampling (even approximately) can be #P-hard, and few…

机器学习 · 计算机科学 2018-12-03 Rong Ge , Holden Lee , Andrej Risteski

We propose a new approach to deriving quantitative mean field approximations for any probability measure $P$ on $\mathbb{R}^n$ with density proportional to $e^{f(x)}$, for $f$ strongly concave. We bound the mean field approximation for the…

概率论 · 数学 2022-06-06 Daniel Lacker , Sumit Mukherjee , Lane Chun Yeung

We prove that the (B) conjecture and the Gardner-Zvavitch conjecture are true for all log-concave measures that are rotationally invariant, extending previous results known for Gaussian measures. Actually, our result apply beyond the case…

度量几何 · 数学 2022-10-03 Dario Cordero-Erausquin , Liran Rotem
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