On matrix-valued log-concavity and related Prekopa and Brascamp-Lieb inequalities

2018/01/15 by Cordero-Erausquin, Dario
#Analysis of PDEs (math.AP) #FOS: Mathematics #Functional Analysis (math.FA)

paper · doi:10.48550/arxiv.1801.04862

Abstract

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 matrix weights.

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