Robustness of the Gaussian concentration inequality and the Brunn-Minkowski inequality (Q2403776): Difference between revisions

In this paper, the authors provide a sharp quantitative version of the Gaussian concentration inequality: for every \(r>0\), the difference between the measure of the \(r\)-enlargement of a given set and the \(r\)-enlargement of a half-space controls the square of the measure of the symmetric difference between the set and a suitable half-space. They also prove a similar estimate in the Euclidean setting for the enlargement with a general convex set. This is equivalent to the stability of the Brunn-Minkowski inequality for the Minkowski sum between a convex set and a generic one. The Gaussian concentration inequality is one of the most important examples of concentration of measure phenomenon, and a basic inequality in probability. It states that the measure of the \(r\)-enlargement of a set \(E\) is larger than the measure of the \(r\)-enlargement of a half-space \(H\) having the same volume than \(E\). Moreover, the measures are the same only if \(E\) itself is a half-space. The \(r\)-enlargement of a given set \(E\) is the Minkowski sum between the set and the ball of radius \(r\). A natural question is the stability of the Gaussian concentration inequality: can we control the distance between \(E\) and \(H\) with the gap of the Gaussian concentration inequality (the difference of the measures of the enlargements of \(E\) and \(H\))? We measure the distance between \(E\) and \(H\) by the Fraenkel asymmetry which is the measure of their symmetric difference. The authors prove that the gap of the Gaussian concentration inequality controls the square of the Fraenkel asymmetry. This extends the stability of the Gaussian isoperimetric inequality. Their proof is based on the simple observation that the \(r\)-enlargement of a half-space \(H\) can never completely cover the \(r\)-enlargement of the set \(E\). This fact, which is essentially due to the convexity of the half-space, enables them to directly relate the problem to the stability of the Gaussian isoperimetric inequality. Their approach can be also adapted to the Euclidean setting for the enlargement with a given convex set \(K\). The Euclidean concentration inequality can be written as the Brunn-Minkowski inequality in the case of the Minkowski sum between a convex set and a generic one. Our interest in refining the Brunn-Minkowski inequality is motivated by the fact that it is one of the most fundamental inequalities in analysis. As for the Gaussian concentration inequality, also in the Euclidean case they prove that the concentration gap controls the square of the asymmetry. As a corollary, they obtain the sharp quantitative Brunn-Minkowski inequality when one of the set is convex.