Poisson processes and a log-concave Bernstein theorem

DOI10.4064/SM180212-30-7MaRDI QIDQ5742244zbMATH OpenOpenAlexWikidataFDO

Authors B. Klartag, Joseph Lehec

Publication date 13 May 2019

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1802.04176, https://basepub.dauphine.fr/handle/123456789/18569

zbMATH Keywords

Laplace transformlog-concave measureslog-concave sequencesPoisson processes

Mathematics Subject Classification ID

Inequalities for sums, series and integrals (26D15) Laplace transform (44A10)

Abstract: 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 alternating Taylor coefficients. We establish concavity inequalities for sequences inspired by the Pr'ekopa-Leindler and the Walkup theorems. One of our main tools is a stochastic variational formula for the Poisson average.

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Cites work

• Duality formulas on the Poisson space
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• scientific article; zbMATH DE number 3108056 (Why is no real title available?)

Cited in

(26)

• Discrete variants of Brunn-Minkowski type inequalities
• Compound Poisson point processes, concentration and oracle inequalities
• On discrete \(L_p\) Brunn-Minkowski type inequalities
• Entropic curvature on graphs along Schrödinger bridges at zero temperature
• An analytic approach to cardinalities of sumsets
• Brunn-Minkowski type inequalities for the lattice point enumerator
• On discrete Brunn-Minkowski and isoperimetric type inequalities
• On a characterization of lattice cubes via discrete isoperimetric inequalities
• Log-concavity, ultra-log-concavity, and a maximum entropy property of discrete compound Poisson measures
• On the rate of Poisson process approximation to a Bernoulli process
• Berezin integrals and Poisson processes
• Transport proofs of some discrete variants of the Prékopa-Leindler inequality
• A criterium for the strict positivity of the density of the law of a Poisson process
• An elementary proof of the \(L^{1}\) log-Sobolev inequality for Poisson point processes
• Entropy-variance inequalities for discrete log-concave random variables via degree of freedom
• On Rogers–Shephard-type inequalities for the lattice point enumerator
• A discrete complement of Lyapunov's inequality and its information theoretic consequences
• Geometric and functional inequalities for log-concave probability sequences
• Boundary restricted Brunn-Minkowski inequalities
• A remark on discrete Brunn-Minkowski type inequalities via transportation of measure
• On the log-concavity of the Wright function
• Improvement of Wu's logarithmic Sobolev inequality via the Poisson-Föllmer process
• Majority dynamics: the power of one
• The Poisson transport map
• A Donsker-type theorem for log-likelihood processes
• Log-concavity and the maximum entropy property of the Poisson distribution

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