A convex/log-concave correlation inequality for Gaussian measure and an application to abstract Wiener spaces

DOI10.1007/S00440-004-0365-8MaRDI QIDQ1765112zbMATH OpenOpenAlexFDO

Authors Gilles Hargé

Publication date 22 February 2005

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00440-004-0365-8

zbMATH Keywords

Gaussian measureLog-concavityOptimal transportationSemigroupsStochastic analysis

Mathematics Subject Classification ID

Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Inequalities; stochastic orderings (60E15) Stochastic integrals (60H05)

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Cited in

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• Meyer's inequality of the type \(L(\log L)^\alpha\) on abstract Wiener spaces
• The notion of convexity and concavity on Wiener space
• An extremal property of the normal distribution, with a discrete analog
• A generalization of Caffarelli's contraction theorem via (reverse) heat flow
• Transport-majorization to analytic and geometric inequalities
• The CLT in high dimensions: quantitative bounds via martingale embedding
• On the equivalence of the centered Gaussian measure in \(L_{2}\) with the correlation operator \(( \frac{-d^{2}}{dx^{2}})^{-1}\) and the conditional Wiener measure
• Chernoff's density is log-concave
• Second order asymptotics for matrix models
• An elementary approach to free entropy theory for convex potentials
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