Log-concave measures

zbMATH Open1211.60002arXiv1005.5127MaRDI QIDQ3584191FDOQ3584191

Authors: A. S. Üstünel, Denis Feyel 

Publication date: 27 August 2010

Abstract: We study the log-concave measures, their characterization via the Pr'ekopa-Leindler property and also define a subset of it whose elements are called super log-concave measures which have the property of satisfying a logarithmic Sobolev inequality. We give some results about their stability. Certain relations with measure transportation of Monge-Kantorovitch and the Monge-Amp'ere equation are also indicated with applications.

Full work available at URL: https://arxiv.org/abs/1005.5127

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zbMATH Keywords

Wiener spacelog-concave measurePrékopa-Leindler property

Mathematics Subject Classification ID

Probability theory on linear topological spaces (60B11) Applications of stochastic analysis (to PDEs, etc.) (60H30) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20)

Cited In (14)

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• Quantitative bounds on the rate of approach to equilibrium for some one-dimensional stochastic nonlinear Schrödinger equations
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• Remarks on the Relation of Log-Concave and Contoured Distributions in $${\mathbb {R}}^n$$
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