Log-concave measures

MaRDI QIDQ3584191zbMATH OpenFDO

Authors A. S. Üstünel, Denis Feyel

Publication date 27 August 2010

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

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)

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.

Recommendations

• Logarithmic convexity of push-forward measures
• Logarithmically-concave moment measures. I
• On the Poincaré constant of log-concave measures
• On logarithms of measures
• Geometry of log-concave functions and measures
• Log-concave probability and its applications
• Log-concave probability and its applications
• Log-concave functions
• scientific article; zbMATH DE number 1150020
• On the equivalence of modes of convergence for log-concave measures

Cited in

(14)

• Parametric regularity of the conditional expectations via the Malliavin calculus and applications
• scientific article; zbMATH DE number 3870324 (Why is no real title available?)
• Quantitative bounds on the rate of approach to equilibrium for some one-dimensional stochastic nonlinear Schrödinger equations
• On logarithmically concave measures and on their application to stochastic processes, linearly generated by independent variables
• On the Poincaré constant of log-concave measures
• On measures strongly log-concave on a subspace
• A Hidden Markov Approach to Disability Insurance
• A set of positive Gaussian measure with uniformly zero density everywhere.
• Example of a non-log-concave Duistermaat-Heckman measure
• Absolute continuity of distributions of polynomials on spaces with log-concave measures
• On the equivalence of modes of convergence for log-concave measures
• Remarks on the Relation of Log-Concave and Contoured Distributions in $${\mathbb {R}}^n$$
• Geometrization of probability
• Lipschitz changes of variables between perturbations of log-concave measures

This page was built for publication: Log-concave measures

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3584191)