On the convex infimum convolution inequality with optimal cost function

MaRDI QIDQ4597229zbMATHFDO

Authors Marta Strzelecka, Michał Strzelecki, Tomasz Tkocz

Publication date 12 December 2017

Full work available at URL https://arxiv.org/abs/1702.07321

zbMATH Keywords

convex functionsinfimum convolutionweak and strong momentslog-concave tails

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Convexity of real functions in one variable, generalizations (26A51) Convexity of real functions of several variables, generalizations (26B25)

Abstract: We show that every symmetric random variable with log-concave tails satisfies the convex infimum convolution inequality with an optimal cost function (up to scaling). As a result, we obtain nearly optimal comparison of weak and strong moments for symmetric random vectors with independent coordinates with log-concave tails.

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Cites work

• scientific article; zbMATH DE number 2034507 (Why is no real title available?)
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• A note on the convex infimum convolution inequality
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Cited in

(6)

• On Problems Equivalent to (min,+)-Convolution
• Characterization of a class of weak transport-entropy inequalities on the line
• Spectrum and pseudospectrum for quadratic polynomials in Ginibre matrices
• Large deviations for the largest eigenvalue of sub-Gaussian matrices
• On the infimum convolution inequality
• A note on the convex infimum convolution inequality

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