A stochastic Prékopa-Leindler inequality for log-concave functions

DOI10.1142/S0219199720500194MaRDI QIDQ5145384zbMATH OpenOpenAlexFDO

Authors Peter Pivovarov, Jesus Rebollo Bueno

Publication date 20 January 2021

Published in Communications in Contemporary Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.06904

zbMATH Keywords

rearrangement inequalitiesfunctional stochastic geometrystochastic approximation of log-concave functions

Mathematics Subject Classification ID

Inequalities for sums, series and integrals (26D15) Random convex sets and integral geometry (aspects of convex geometry) (52A22) Inequalities and extremum problems involving convexity in convex geometry (52A40)

Abstract: The Brunn-Minkowski and Pr'{e}kopa-Leindler inequalities admit a variety of proofs that are inspired by convexity. Nevertheless, the former holds for compact sets and the latter for integrable functions so it seems that convexity has no special signficance. On the other hand, it was recently shown that the Brunn-Minkowski inequality, specialized to convex sets, follows from a local stochastic dominance for naturally associated random polytopes. We show that for the subclass of $log$-concave functions and associated stochastic approximations, a similar stochastic dominance underlies the Pr'{e}kopa-Leindler inequality.

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Cited in

(8)

• Poisson processes and a log-concave Bernstein theorem
• Affine invariant maps for log-concave functions
• Some extensions of the Prékopa-Leindler inequality using Borell's stochastic approach
• Stability of the Prékopa-Leindler inequality for log-concave functions
• The case of equality in geometric instances of Barthe's reverse Brascamp-Lieb inequality
• $𝜓_{𝛼}$-estimates for marginals of log-concave probability measures
• Stability of the Prékopa-Leindler inequality
• Log-concavity of compound distributions with applications in stochastic optimization

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