Short Probabilistic Proof of the Brascamp-Lieb and Barthe Theorems
Résumé
We give a short proof of the Brascamp-Lieb theorem, which asserts that a certain general form of Young's convolution inequality is saturated by Gaussian functions. The argument is inspired by Borell's stochastic proof of the Prékopa-Leindler inequality and applies also to the reversed Brascamp-Lieb inequality, due to Barthe.
Domaines
Mathématiques [math]Origine | Fichiers produits par l'(les) auteur(s) |
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