Borell's formula on a Riemannian manifold and applications
Résumé
Borell's formula is a stochastic variational formula for the log-Laplace transform of a function of a Gaussian vector. We establish an extension of this to the Riemannian setting and give a couple of applications, including a new proof of a convolution inequality on the sphere due to Carlen, Lieb and Loss.
Domaines
Probabilités [math.PR]Origine | Fichiers produits par l'(les) auteur(s) |
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