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arXiv 1306.2410math.PR
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相关高斯随机向量的Hölder不等式及其逆赫尔德不等式

Improved Hölder and reverse Hölder inequalities for correlated Gaussian random vectors

Wei-Kuo Chen, Nikos Dafnis, Grigoris Paouris

摘要:

我们提出了代数准则,产生尖锐的Hölder类型的不等式的产品的函数的高斯随机向量与任意协方差结构。虽然我们的下不等式似乎是新的,我们证明了上不等式给出了一个等价的公式的几何Brascamp-Lieb不等式高斯措施。作为应用,我们恢复高斯超压缩性以及它的逆,我们提出了一个推广的尖锐的杨和逆杨不等式。从后者,我们恢复了文献中的几个已知不等式,包括Prékopa-Leindler不等式和Barthe不等式。

英文摘要:

We propose algebraic criteria that yield sharp Hölder types of inequalities for the product of functions of Gaussian random vectors with arbitrary covariance structure. While our lower inequality appears to be new, we prove that the upper inequality gives an equivalent formulation for the geometric Brascamp-Lieb inequality for Gaussian measures. As an application, we retrieve the Gaussian Hypercontractivity as well as its reverse and we present a generalization of the sharp Young and reverse Young inequalities. From the latter, we recover several known inequalities in literatures including the Prékopa-Leindler and Barthe inequalities.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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