87 research outputs found

    On a reverse form of the Brascamp-Lieb inequality

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    We prove a reverse form of the multidimensional Brascamp-Lieb inequality. Our method also gives a new way to derive the Brascamp-Lieb inequality and is rather convenient for the study of equality cases

    Modified logarithmic Sobolev inequalities on R

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    We provide a sufficient condition for a measure on the real line to satisfy a modified logarithmic Sobolev inequality, thus extending the criterion of Bobkov and G\"{o}tze. Under mild assumptions the condition is also necessary. Concentration inequalities are derived. This completes the picture given in recent contributions by Gentil, Guillin and Miclo

    On Gaussian Brunn-Minkowski inequalities

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    In this paper, we are interested in Gaussian versions of the classical Brunn-Minkowski inequality. We prove in a streamlined way a semigroup version of the Ehrard inequality for mm Borel or convex sets based on a previous work by Borell. Our method also allows us to have semigroup proofs of the geometric Brascamp-Lieb inequality and of the reverse one which follow exactly the same lines

    Combinatorial optimization over two random point sets

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    We analyze combinatorial optimization problems over a pair of random point sets of equal cardinal. Typical examples include the matching of minimal length, the traveling salesperson tour constrained to alternate between points of each set, or the connected bipartite r-regular graph of minimal length. As the cardinal of the sets goes to infinity, we investigate the convergence of such bipartite functionals.Comment: 34 page

    Concentration for independent random variables with heavy tails

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    If a random variable is not exponentially integrable, it is known that no concentration inequality holds for an infinite sequence of independent copies. Under mild conditions, we establish concentration inequalities for finite sequences of nn independent copies, with good dependence in nn

    Isoperimetry between exponential and Gaussian

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    We study in details the isoperimetric profile of product probability measures with tails between the exponential and the Gaussian regime. In particular we exhibit many examples where coordinate half-spaces are approximate solutions of the isoperimetric problem

    A probabilistic approach to the geometry of the \ell_p^n-ball

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    This article investigates, by probabilistic methods, various geometric questions on B_p^n, the unit ball of \ell_p^n. We propose realizations in terms of independent random variables of several distributions on B_p^n, including the normalized volume measure. These representations allow us to unify and extend the known results of the sub-independence of coordinate slabs in B_p^n. As another application, we compute moments of linear functionals on B_p^n, which gives sharp constants in Khinchine's inequalities on B_p^n and determines the \psi_2-constant of all directions on B_p^n. We also study the extremal values of several Gaussian averages on sections of B_p^n (including mean width and \ell-norm), and derive several monotonicity results as p varies. Applications to balancing vectors in \ell_2 and to covering numbers of polyhedra complete the exposition.Comment: Published at http://dx.doi.org/10.1214/009117904000000874 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org
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