87 research outputs found
On a reverse form of the Brascamp-Lieb inequality
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
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
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 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
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
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 independent copies, with good dependence in
Isoperimetry between exponential and Gaussian
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
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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