arXiv · 1801.04862
On matrix-valued log-concavity and related Prekopa and Brascamp-Lieb inequalities
Abstract
We propose a new, self-contained, approach to H. Raufi's extension of Prekopa's theorem for matrix-valued log-concave functions. Along the way, new related inequalities are established, in particular a Brascamp-Lieb variance inequality for matrix weights.
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Dario Cordero-Erausquin. 2018-01-15. On matrix-valued log-concavity and related Prekopa and Brascamp-Lieb inequalities. https://arxiv.org/abs/1801.04862
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