On matrix-valued log-concavity and related Prékopa and Brascamp-Lieb inequalities
Résumé
We propose a new, self-contained, approach to H. Raufi's extension of Prékopa'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.
Origine : Fichiers produits par l'(les) auteur(s)
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