On matrix-valued log-concavity and related Prekopa and Brascamp-Lieb inequalities
Cordero-Erausquin, Dario
Original · EN
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.
English translation
This paper has no Arabic translation yet. Be the first: it takes a few seconds, and the result is stored for every future reader.