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arXiv 2015-12-18 0 views

Borell's formula for a Riemannian manifold and applications

Lehec, Joseph

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Borell's formula is a stochastic variational formula for the log-Laplace transform of a function of a Gaussian vector. We establish an extension of this to the Riemannian setting and give a couple of applications, including a new proof of a convolution inequality on the sphere due to Carlen, Lieb and Loss.

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