Asymmetric covariance estimates of Brascamp-Lieb type and related inequalities for log-concave measures

Eric A. Carlen, Dario Cordero-Erausquin, Elliott H. Lieb

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9 Scopus citations

Abstract

An inequality of Brascamp and Lieb provides a bound on the covariance of two functions with respect to log-concave measures. The bound estimates the covariance by the product of the L2 norms of the gradients of the functions, where the magnitude of the gradient is computed using an inner product given by the inverse Hessian matrix of the potential of the log-concave measure. Menz and Otto [Uniform logarithmic Sobolev inequalities for conservative spin systems with super-quadratic single-site potential. (2011) Preprint] proved a variant of this with the two L2 norms replaced by L1 and L norms, but only for ℝ1. We prove a generalization of both by extending these inequalities to Lp and Lq norms and on ℝn, for any n ≥ 1. We also prove an inequality for integrals of divided differences of functions in terms of integrals of their gradients.

Original languageEnglish (US)
Pages (from-to)1-12
Number of pages12
JournalAnnales de l'institut Henri Poincare (B) Probability and Statistics
Volume49
Issue number1
DOIs
StatePublished - Feb 2013

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Keywords

  • Convexity
  • Inequality
  • Log-concavity
  • Poincaré

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