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Search: MSC category 39B62 ( Functional inequalities, including subadditivity, convexity, etc. [See also 26A51, 26B25, 26Dxx] )

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Lehec, Joseph
Short Probabilistic Proof of the Brascamp-Lieb and Barthe Theorems
We give a short proof of the Brascamp-Lieb theorem, which asserts that a certain general form of Young's convolution inequality is saturated by Gaussian functions. The argument is inspired by Borell's stochastic proof of the Prékopa-Leindler inequality and applies also to the reversed Brascamp-Lieb inequality, due to Barthe.

Keywords:functional inequalities, Brownian motion
Categories:39B62, 60J65

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