<p>Given even strongly log-concave random vectors <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(X_{0}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>X</mi> <mn>0</mn> </msub> </math></EquationSource> </InlineEquation> and <InlineEquation ID="IEq2"> <EquationSource Format="TEX">\(X_{1}\)</EquationSource> <EquationSource Format="MATHML"><math> <msub> <mi>X</mi> <mn>1</mn> </msub> </math></EquationSource> </InlineEquation> in <InlineEquation ID="IEq3"> <EquationSource Format="TEX">\(\mathbb {R}^n\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="double-struck">R</mi> </mrow> <mi>n</mi> </msup> </math></EquationSource> </InlineEquation>, we show that a natural joint distribution <InlineEquation ID="IEq4"> <EquationSource Format="TEX">\((X_{0},X_{1})\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mn>0</mn> </msub> <mo>,</mo> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> satisfies <Equation ID="Equ19"> <EquationSource Format="TEX">\(\begin{aligned} e^{ - \frac{1}{n}D ((1-t)X_{0} + t X_{1} \Vert Z)} \ge (1-t) e^{ - \frac{1}{n}D (X_{0} \Vert Z)} + t e^{ - \frac{1}{n}D ( X_{1} \Vert Z)}, \end{aligned}\)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <mrow> <mtable> <mtr> <mtd columnalign="right"> <mrow> <msup> <mi>e</mi> <mrow> <mo>-</mo> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> <mi>D</mi> <mrow> <mo stretchy="false">(</mo> <mrow> <mo stretchy="false">(</mo> <mn>1</mn> <mo>-</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <msub> <mi>X</mi> <mn>0</mn> </msub> <mo>+</mo> <mi>t</mi> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo stretchy="false">‖</mo> <mi>Z</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </msup> <mo>≥</mo> <mrow> <mo stretchy="false">(</mo> <mn>1</mn> <mo>-</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <msup> <mi>e</mi> <mrow> <mo>-</mo> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> <mi>D</mi> <mrow> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mn>0</mn> </msub> <mo stretchy="false">‖</mo> <mi>Z</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </msup> <mo>+</mo> <mi>t</mi> <msup> <mi>e</mi> <mrow> <mo>-</mo> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> <mi>D</mi> <mrow> <mo stretchy="false">(</mo> <msub> <mi>X</mi> <mn>1</mn> </msub> <mo stretchy="false">‖</mo> <mi>Z</mi> <mo stretchy="false">)</mo> </mrow> </mrow> </msup> <mo>,</mo> </mrow> </mtd> </mtr> </mtable> </mrow> </math></EquationSource> </Equation>where <i>Z</i> is distributed according to the standard Gaussian measure <InlineEquation ID="IEq5"> <EquationSource Format="TEX">\(\gamma \)</EquationSource> <EquationSource Format="MATHML"><math> <mi>γ</mi> </math></EquationSource> </InlineEquation> on <InlineEquation ID="IEq6"> <EquationSource Format="TEX">\(\mathbb {R}^n\)</EquationSource> <EquationSource Format="MATHML"><math> <msup> <mrow> <mi mathvariant="double-struck">R</mi> </mrow> <mi>n</mi> </msup> </math></EquationSource> </InlineEquation>, <InlineEquation ID="IEq7"> <EquationSource Format="TEX">\(t \in [0,1]\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>t</mi> <mo>∈</mo> <mo stretchy="false">[</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo stretchy="false">]</mo> </mrow> </math></EquationSource> </InlineEquation>, and <InlineEquation ID="IEq8"> <EquationSource Format="TEX">\(D(\cdot \Vert Z)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>D</mi> <mo stretchy="false">(</mo> <mo>·</mo> <mo stretchy="false">‖</mo> <mi>Z</mi> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation> is the Gaussian relative entropy. This extends and provides a different viewpoint on the corresponding geometric inequality proved by Eskenazis and Moschidis [<CitationRef CitationID="CR17">17</CitationRef>], namely that <Equation ID="Equ20"> <EquationSource Format="TEX">\(\begin{aligned} \gamma \left( (1-t) K_{0} + t K_{1} \right) ^{\frac{1}{n}} \ge (1-t) \gamma (K_{0})^{\frac{1}{n}} + t \gamma (K_{1})^{\frac{1}{n}}, \end{aligned}\)</EquationSource> <EquationSource Format="MATHML"><math display="block"> <mrow> <mtable> <mtr> <mtd columnalign="right"> <mrow> <mi>γ</mi> <msup> <mfenced close=")" open="("> <mrow> <mo stretchy="false">(</mo> <mn>1</mn> <mo>-</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <msub> <mi>K</mi> <mn>0</mn> </msub> <mo>+</mo> <mi>t</mi> <msub> <mi>K</mi> <mn>1</mn> </msub> </mfenced> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </msup> <mo>≥</mo> <mrow> <mo stretchy="false">(</mo> <mn>1</mn> <mo>-</mo> <mi>t</mi> <mo stretchy="false">)</mo> </mrow> <mi>γ</mi> <msup> <mrow> <mo stretchy="false">(</mo> <msub> <mi>K</mi> <mn>0</mn> </msub> <mo stretchy="false">)</mo> </mrow> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </msup> <mo>+</mo> <mi>t</mi> <mi>γ</mi> <msup> <mrow> <mo stretchy="false">(</mo> <msub> <mi>K</mi> <mn>1</mn> </msub> <mo stretchy="false">)</mo> </mrow> <mfrac> <mn>1</mn> <mi>n</mi> </mfrac> </msup> <mo>,</mo> </mrow> </mtd> </mtr> </mtable> </mrow> </math></EquationSource> </Equation>when <InlineEquation ID="IEq9"> <EquationSource Format="TEX">\(K_{0}, K_{1} \subseteq \mathbb {R}^n\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <msub> <mi>K</mi> <mn>0</mn> </msub> <mo>,</mo> <msub> <mi>K</mi> <mn>1</mn> </msub> <mo>⊆</mo> <msup> <mrow> <mi mathvariant="double-struck">R</mi> </mrow> <mi>n</mi> </msup> </mrow> </math></EquationSource> </InlineEquation> are origin-symmetric convex bodies. As an application, using Donsker–Varadhan duality, we obtain Gaussian Borell–Brascamp–Lieb inequalities applicable to even log-concave functions, which serve as functional forms of the Eskenazis–Moschidis inequality.</p>

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Entropic and functional forms of the dimensional Brunn–Minkowski inequality in Gauss space

  • Gautam Aishwarya,
  • Dongbin Li

摘要

Given even strongly log-concave random vectors \(X_{0}\) X 0 and \(X_{1}\) X 1 in \(\mathbb {R}^n\) R n , we show that a natural joint distribution \((X_{0},X_{1})\) ( X 0 , X 1 ) satisfies \(\begin{aligned} e^{ - \frac{1}{n}D ((1-t)X_{0} + t X_{1} \Vert Z)} \ge (1-t) e^{ - \frac{1}{n}D (X_{0} \Vert Z)} + t e^{ - \frac{1}{n}D ( X_{1} \Vert Z)}, \end{aligned}\) e - 1 n D ( ( 1 - t ) X 0 + t X 1 Z ) ( 1 - t ) e - 1 n D ( X 0 Z ) + t e - 1 n D ( X 1 Z ) , where Z is distributed according to the standard Gaussian measure \(\gamma \) γ on \(\mathbb {R}^n\) R n , \(t \in [0,1]\) t [ 0 , 1 ] , and \(D(\cdot \Vert Z)\) D ( · Z ) is the Gaussian relative entropy. This extends and provides a different viewpoint on the corresponding geometric inequality proved by Eskenazis and Moschidis [17], namely that \(\begin{aligned} \gamma \left( (1-t) K_{0} + t K_{1} \right) ^{\frac{1}{n}} \ge (1-t) \gamma (K_{0})^{\frac{1}{n}} + t \gamma (K_{1})^{\frac{1}{n}}, \end{aligned}\) γ ( 1 - t ) K 0 + t K 1 1 n ( 1 - t ) γ ( K 0 ) 1 n + t γ ( K 1 ) 1 n , when \(K_{0}, K_{1} \subseteq \mathbb {R}^n\) K 0 , K 1 R n are origin-symmetric convex bodies. As an application, using Donsker–Varadhan duality, we obtain Gaussian Borell–Brascamp–Lieb inequalities applicable to even log-concave functions, which serve as functional forms of the Eskenazis–Moschidis inequality.