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Short probabilistic proof of the Brascamp-Lieb and Barthe theorems
Published 8 Feb 2013 in math.PR and math.FA | (1302.2066v1)
Abstract: 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 Pr\'ekopa-Leindler inequality and applies also to the reversed Brascamp-Lieb inequality, due to Barthe.
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