On matrix-valued log-concavity and related Prekopa and Brascamp-Lieb inequalities
classification
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math.AP
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brascamp-liebinequalitiesmatrix-valuedprekoparelatedalongapproachestablished
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We propose a new, self-contained, approach to H. Raufi's extension of Prekopa's theorem for matrix-valued log-concave functions. Along the way, new related inequalities are established, in particular a Brascamp-Lieb variance inequality for matrix weights.
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