Date
2017
Dewey
Probabilités et mathématiques appliquées
Sujet
Borell; Riemannian
Book title
Convexity and Concentration
Author
Carlen E., Madiman M., Werner E.
Publisher
Springer
Publisher city
Berlin Heidelberg
Year
2017
ISBN
978-1-4939-7004-9
Type
Chapitre d'ouvrage
Item number of pages
267-284
Abstract (EN)
Borell's formula is a stochastic variational formula for the log-Laplace transform of a function of a Gaussian vector. We establish an extension of this to the Riemannian setting and give a couple of applications, including a new proof of a convolution inequality on the sphere due to Carlen, Lieb and Loss.
