| Université Paris 6 Pierre et Marie Curie | Université Paris 7 Denis Diderot | |
| CNRS U.M.R. 7599 | ||
| ``Probabilités et Modèles Aléatoires'' | ||
Auteur(s):
Code(s) de Classification MSC:
Résumé: We exploit a recent approach to Brascamp-Lieb inequalities, due to L. Caffarelli, and reconsider earlier approaches to establish stochastic domination inequalities between Gaussian variables and random variables with density of the form $g\cdot h$, $g$ a Gaussian density and $h$ a log--concave or log--convex function. These extend to inequalities on random vectors via a classical result by A.~Pr\'ekopa and L.~Leindler %\cite[Theorem~4.3]{cf:BL} and they complement the Brascamp--Lieb moment inequalities. Some applications to a class of Gibbs measures, the {\sl anharmonic crystals}, are developed.
Mots Clés: Log-concave distributions ; Stochastic domination ; Log-convexity ;
Brascamp-Lieb inequalities ; Optimal mass transportation ; Anharmonic crystal
Date: 2002-07-10
Prépublication numéro: PMA-751
Pdf file : PMA-751.pdf