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In [[mathematics]], the '''Borell–Brascamp–Lieb inequality''' is an [[integral]] [[inequality (mathematics)|inequality]] due to many different mathematicians but named after [[Christer Borell]], [[Herm Jan Brascamp]] and [[Elliott Lieb]].
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The result was proved for ''p''&nbsp;&gt;&nbsp;0 by Henstock and Macbeath in 1953. The case ''p''&nbsp;=&nbsp;0 is known as the [[Prékopa–Leindler inequality]] and was re-discovered by Brascamp and Lieb in 1976, when they proved the general version below; working independently, Borell had done the same in 1975. The nomenclature of "Borell–Brascamp–Lieb inequality" is due to Cordero-Erausquin, McCann and Schmuckenschläger, who in 2001 generalized the result to [[Riemannian manifold]]s such as the [[sphere]] and [[hyperbolic space]].
 
==Statement of the inequality in '''R'''<sup>''n''</sup>==
 
Let 0&nbsp;&lt;&nbsp;''λ''&nbsp;&lt;&nbsp;1, let &minus;1&nbsp;/&nbsp;''n''&nbsp;≤&nbsp;''p''&nbsp;≤&nbsp;+∞, and let ''f'', ''g'', ''h''&nbsp;:&nbsp;'''R'''<sup>''n''</sup>&nbsp;→&nbsp;[0,&nbsp;+∞) be integrable functions such that, for all ''x'' and ''y'' in '''R'''<sup>''n''</sup>,
 
:<math>h \left( (1 - \lambda) x + \lambda y \right) \geq M_{p} \left( f(x), g(y), \lambda \right),</math>
 
where
 
:<math>
\begin{align}
M_{p} (a, b, \lambda)& = \left( (1 - \lambda) a^{p} + \lambda b^{p} \right)^{1/p},\\
M_{0} (a, b, \lambda)& = a^{1 - \lambda} b^{\lambda}.\,
\end{align}
</math>
 
Then
 
:<math>\int_{\mathbb{R}^{n}} h(x) \, \mathrm{d} x \geq M_{p / (n p + 1)} \left( \int_{\mathbb{R}^{n}} f(x) \, \mathrm{d} x, \int_{\mathbb{R}^{n}} g(x) \, \mathrm{d} x, \lambda \right).</math>
 
(When ''p''&nbsp;=&nbsp;&minus;1&nbsp;/&nbsp;''n'', the convention is to take ''p''&nbsp;/&nbsp;(''n''&nbsp;''p''&nbsp;+&nbsp;1) to be &minus;∞; when ''p''&nbsp;=&nbsp;+∞, it is taken to be 1&nbsp;/&nbsp;''n''.)
 
==References==
 
* {{cite journal
|    last = Borell
|    first = Christer
|    title = Convex set functions in ''d''-space
|  journal = Period. Math. Hungar.
|  volume = 6
|    year = 1975
|  number = 2
|    pages = 111&ndash;136
|    doi = 10.1007/BF02018814
}}
* {{cite journal
|  author = Brascamp, Herm Jan and Lieb, Elliott H.
|    title = On extensions of the Brunn–Minkowski and Prékopa–Leindler theorems, including inequalities for log concave functions, and with an application to the diffusion equation
|  journal = J. Functional Analysis
|  volume = 22
|    year = 1976
|  number = 4
|    pages = 366&ndash;389
|    doi = 10.1016/0022-1236(76)90004-5
}}
* {{cite journal
|  author = Cordero-Erausquin, Dario, McCann, Robert J. and Schmuckenschläger, Michael
|    title = A Riemannian interpolation inequality à la Borell, Brascamp and Lieb
|  journal = Invent. Math.
|  volume = 146
|    year = 2001
|  number = 2
|    pages = 219&ndash;257
|    doi = 10.1007/s002220100160
}}
* {{cite journal
| last=Gardner
| first=Richard J.
| title=The Brunn–Minkowski inequality
| journal=[[Bulletin of the American Mathematical Society|Bull. Amer. Math. Soc.]] (N.S.)
| volume=39
| issue=3
| year=2002
| pages=355&ndash;405 (electronic)
| url = http://www.ams.org/bull/2002-39-03/S0273-0979-02-00941-2/S0273-0979-02-00941-2.pdf
| doi=10.1090/S0273-0979-02-00941-2
}}
* {{cite journal
|  author = Henstock, R. and [[Alexander M. Macbeath|Macbeath, A. M.]]
|    title = On the measure of sum-sets. I. The theorems of Brunn, Minkowski, and Lusternik
|  journal = Proc. London Math. Soc. (3)
|  volume = 3
|    year = 1953
|    pages = 182&ndash;194
|    doi = 10.1112/plms/s3-3.1.182
}}
 
{{DEFAULTSORT:Borell-Brascamp-Lieb inequality}}
[[Category:Geometric inequalities]]
[[Category:Integral geometry]]

Latest revision as of 14:02, 14 July 2014

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