Short probabilistic proof of the Brascamp-Lieb and Barthe theorems
arXiv:1302.2066 · doi:10.4153/CMB-2013-040-x
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 Prékopa-Leindler inequality and applies also to the reversed Brascamp-Lieb inequality, due to Barthe.
12 pages