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A generalized Kahane-Khinchin inequality

S. Favorov (1998)

Studia Mathematica

The inequality ʃ l o g | a n e 2 π i φ n | d φ 1 d φ n C l o g ( | a n | 2 ) 1 / 2 with an absolute constant C, and similar ones, are extended to the case of a n belonging to an arbitrary normed space X and an arbitrary compact group of unitary operators on X instead of the operators of multiplication by e 2 π i φ .

A geometric approach to correlation inequalities in the plane

A. Figalli, F. Maggi, A. Pratelli (2014)

Annales de l'I.H.P. Probabilités et statistiques

By elementary geometric arguments, correlation inequalities for radially symmetric probability measures are proved in the plane. Precisely, it is shown that the correlation ratio for pairs of width-decreasing sets is minimized within the class of infinite strips. Since open convex sets which are symmetric with respect to the origin turn out to be width-decreasing sets, Pitt’s Gaussian correlation inequality (the two-dimensional case of the long-standing Gaussian correlation conjecture) is derived...

A log-Sobolev type inequality for free entropy of two projections

Fumio Hiai, Yoshimichi Ueda (2009)

Annales de l'I.H.P. Probabilités et statistiques

We prove a kind of logarithmic Sobolev inequality claiming that the mutual free Fisher information dominates the microstate free entropy adapted to projections in the case of two projections.

A natural derivative on [0, n] and a binomial Poincaré inequality

Erwan Hillion, Oliver Johnson, Yaming Yu (2014)

ESAIM: Probability and Statistics

We consider probability measures supported on a finite discrete interval [0, n]. We introduce a new finite difference operator ∇n, defined as a linear combination of left and right finite differences. We show that this operator ∇n plays a key role in a new Poincaré (spectral gap) inequality with respect to binomial weights, with the orthogonal Krawtchouk polynomials acting as eigenfunctions of the relevant operator. We briefly discuss the relationship of this operator to the problem of optimal transport...

A new proof of Kellerer’s theorem

Francis Hirsch, Bernard Roynette (2012)

ESAIM: Probability and Statistics

In this paper, we present a new proof of the celebrated theorem of Kellerer, stating that every integrable process, which increases in the convex order, has the same one-dimensional marginals as a martingale. Our proof proceeds by approximations, and calls upon martingales constructed as solutions of stochastic differential equations. It relies on a uniqueness result, due to Pierre, for a Fokker-Planck equation.

A new proof of Kellerer’s theorem

Francis Hirsch, Bernard Roynette (2012)

ESAIM: Probability and Statistics

In this paper, we present a new proof of the celebrated theorem of Kellerer, stating that every integrable process, which increases in the convex order, has the same one-dimensional marginals as a martingale. Our proof proceeds by approximations, and calls upon martingales constructed as solutions of stochastic differential equations. It relies on a uniqueness result, due to Pierre, for a Fokker-Planck equation.

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