February 5, 2017 Leave a comment
Consider the following statements:
- The shape with the largest volume enclosed by a given surface area is the -dimensional sphere.
- A marginal or sum of log-concave distributions is log-concave.
- Any Lipschitz function of a standard -dimensional Gaussian distribution concentrates around its mean.
What do these all have in common? Despite being fairly non-trivial and deep results, they all can be proved in less than half of a page using the Prékopa–Leindler inequality.
(I won’t show this here, or give formal versions of the statements above, but time permitting I will do so in a later blog post.)