# Prékopa–Leindler inequality

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.)

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