Probabilistic Methods in Asymptotic Geometric Analysis.
|
|
- Marsha Leonard
- 5 years ago
- Views:
Transcription
1 Probabilistic Methods in Asymptotic Geometric Analysis. C. Hugo Jiménez PUC-RIO, Brazil September 21st, Colmea. RJ
2 1 Origin 2 Normed Spaces 3 Distribution of volume of high dimensional convex bodies 4 Concentration of measure 5 Geometry of Log-Concave Functions
3 Asymptotic Geometric Analysis. Origin Asymptotic Geometric Analysis has its origin in the interaction of Convex Geometry and Functional Analysis.
4 Convexity x YES x y y YES x x y y YES NO!
5 Convex bodies A convex body is a subset K R n which is convex, compact and has non-empty interior.
6 Classical Convex Geometry The main interest lies in the study of the geometry of convex bodies and related geometric inequalities in Euclidean Space of fixed dimension.
7 Classical Convex Geometry The main interest lies in the study of the geometry of convex bodies and related geometric inequalities in Euclidean Space of fixed dimension.
8 The Minkowski sum The minkowski sum of two sets is defined as A + B = {x + y : x A, y B}
9 The Minkowski sum The minkowski sum of two sets is defined as A + B = {x + y : x A, y B} = x A(x + B)
10 The Minkowski sum The minkowski sum of two sets is defined as A + B = {x + y : x A, y B} = x A(x + B) = {x R n : A (x B) }.
11 The Minkowski sum A B A + B
12 Brunn-Minkowski inequality Brunn-Minkowski inequality (1887) For any convex bodies K, L K + L 1 n K 1 n + L 1 n. with equality if and only if K and L are homothetic.
13 Brunn-Minkowski inequality Brunn-Minkowski inequality (1887) For any convex bodies K, L K + L 1 n K 1 n + L 1 n. with equality if and only if K and L are homothetic. Equivalent statement: Brunn-Minkowski inequality (1887) For any 0 λ 1 and any convex bodies K, L, λk + (1 λ)l K λ L 1 λ.
14 Functional Analysis Classical Functional Analysis is (often) devoted to the study of Infinite dimensional Spaces.
15 Functional Analysis Classical Functional Analysis is (often) devoted to the study of Infinite dimensional Spaces. However, a latter approach paid more attention to finite dimensional structures within these spaces.
16 Functional Analysis Classical Functional Analysis is (often) devoted to the study of Infinite dimensional Spaces. However, a latter approach paid more attention to finite dimensional structures within these spaces. In the first few decades of its development, this approach was called local theory of normed spaces, which stood for investigating infinite dimensional Banach spaces via their finite dimensional features, for example subspaces or quotients.
17 1 Origin 2 Normed Spaces 3 Distribution of volume of high dimensional convex bodies 4 Concentration of measure 5 Geometry of Log-Concave Functions
18 Connection of Convex Geometry with normed spaces Given a convex body 0 int(k) we define its Minkowski Functional denoted by K as x K = min{λ > 0 : x λk} x R n
19 Connection of Convex Geometry with normed spaces Given a convex body 0 int(k) we define its Minkowski Functional denoted by K as x K = min{λ > 0 : x λk} x R n
20 Connection of Convex Geometry with normed spaces Given a convex body 0 int(k) we define its Minkowski Functional denoted by K as x K = min{λ > 0 : x λk} x R n x
21 Connection of Convex Geometry with normed spaces Given a convex body 0 int(k) we define its Minkowski Functional denoted by K as x K = min{λ > 0 : x λk} x R n x
22 Connection of Convex Geometry with normed spaces Given a convex body 0 int(k) we define its Minkowski Functional denoted by K as x K = min{λ > 0 : x λk} x R n x If K = K then K defines a norm whose unit ball is precisely K.On the other hand, the unit ball of any normed space in R n is a centrally symmetric convex body
23 Some examples ( R n, x 1 = ) n x i i=1 ( n R n, x 2 = i=1 x 2 i ) 1/2 ( ) R n, x = max x i i
24 Banach-Mazur distance Definition X, Y Banach Spaces. The Banach-Mazur distance between them is defined as d BM (X, Y ) = inf{ T T 1 : T : X Y is an isomorphism}
25 Banach-Mazur distance Definition K = K, L = L R n convex o-symmetric bodies. infimum: over all T GL n. d BM (K, L) = inf{λ > 0 : K T (L) λk}, K L
26 Banach-Mazur distance Definition K = K, L = L R n convex o-symmetric bodies. infimum: over all T GL n. d BM (K, L) = inf{λ > 0 : K T (L) λk}, λk K T(L)
27 Banach-Mazur distance Definition K = K, L = L R n convex o-symmetric bodies. infimum: over all T GL n. d BM (K, L) = inf{λ > 0 : K T (L) λk}, Question: What is the maximum? When is it attained?
28 Banach-Mazur distance Definition K = K, L = L R n convex o-symmetric bodies. infimum: over all T GL n. d BM (K, L) = inf{λ > 0 : K T (L) λk}, Question: What is the maximum? When is it attained? (John)(1948) showed d BM (K, B n 2 ) n. As a consequence d BM (K, L) n
29 Banach-Mazur distance How good is the bound d BM (K, L) n?
30 Banach-Mazur distance How good is the bound d BM (K, L) n? For reference d BM (B n 2, Bn 1 ) = d BM(B n 2, Bn ) = n
31 Banach-Mazur distance How good is the bound d BM (K, L) n? For reference d BM (B n 2, Bn 1 ) = d BM(B n 2, Bn ) = n (Gluskin) There exists a universal constant c > 0 such that n we can always find K, L R n symmetric convex bodies with d BM (K, L) cn.
32 Idea He constructed n-dimensional convex bodies for which d BM (K, L) cn in the following way. Let K = conv{ k i } n i=1 and L = conv{ l i} n i=1 where every k i S n 1 is taken independently and uniformly with respect to the Lebesgue measure.
33 Hyperplane Conjecture A convex body K R n is called isotropic if it has volume K = 1, it is centered (i.e. its barycenter is at the origin) and there exists a constant L K > 0 such that x, y 2 dx = L K y 2 2, for all y R n. K
34 Hyperplane Conjecture A convex body K R n is called isotropic if it has volume K = 1, it is centered (i.e. its barycenter is at the origin) and there exists a constant L K > 0 such that x, y 2 dx = L K y 2 2, for all y R n. Equivalently, K K x, θ 2 dx = L K, for all θ S n 1. The constant L K is called isotropic constant of K.
35 Hyperplane Conjecture Given K we consider a random vector X uniformly distributed in K and, for every θ S n 1 the real random variable x, θ with density f θ (t) = K θ + tθ
36 Hyperplane Conjecture Given K we consider a random vector X uniformly distributed in K and, for every θ S n 1 the real random variable x, θ with density f θ (t) = K θ + tθ
37 Hyperplane Conjecture Given K we consider a random vector X uniformly distributed in K and, for every θ S n 1 the real random variable x, θ with density f θ (t) = K θ + tθ K is isotropic if all x, θ are centered and have the same variance.
38 Hyperplane Conjecture Given K we consider a random vector X uniformly distributed in K and, for every θ S n 1 the real random variable x, θ with density f θ (t) = K θ + tθ K is isotropic if all x, θ are centered and have the same variance.
39 Hyperplane Conjecture The hyperplane conjecture asks whether there exists a universal constant C > 0 such that L K C for every isotropic convex body K.
40 Hyperplane Conjecture The hyperplane conjecture asks whether there exists a universal constant C > 0 such that L K C for every isotropic convex body K. The previous conjecture is equivalent with the following. There exists an absolute constant c > 0 with the following property: for every n 1 and every centered convex body K of volume 1 in R n there exists θ S n 1 such that K θ c.
41 Hyperplane conjecture This question is rather hard and the only successful approach uses random polytopes.
42 Hyperplane conjecture This question is rather hard and the only successful approach uses random polytopes. Klartag and Kozma proved that if N > n and if G 1,..., G N are independent standard Gaussian random vectors in R n, then the isotropic constant of the random polytopes K N := conv{±g 1,..., ±G N } and C N := conv{g 1,..., G N } is bounded by an absolute constant C > 0 with probability greater than 1 Ce cn
43 Hyperplane conjecture This question is rather hard and the only successful approach uses random polytopes. Klartag and Kozma proved that if N > n and if G 1,..., G N are independent standard Gaussian random vectors in R n, then the isotropic constant of the random polytopes K N := conv{±g 1,..., ±G N } and C N := conv{g 1,..., G N } is bounded by an absolute constant C > 0 with probability greater than 1 Ce cn Other examples are when the vertices are uniformly distributed on the cube [ 1/2, 1/2] n or on the Euclidean sphere S n 1.
44 1 Origin 2 Normed Spaces 3 Distribution of volume of high dimensional convex bodies 4 Concentration of measure 5 Geometry of Log-Concave Functions
45 distribution of volume of high dimensional convex bodies In very high dimension some counter intuitive phenomena occurs. σ The Lebesgue measure normalized on the ball B, σ(a) = vol(a B) vol(b)
46 distribution of volume of high dimensional convex bodies In very high dimension some counter intuitive phenomena occurs. σ The Lebesgue measure normalized on the ball B, σ(a) = vol(a B) vol(b) Where are the points of B typically located? (with respect to σ) σ(tb) = t n
47 distribution of volume of high dimensional convex bodies In very high dimension some counter intuitive phenomena occurs. σ The Lebesgue measure normalized on the ball B, σ(a) = vol(a B) vol(b) Where are the points of B typically located? (with respect to σ) σ(tb) = t n F (t) = σ{x B : x t} = t n
48 distribution of volume of high dimensional convex bodies In very high dimension some counter intuitive phenomena occurs. σ The Lebesgue measure normalized on the ball B, σ(a) = vol(a B) vol(b) Where are the points of B typically located? (with respect to σ) σ(tb) = t n F (t) = σ{x B : x t} = t n
49 distribution of volume of high dimensional convex bodies In very high dimension some counter intuitive phenomena occurs. σ The Lebesgue measure normalized on the ball B, σ(a) = vol(a B) vol(b) Where are the points of B typically located? (with respect to σ) σ(tb) = t n F (t) = σ{x B : x t} = t n
50 distribution of volume of high dimensional convex bodies In very high dimension some counter intuitive phenomena occurs. σ The Lebesgue measure normalized on the ball B, σ(a) = vol(a B) vol(b) Where are the points of B typically located? (with respect to σ) σ(tb) = t n F (t) = σ{x B : x t} = t n Almost all near the surface!
51 The Euclidean Ball To compute the volume of Euclidean unit ball B2 n coordinates. we use polar
52 The Euclidean Ball To compute the volume of Euclidean unit ball B2 n we use polar coordinates. We can write the integral of a function on R n as f = nω n f (rθ)r n 1 dσ(θ)dr, R n r=0 S n 1 where in the previous integral we are normalizing by pulling the surface area on the sphere nω n so that σ = σ n 1 is the rotation-invariant measure on S n 1 of total mass 1.
53 The Euclidean Ball To find ω n we integrate the function x exp( 1 2 n x 2 ) 1 with both sides of the equality. f = R n R n n e xi 2 /2 dx = 1 n ( ) e xi 2 /2 dx i = ( 2π) n 1 and Hence nω n 0 S n 1 e r 2 /2 r n 1 dσdr = ω n 2 n/2 Γ ω n = πn/2 Γ ( n 2 + 1). ( n ).
54 The Euclidean Ball ω n = πn/2 Γ ( n 2 + 1)
55 The Euclidean Ball From Stirling s formula ( n ) Γ ω n = ( ) n 2πe So that ω n is roughly n, πn/2 Γ ( n 2 + 1) ( 2πe n/2 n ) (n+1)/2 2
56 The Euclidean Ball From Stirling s formula ( n ) Γ ( So that ω n is roughly volume 1 has radius about which is pretty big. ω n = πn/2 Γ ( n 2 + 1) ) (n+1)/2 ( 2πe n/2 n 2 ) n 2πe n,or equivalently, the Euclidean ball of n 2πe,
57 The Euclidean Ball Let s go back to the question: how is the mass distributed?
58 The Euclidean Ball Let s go back to the question: how is the mass distributed? Let s estimate the (n 1)-dimensional volume of the slice through the center of the ball of volume 1. The ball has radius r = ω 1/n n.
59 The Euclidean Ball Let s go back to the question: how is the mass distributed? Let s estimate the (n 1)-dimensional volume of the slice through the center of the ball of volume 1. The ball has radius r = ωn 1/n. The slice is an (n 1)-dimensional ball of this radius, so its volume is ω n 1 r n 1 = ω n 1 ( 1 ω n ) (n 1)/n e. when n is large
60 The Euclidean Ball Let s go back to the question: how is the mass distributed? Let s estimate the (n 1)-dimensional volume of the slice through the center of the ball of volume 1. The ball has radius r = ωn 1/n. The slice is an (n 1)-dimensional ball of this radius, so its volume is ω n 1 r n 1 = ω n 1 ( 1 ω n ) (n 1)/n e. when n is large The slice at a distance x from the center has volume e (1 x 2 r 2 ) (n 1)/2 Since r is roughly n/(2πe), we get that e (1 2πex 2 ) (n 1)/2 e exp( πex 2 ). n
61 The Euclidean ball Therefore, if we project the mass distribution of the ball of volume 1 onto a single direction, we get a distribution that is approximately Gaussian with variance 1/(2πe).
62 The Euclidean ball Therefore, if we project the mass distribution of the ball of volume 1 onto a single direction, we get a distribution that is approximately Gaussian with variance 1/(2πe). Let s note that the variance doesn t depend on n, whereas the radius of the ball of volume 1 grows like n/(2πe). So almost all the volume stays within a slab of fixed width.
63 The Euclidean ball Therefore, if we project the mass distribution of the ball of volume 1 onto a single direction, we get a distribution that is approximately Gaussian with variance 1/(2πe). Let s note that the variance doesn t depend on n, whereas the radius of the ball of volume 1 grows like n/(2πe). So almost all the volume stays within a slab of fixed width. Picture taken from book flavors in geometry by K. Ball
64 For the n-dimensional cube Let K R n a convex body with 0 int(k). If we denote by r(θ) the radius of K in the direction θ then the volume of K is r(θ) nω n s n 1 dsdσ = ω n r(θ) S n dσ(θ). n 1 S n 1 0 For the cube K = [ 1, 1] n that has volume 2 n the equality above says that Sn 1 r(θ) n = 2n ω n ( ) n 2n. πe
65 For the n-dimensional cube Let K R n a convex body with 0 int(k). If we denote by r(θ) the radius of K in the direction θ then the volume of K is r(θ) nω n s n 1 dsdσ = ω n r(θ) S n dσ(θ). n 1 S n 1 0 For the cube K = [ 1, 1] n that has volume 2 n the equality above says that Sn 1 r(θ) n = 2n ω n ( ) n 2n. πe For the ball of l 1 (B n 1 ) S n 1 r(θ) n = ( ) 2n 2 n n. n!ω n
66 Volume distribution The volume on high dimensional convex bodies concentrates in places our low dimensional intuition considers small!
67 Central Limit Theorem [Klartag] Uniform distribution on high dimensional convex bodies has marginals that are approximately gaussian. Indeed, for an isotropic convex body K R n and a X uniformly distributed in K with some mild additional assumptions (k cn κ ) we have that there exists E G n,k with σ n,k (E) 1 e c n such that for any E E sup A E Prob{Proj E (X ) A} 1 (2π) k/2 e x 2 dx A 1 n κ, where the sup runs over all A E measurables sets and c, κ don t depend on the dimension.
68 Central Limit Theorem [Klartag] Uniform distribution on high dimensional convex bodies has marginals that are approximately gaussian. Indeed, for an isotropic convex body K R n and a X uniformly distributed in K with some mild additional assumptions (k cn κ ) we have that there exists E G n,k with σ n,k (E) 1 e c n such that for any E E sup A E Prob{Proj E (X ) A} 1 (2π) k/2 e x 2 dx A 1 n κ, where the sup runs over all A E measurables sets and c, κ don t depend on the dimension. (Paouris) For vector a X as before it is also known that Prob{ X C n} e n
69 Volumetric shape of Convex bodies A valid question seems to be: How do convex bodies in high dimension look like? V. Milman s picture of high dimensional convex body
70 Volumetric shape of Convex bodies A valid question seems to be: How do convex bodies in high dimension look like? V. Milman s picture of high dimensional convex body
71 Volumetric shape of Convex bodies A valid question seems to be: How do convex bodies in high dimension look like? V. Milman s picture of high dimensional convex body
72 1 Origin 2 Normed Spaces 3 Distribution of volume of high dimensional convex bodies 4 Concentration of measure 5 Geometry of Log-Concave Functions
73 Isoperimetric Inequality [Lévy] A S n+1 R n+2
74 Isoperimetric Inequality [Lévy] A S n+1 R n+2 B spherical cap with µ n+1 (B) = µ n+1 (A)
75 Isoperimetric Inequality [Lévy] A S n+1 R n+2 B spherical cap with µ n+1 (B) = µ n+1 (A)
76 Isoperimetric Inequality [Lévy] A S n+1 R n+2 B spherical cap with µ n+1 (B) = µ n+1 (A) µ n+1 (B ε ) µ n+1 (A ε )
77 Isoperimetric Inequality [Lévy] A S n+1 R n+2 B spherical cap with µ n+1 (B) = µ n+1 (A) µ n+1 (B ε ) µ n+1 (A ε ) µ n+1 (A) 1/2 = µ n+1 (A ε ) 1 π 8 e ε2 n/2
78 Isoperimetric Inequality [Lévy] A S n+1 R n+2 B spherical cap with µ n+1 (B) = µ n+1 (A) µ n+1 (B ε ) µ n+1 (A ε ) µ n+1 (A) 1/2 = µ n+1 (A ε ) 1 π 8 e ε2 n/2
79 General Problem (Ω, d, µ) metric probability space. For A Ω and ɛ > 0, the ɛ-expansion of A is defined by A d ɛ = {x Ω : d(x, a) ɛ for some a A}.
80 General Problem (Ω, d, µ) metric probability space. For A Ω and ɛ > 0, the ɛ-expansion of A is defined by α concentration function A d ɛ = {x Ω : d(x, a) ɛ for some a A}. α (Ω,d,µ) (ε) = sup{1 µ(a d ε ) : A Ω Borel, µ(a) 1/2}
81 General Problem (Ω, d, µ) metric probability space. For A Ω and ɛ > 0, the ɛ-expansion of A is defined by α concentration function A d ɛ = {x Ω : d(x, a) ɛ for some a A}. α (Ω,d,µ) (ε) = sup{1 µ(a d ε ) : A Ω Borel, µ(a) 1/2} (S n+1, ρ n+1, µ n+1 ) α (S n+1,ρ n+1,µ n+1 )(ε) π 8 e ε2 n/2
82 General Problem (Ω, d, µ) metric probability space. For A Ω and ɛ > 0, the ɛ-expansion of A is defined by α concentration function A d ɛ = {x Ω : d(x, a) ɛ for some a A}. α (Ω,d,µ) (ε) = sup{1 µ(a d ε ) : A Ω Borel, µ(a) 1/2} f L-Lipschitz then where M f denotes a median of f. µ{ f M f ε} 2α(ε/L),
83 Uniformly convex spaces (X, ) a normed space
84 Uniformly convex spaces (X, ) a normed space δ modulus of convexity { δ(ε) = inf 1 x + y 2 } : x, y B, x y ε
85 Uniformly convex spaces (X, ) a normed space δ modulus of convexity { δ(ε) = inf 1 x + y 2 } : x, y S, x y = ε
86 Uniformly convex spaces (X, ) a normed space δ modulus of convexity { δ(ε) = inf 1 x + y 2 } : x, y S, x y = ε (X, ) is uniformly convex if ε > 0, δ(ε) > 0
87 Result by Arias de Reyna, Ball, and Villa X n-dimensional uniformly convex normed space
88 Result by Arias de Reyna, Ball, and Villa X n-dimensional uniformly convex normed space B closed unit ball of X
89 Result by Arias de Reyna, Ball, and Villa X n-dimensional uniformly convex normed space B closed unit ball of X the Lebesgue probability on B
90 Result by Arias de Reyna, Ball, and Villa X n-dimensional uniformly convex normed space B closed unit ball of X the Lebesgue probability on B A 1/2 = A ε > 1 2e 2nδ(ε)
91 Result by Arias de Reyna, Ball, and Villa X n-dimensional uniformly convex normed space B closed unit ball of X the Lebesgue probability on B A 1/2 = A ε > 1 2e 2nδ(ε) ϕ(ε) 2e 2nδ(ε)
92 Proof using B-M by A-B-V Geometric Brunn-Minkowski inequality A + A 2 A 1/2 A 1/2
93 Proof using B-M by A-B-V Geometric Brunn-Minkowski inequality A + A 2 A 1/2 A 1/2 A B
94 Proof using B-M by A-B-V Geometric Brunn-Minkowski inequality A + A 2 A 1/2 A 1/2 A B the complementary of A ε : A = {y B : d(y, A) > ε}
95 Proof using B-M by A-B-V Geometric Brunn-Minkowski inequality A + A 2 A 1/2 A 1/2 A B the complementary of A ε : A = {y B : d(y, A) > ε} A + A (1 δ(ε))b 2
96 Proof using B-M by A-B-V Geometric Brunn-Minkowski inequality A + A 2 A 1/2 A 1/2 A B the complementary of A ε : A = {y B : d(y, A) > ε} A + A 2 (1 δ(ε))b A A (1 δ(ε)) 2n e 2nδ(ε)
97 Dvoretzky s Theorem Theorem Let X = R n, be an n-dimensional normed space with unit ball K. Consider M = S x dµ, b = sup n 1 x S n 1 x. Then there exists a subspace E of dimension k c(ε)n ( ) M 2 b such that for all x E or equivalently (1 ε)m x x (1 + ε)m x 1 (1 + ε)m (Bn 2 E) K E which implies d BM (E, l k 2 ) 1+ε 1 ε. 1 (1 ε)m (Bn 2 E)
98 Dvoretzky s Theorem Milman s picture of high dimensional convex body adapted by R. Vershynin V.
99 Dvoretzky s Theorem Milman s picture of high dimensional convex body adapted by R. Vershynin V.
100 1 Origin 2 Normed Spaces 3 Distribution of volume of high dimensional convex bodies 4 Concentration of measure 5 Geometry of Log-Concave Functions
101 Log-concave functions f : R n [0, ) is log-concave if f (x) = e u(x) with u : R n (, ] convex.
102 Log-concave functions f : R n [0, ) is log-concave if f (x) = e u(x) with u : R n (, ] convex. K convex body χ K (x) is log-concave
103 Log-concave functions f : R n [0, ) is log-concave if f (x) = e u(x) with u : R n (, ] convex. K convex body χ K (x) is log-concave The class of log-concave functions is the smallest class that contains the densities of the marginals of uniform probabilities on convex bodies.
104 Log-concave functions f : R n [0, ) is log-concave if f (x) = e u(x) with u : R n (, ] convex. K convex body χ K (x) is log-concave The class of log-concave functions is the smallest class that contains the densities of the marginals of uniform probabilities on convex bodies. Level sets {x supp f : f (x) t} are convex.
105 Prékopa-Leindler inequality Brunn-Minkowski inequality (1887) For any 0 λ 1 λk + (1 λ)l K λ L 1 λ.
106 Prékopa-Leindler inequality Brunn-Minkowski inequality (1887) For any 0 λ 1 Prékopa-Leindler inequality (1971) λk + (1 λ)l K λ L 1 λ. For any three integrable functions f, g, h : R n R + and λ [0, 1] such that for any x, y R n h(λx + (1 λ)y) f λ (x)g 1 λ (y) we have ( h(z)dz ) λ ( f (x)dx g(y)dy) 1 λ.
107 Prékopa-Leindler inequality If K, L convex bodies, taking f = χ K, g = χ L, h = χ λk+(1 λ)l we obtain λk + (1 λ)l K λ L 1 λ. Multiplicative Brunn-Minkowski inequality
108 Translation of notation {K convex bodies} {χ K characteristic functions}
109 Translation of notation {K convex bodies} {χ K characteristic functions} Volume K integral R n f
110 Translation of notation {K convex bodies} {χ K characteristic functions} Volume K integral R n f ( ) χ K = K R n
111 Translation of notation {K convex bodies} {χ K characteristic functions} Volume K integral R n f ( ) χ K = K R n K + L sum f g(z) = sup f (x)g(y) Asplund product 2z=x+y
112 Translation of notation {K convex bodies} {χ K characteristic functions} Volume K integral R n f ( ) χ K = K R n K + L sum f g(z) = sup f (x)g(y) Asplund product 2z=x+y (χ K χ L = χ K+L )
113 Translation of notation {K convex bodies} {χ K characteristic functions} Volume K integral R n f ( ) χ K = K R n K + L sum f g(z) = sup f (x)g(y) Asplund product 2z=x+y (χ K χ L = χ K+L ) K (x + L) f g(x) = f (z)g(x z)dz convolution R n
114 Translation of notation {K convex bodies} {χ K characteristic functions} Volume K integral R n f ( ) χ K = K R n K + L sum f g(z) = sup f (x)g(y) Asplund product 2z=x+y (χ K χ L = χ K+L ) K (x + L) f g(x) = f (z)g(x z)dz convolution R n χ K χ L (x) = K (x L)
115 Thank you!
Push Forward Measures And Concentration Phenomena
Push Forward Measures And Concentration Phenomena Joint work with C. Hugo Jiménez and Raffael Villa Márton Naszódi Dept. of Geometry, Eötvös University, Budapest Notations All measures regular Borel measures,
More informationA glimpse into convex geometry. A glimpse into convex geometry
A glimpse into convex geometry 5 \ þ ÏŒÆ Two basis reference: 1. Keith Ball, An elementary introduction to modern convex geometry 2. Chuanming Zong, What is known about unit cubes Convex geometry lies
More informationHigh-dimensional distributions with convexity properties
High-dimensional distributions with convexity properties Bo az Klartag Tel-Aviv University A conference in honor of Charles Fefferman, Princeton, May 2009 High-Dimensional Distributions We are concerned
More informationAsymptotic Geometric Analysis, Fall 2006
Asymptotic Geometric Analysis, Fall 006 Gideon Schechtman January, 007 1 Introduction The course will deal with convex symmetric bodies in R n. In the first few lectures we will formulate and prove Dvoretzky
More informationLectures in Geometric Functional Analysis. Roman Vershynin
Lectures in Geometric Functional Analysis Roman Vershynin Contents Chapter 1. Functional analysis and convex geometry 4 1. Preliminaries on Banach spaces and linear operators 4 2. A correspondence between
More information1 Lesson 1: Brunn Minkowski Inequality
1 Lesson 1: Brunn Minkowski Inequality A set A R n is called convex if (1 λ)x + λy A for any x, y A and any λ [0, 1]. The Minkowski sum of two sets A, B R n is defined by A + B := {a + b : a A, b B}. One
More informationApproximately Gaussian marginals and the hyperplane conjecture
Approximately Gaussian marginals and the hyperplane conjecture Tel-Aviv University Conference on Asymptotic Geometric Analysis, Euler Institute, St. Petersburg, July 2010 Lecture based on a joint work
More informationAsymptotic Convex Geometry Lecture Notes
Asymptotic Convex Geometry Lecture Notes Tomasz Tkocz These lecture notes were written for the course -8 An introduction to asymptotic convex geometry that I taught at Carnegie Mellon University in Fall
More informationDimensionality in the Stability of the Brunn-Minkowski Inequality: A blessing or a curse?
Dimensionality in the Stability of the Brunn-Minkowski Inequality: A blessing or a curse? Ronen Eldan, Tel Aviv University (Joint with Bo`az Klartag) Berkeley, September 23rd 2011 The Brunn-Minkowski Inequality
More informationarxiv: v1 [math.fa] 20 Dec 2011
PUSH FORWARD MEASURES AND CONCENTRATION PHENOMENA arxiv:1112.4765v1 [math.fa] 20 Dec 2011 C. HUGO JIMÉNEZ, MÁRTON NASZÓDI, AND RAFAEL VILLA Abstract. In this note we study how a concentration phenomenon
More informationMoment Measures. Bo az Klartag. Tel Aviv University. Talk at the asymptotic geometric analysis seminar. Tel Aviv, May 2013
Tel Aviv University Talk at the asymptotic geometric analysis seminar Tel Aviv, May 2013 Joint work with Dario Cordero-Erausquin. A bijection We present a correspondence between convex functions and Borel
More informationConvex inequalities, isoperimetry and spectral gap III
Convex inequalities, isoperimetry and spectral gap III Jesús Bastero (Universidad de Zaragoza) CIDAMA Antequera, September 11, 2014 Part III. K-L-S spectral gap conjecture KLS estimate, through Milman's
More informationConvex Geometry. Otto-von-Guericke Universität Magdeburg. Applications of the Brascamp-Lieb and Barthe inequalities. Exercise 12.
Applications of the Brascamp-Lieb and Barthe inequalities Exercise 12.1 Show that if m Ker M i {0} then both BL-I) and B-I) hold trivially. Exercise 12.2 Let λ 0, 1) and let f, g, h : R 0 R 0 be measurable
More informationOn isotropicity with respect to a measure
On isotropicity with respect to a measure Liran Rotem Abstract A body is said to be isoptropic with respect to a measure µ if the function θ x, θ dµ(x) is constant on the unit sphere. In this note, we
More informationProblem Set 6: Solutions Math 201A: Fall a n x n,
Problem Set 6: Solutions Math 201A: Fall 2016 Problem 1. Is (x n ) n=0 a Schauder basis of C([0, 1])? No. If f(x) = a n x n, n=0 where the series converges uniformly on [0, 1], then f has a power series
More informationSteiner s formula and large deviations theory
Steiner s formula and large deviations theory Venkat Anantharam EECS Department University of California, Berkeley May 19, 2015 Simons Conference on Networks and Stochastic Geometry Blanton Museum of Art
More informationAn Algorithmist s Toolkit Nov. 10, Lecture 17
8.409 An Algorithmist s Toolkit Nov. 0, 009 Lecturer: Jonathan Kelner Lecture 7 Johnson-Lindenstrauss Theorem. Recap We first recap a theorem (isoperimetric inequality) and a lemma (concentration) from
More information2 (Bonus). Let A X consist of points (x, y) such that either x or y is a rational number. Is A measurable? What is its Lebesgue measure?
MA 645-4A (Real Analysis), Dr. Chernov Homework assignment 1 (Due 9/5). Prove that every countable set A is measurable and µ(a) = 0. 2 (Bonus). Let A consist of points (x, y) such that either x or y is
More informationOn John type ellipsoids
On John type ellipsoids B. Klartag Tel Aviv University Abstract Given an arbitrary convex symmetric body K R n, we construct a natural and non-trivial continuous map u K which associates ellipsoids to
More informationGeometry of isotropic convex bodies and the slicing problem
Geometry of isotropic convex bodies and the slicing problem Apostolos Giannopoulos Abstract Lecture notes for the introductory worshop of the program Geometric Functional Analysis and Applications at the
More informationThe Covering Index of Convex Bodies
The Covering Index of Convex Bodies Centre for Computational and Discrete Geometry Department of Mathematics & Statistics, University of Calgary uary 12, 2015 Covering by homothets and illumination Let
More informationAn example of a convex body without symmetric projections.
An example of a convex body without symmetric projections. E. D. Gluskin A. E. Litvak N. Tomczak-Jaegermann Abstract Many crucial results of the asymptotic theory of symmetric convex bodies were extended
More information3 (Due ). Let A X consist of points (x, y) such that either x or y is a rational number. Is A measurable? What is its Lebesgue measure?
MA 645-4A (Real Analysis), Dr. Chernov Homework assignment 1 (Due ). Show that the open disk x 2 + y 2 < 1 is a countable union of planar elementary sets. Show that the closed disk x 2 + y 2 1 is a countable
More informationON THE ISOTROPY CONSTANT OF PROJECTIONS OF POLYTOPES
ON THE ISOTROPY CONSTANT OF PROJECTIONS OF POLYTOPES DAVID ALONSO-GUTIÉRREZ, JESÚS BASTERO, JULIO BERNUÉS, AND PAWE L WOLFF Abstract. The isotropy constant of any d-dimensional polytope with n vertices
More informationLogarithmic Sobolev Inequalities
Logarithmic Sobolev Inequalities M. Ledoux Institut de Mathématiques de Toulouse, France logarithmic Sobolev inequalities what they are, some history analytic, geometric, optimal transportation proofs
More informationEstimates for the affine and dual affine quermassintegrals of convex bodies
Estimates for the affine and dual affine quermassintegrals of convex bodies Nikos Dafnis and Grigoris Paouris Abstract We provide estimates for suitable normalizations of the affine and dual affine quermassintegrals
More informationLARGE DEVIATIONS OF TYPICAL LINEAR FUNCTIONALS ON A CONVEX BODY WITH UNCONDITIONAL BASIS. S. G. Bobkov and F. L. Nazarov. September 25, 2011
LARGE DEVIATIONS OF TYPICAL LINEAR FUNCTIONALS ON A CONVEX BODY WITH UNCONDITIONAL BASIS S. G. Bobkov and F. L. Nazarov September 25, 20 Abstract We study large deviations of linear functionals on an isotropic
More informationOn the isotropic constant of marginals
On the isotropic constant of marginals Grigoris Paouris Abstract Let p < and n. We write µ B,p,n for the probability measure in R n with density B n p, where Bp n := {x R n : x p b p,n} and Bp n =. Let
More informationIsomorphic Steiner symmetrization of p-convex sets
Isomorphic Steiner symmetrization of p-convex sets Alexander Segal Tel-Aviv University St. Petersburg, June 2013 Alexander Segal Isomorphic Steiner symmetrization 1 / 20 Notation K will denote the volume
More informationSampling and high-dimensional convex geometry
Sampling and high-dimensional convex geometry Roman Vershynin SampTA 2013 Bremen, Germany, June 2013 Geometry of sampling problems Signals live in high dimensions; sampling is often random. Geometry in
More informationLinear Analysis Lecture 5
Linear Analysis Lecture 5 Inner Products and V Let dim V < with inner product,. Choose a basis B and let v, w V have coordinates in F n given by x 1. x n and y 1. y n, respectively. Let A F n n be the
More informationOn the distribution of the ψ 2 -norm of linear functionals on isotropic convex bodies
On the distribution of the ψ 2 -norm of linear functionals on isotropic convex bodies Joint work with G. Paouris and P. Valettas Cortona 2011 June 16, 2011 (Cortona 2011) Distribution of the ψ 2 -norm
More informationSpectral Gap and Concentration for Some Spherically Symmetric Probability Measures
Spectral Gap and Concentration for Some Spherically Symmetric Probability Measures S.G. Bobkov School of Mathematics, University of Minnesota, 127 Vincent Hall, 26 Church St. S.E., Minneapolis, MN 55455,
More informationPart II Probability and Measure
Part II Probability and Measure Theorems Based on lectures by J. Miller Notes taken by Dexter Chua Michaelmas 2016 These notes are not endorsed by the lecturers, and I have modified them (often significantly)
More informationSuper-Gaussian directions of random vectors
Weizmann Institute & Tel Aviv University IMU-INdAM Conference in Analysis, Tel Aviv, June 2017 Gaussian approximation Many distributions in R n, for large n, have approximately Gaussian marginals. Classical
More informationNon-Asymptotic Theory of Random Matrices Lecture 4: Dimension Reduction Date: January 16, 2007
Non-Asymptotic Theory of Random Matrices Lecture 4: Dimension Reduction Date: January 16, 2007 Lecturer: Roman Vershynin Scribe: Matthew Herman 1 Introduction Consider the set X = {n points in R N } where
More informationWeak and strong moments of l r -norms of log-concave vectors
Weak and strong moments of l r -norms of log-concave vectors Rafał Latała based on the joint work with Marta Strzelecka) University of Warsaw Minneapolis, April 14 2015 Log-concave measures/vectors A measure
More informationStar bodies with completely symmetric sections
Star bodies with completely symmetric sections Sergii Myroshnychenko, Dmitry Ryabogin, and Christos Saroglou Abstract We say that a star body is completely symmetric if it has centroid at the origin and
More informationConcentration inequalities: basics and some new challenges
Concentration inequalities: basics and some new challenges M. Ledoux University of Toulouse, France & Institut Universitaire de France Measure concentration geometric functional analysis, probability theory,
More informationMurat Akman. The Brunn-Minkowski Inequality and a Minkowski Problem for Nonlinear Capacities. March 10
The Brunn-Minkowski Inequality and a Minkowski Problem for Nonlinear Capacities Murat Akman March 10 Postdoc in HA Group and Postdoc at the University of Connecticut Minkowski Addition of Sets Let E 1
More informationA probabilistic take on isoperimetric-type inequalities
A probabilistic take on isoperimetric-type inequalities Grigoris Paouris Peter Pivovarov May 2, 211 Abstract We extend a theorem of Groemer s on the expected volume of a random polytope in a convex body.
More informationDimensional behaviour of entropy and information
Dimensional behaviour of entropy and information Sergey Bobkov and Mokshay Madiman Note: A slightly condensed version of this paper is in press and will appear in the Comptes Rendus de l Académies des
More informationRapid Steiner symmetrization of most of a convex body and the slicing problem
Rapid Steiner symmetrization of most of a convex body and the slicing problem B. Klartag, V. Milman School of Mathematical Sciences Tel Aviv University Tel Aviv 69978, Israel Abstract For an arbitrary
More informationCombinatorics in Banach space theory Lecture 12
Combinatorics in Banach space theory Lecture The next lemma considerably strengthens the assertion of Lemma.6(b). Lemma.9. For every Banach space X and any n N, either all the numbers n b n (X), c n (X)
More informationAround the Brunn-Minkowski inequality
Around the Brunn-Minkowski inequality Andrea Colesanti Technische Universität Berlin - Institut für Mathematik January 28, 2015 Summary Summary The Brunn-Minkowski inequality Summary The Brunn-Minkowski
More informationALEXANDER KOLDOBSKY AND ALAIN PAJOR. Abstract. We prove that there exists an absolute constant C so that µ(k) C p max. ξ S n 1 µ(k ξ ) K 1/n
A REMARK ON MEASURES OF SECTIONS OF L p -BALLS arxiv:1601.02441v1 [math.mg] 11 Jan 2016 ALEXANDER KOLDOBSKY AND ALAIN PAJOR Abstract. We prove that there exists an absolute constant C so that µ(k) C p
More informationReal Analysis Problems
Real Analysis Problems Cristian E. Gutiérrez September 14, 29 1 1 CONTINUITY 1 Continuity Problem 1.1 Let r n be the sequence of rational numbers and Prove that f(x) = 1. f is continuous on the irrationals.
More informationConvex Geometry. Carsten Schütt
Convex Geometry Carsten Schütt November 25, 2006 2 Contents 0.1 Convex sets... 4 0.2 Separation.... 9 0.3 Extreme points..... 15 0.4 Blaschke selection principle... 18 0.5 Polytopes and polyhedra.... 23
More informationCONCENTRATION INEQUALITIES AND GEOMETRY OF CONVEX BODIES
CONCENTRATION INEQUALITIES AND GEOMETRY OF CONVEX BODIES Olivier Guédon, Piotr Nayar, Tomasz Tkocz In memory of Piotr Mankiewicz Contents 1. Introduction... 5 2. Brascamp Lieb inequalities in a geometric
More informationMATHS 730 FC Lecture Notes March 5, Introduction
1 INTRODUCTION MATHS 730 FC Lecture Notes March 5, 2014 1 Introduction Definition. If A, B are sets and there exists a bijection A B, they have the same cardinality, which we write as A, #A. If there exists
More informationBest approximations in normed vector spaces
Best approximations in normed vector spaces Mike de Vries 5699703 a thesis submitted to the Department of Mathematics at Utrecht University in partial fulfillment of the requirements for the degree of
More informationDAR S CONJECTURE AND THE LOG-BRUNN-MINKOSKI INEQUALITY
DAR S CONJECTURE AND THE LOG-BRUNN-MINKOSKI INEQUALITY DONGMENG XI AND GANGSONG LENG Abstract. In 999, Dar conjectured if there is a stronger version of the celebrated Brunn-Minkowski inequality. However,
More informationGeometry of log-concave Ensembles of random matrices
Geometry of log-concave Ensembles of random matrices Nicole Tomczak-Jaegermann Joint work with Radosław Adamczak, Rafał Latała, Alexander Litvak, Alain Pajor Cortona, June 2011 Nicole Tomczak-Jaegermann
More informationInvariances in spectral estimates. Paris-Est Marne-la-Vallée, January 2011
Invariances in spectral estimates Franck Barthe Dario Cordero-Erausquin Paris-Est Marne-la-Vallée, January 2011 Notation Notation Given a probability measure ν on some Euclidean space, the Poincaré constant
More informationMoment Measures. D. Cordero-Erausquin 1 and B. Klartag 2
Moment Measures D. Cordero-Erausquin 1 and B. Klartag 2 Abstract With any convex function ψ on a finite-dimensional linear space X such that ψ goes to + at infinity, we associate a Borel measure µ on X.
More informationApproximately gaussian marginals and the hyperplane conjecture
Approximately gaussian marginals and the hyperplane conjecture R. Eldan and B. Klartag Abstract We discuss connections between certain well-known open problems related to the uniform measure on a high-dimensional
More informationExercises: Brunn, Minkowski and convex pie
Lecture 1 Exercises: Brunn, Minkowski and convex pie Consider the following problem: 1.1 Playing a convex pie Consider the following game with two players - you and me. I am cooking a pie, which should
More informationNotions such as convergent sequence and Cauchy sequence make sense for any metric space. Convergent Sequences are Cauchy
Banach Spaces These notes provide an introduction to Banach spaces, which are complete normed vector spaces. For the purposes of these notes, all vector spaces are assumed to be over the real numbers.
More informationPoincaré Inequalities and Moment Maps
Tel-Aviv University Analysis Seminar at the Technion, Haifa, March 2012 Poincaré-type inequalities Poincaré-type inequalities (in this lecture): Bounds for the variance of a function in terms of the gradient.
More informationTopics in Asymptotic Convex Geometry
T E L A V I V U N I V E R S I T Y The Raymond and Beverley Sackler Faculty of Exact Sciences School of Mathematical Sciences Topics in Asymptotic Convex Geometry Thesis submitted for the degree Doctor
More information2) Let X be a compact space. Prove that the space C(X) of continuous real-valued functions is a complete metric space.
University of Bergen General Functional Analysis Problems with solutions 6 ) Prove that is unique in any normed space. Solution of ) Let us suppose that there are 2 zeros and 2. Then = + 2 = 2 + = 2. 2)
More informationProbability and Measure
Part II Year 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 2005 2018 84 Paper 4, Section II 26J Let (X, A) be a measurable space. Let T : X X be a measurable map, and µ a probability
More informationBRUNN-MINKOWSKI INEQUALITIES IN PRODUCT METRIC MEASURE SPACES
BRUNN-MINKOWSKI INEQUALITIES IN PRODUCT METRIC MEASURE SPACES MANUEL RITORÉ AND JESÚS YEPES NICOLÁS Abstract. Given one metric measure space satisfying a linear Brunn-Minkowski inequality, and a second
More informationLecture 4 Lebesgue spaces and inequalities
Lecture 4: Lebesgue spaces and inequalities 1 of 10 Course: Theory of Probability I Term: Fall 2013 Instructor: Gordan Zitkovic Lecture 4 Lebesgue spaces and inequalities Lebesgue spaces We have seen how
More informationLebesgue Integration on R n
Lebesgue Integration on R n The treatment here is based loosely on that of Jones, Lebesgue Integration on Euclidean Space We give an overview from the perspective of a user of the theory Riemann integration
More informationNeedle decompositions and Ricci curvature
Tel Aviv University CMC conference: Analysis, Geometry, and Optimal Transport KIAS, Seoul, June 2016. A trailer (like in the movies) In this lecture we will not discuss the following: Let K 1, K 2 R n
More information(1) Consider the space S consisting of all continuous real-valued functions on the closed interval [0, 1]. For f, g S, define
Homework, Real Analysis I, Fall, 2010. (1) Consider the space S consisting of all continuous real-valued functions on the closed interval [0, 1]. For f, g S, define ρ(f, g) = 1 0 f(x) g(x) dx. Show that
More information18.175: Lecture 2 Extension theorems, random variables, distributions
18.175: Lecture 2 Extension theorems, random variables, distributions Scott Sheffield MIT Outline Extension theorems Characterizing measures on R d Random variables Outline Extension theorems Characterizing
More information1. If 1, ω, ω 2, -----, ω 9 are the 10 th roots of unity, then (1 + ω) (1 + ω 2 ) (1 + ω 9 ) is A) 1 B) 1 C) 10 D) 0
4 INUTES. If, ω, ω, -----, ω 9 are the th roots of unity, then ( + ω) ( + ω ) ----- ( + ω 9 ) is B) D) 5. i If - i = a + ib, then a =, b = B) a =, b = a =, b = D) a =, b= 3. Find the integral values for
More informationExtreme Abridgment of Boyd and Vandenberghe s Convex Optimization
Extreme Abridgment of Boyd and Vandenberghe s Convex Optimization Compiled by David Rosenberg Abstract Boyd and Vandenberghe s Convex Optimization book is very well-written and a pleasure to read. The
More informationAsymptotic shape of a random polytope in a convex body
Asymptotic shape of a random polytope in a convex body N. Dafnis, A. Giannopoulos, and A. Tsolomitis Abstract Let K be an isotropic convex body in R n and let Z qk be the L q centroid body of K. For every
More informationLecture Notes in Advanced Calculus 1 (80315) Raz Kupferman Institute of Mathematics The Hebrew University
Lecture Notes in Advanced Calculus 1 (80315) Raz Kupferman Institute of Mathematics The Hebrew University February 7, 2007 2 Contents 1 Metric Spaces 1 1.1 Basic definitions...........................
More informationGAUSSIAN MEASURE OF SECTIONS OF DILATES AND TRANSLATIONS OF CONVEX BODIES. 2π) n
GAUSSIAN MEASURE OF SECTIONS OF DILATES AND TRANSLATIONS OF CONVEX BODIES. A. ZVAVITCH Abstract. In this paper we give a solution for the Gaussian version of the Busemann-Petty problem with additional
More informationGaussian Measure of Sections of convex bodies
Gaussian Measure of Sections of convex bodies A. Zvavitch Department of Mathematics, University of Missouri, Columbia, MO 652, USA Abstract In this paper we study properties of sections of convex bodies
More informationConcentration inequalities and geometry of convex bodies
Concentration inequalities and geometry of convex bodies Olivier Guédon 1, Piotr Nayar, Tomasz Tkocz 3 March 5, 14 Abstract Our goal is to write an extended version of the notes of a course given by Olivier
More informationEconomics 204 Summer/Fall 2011 Lecture 5 Friday July 29, 2011
Economics 204 Summer/Fall 2011 Lecture 5 Friday July 29, 2011 Section 2.6 (cont.) Properties of Real Functions Here we first study properties of functions from R to R, making use of the additional structure
More informationSections of Convex Bodies via the Combinatorial Dimension
Sections of Convex Bodies via the Combinatorial Dimension (Rough notes - no proofs) These notes are centered at one abstract result in combinatorial geometry, which gives a coordinate approach to several
More informationTHE RADON NIKODYM PROPERTY AND LIPSCHITZ EMBEDDINGS
THE RADON NIKODYM PROPERTY AND LIPSCHITZ EMBEDDINGS Motivation The idea here is simple. Suppose we have a Lipschitz homeomorphism f : X Y where X and Y are Banach spaces, namely c 1 x y f (x) f (y) c 2
More informationTHEOREMS, ETC., FOR MATH 516
THEOREMS, ETC., FOR MATH 516 Results labeled Theorem Ea.b.c (or Proposition Ea.b.c, etc.) refer to Theorem c from section a.b of Evans book (Partial Differential Equations). Proposition 1 (=Proposition
More informationFunctional Analysis Winter 2018/2019
Functional Analysis Winter 2018/2019 Peer Christian Kunstmann Karlsruher Institut für Technologie (KIT) Institut für Analysis Englerstr. 2, 76131 Karlsruhe e-mail: peer.kunstmann@kit.edu These lecture
More informationarxiv:math/ v1 [math.fa] 30 Sep 2004
arxiv:math/04000v [math.fa] 30 Sep 2004 Small ball probability and Dvoretzy Theorem B. Klartag, R. Vershynin Abstract Large deviation estimates are by now a standard tool in the Asymptotic Convex Geometry,
More informationFrom now on, we will represent a metric space with (X, d). Here are some examples: i=1 (x i y i ) p ) 1 p, p 1.
Chapter 1 Metric spaces 1.1 Metric and convergence We will begin with some basic concepts. Definition 1.1. (Metric space) Metric space is a set X, with a metric satisfying: 1. d(x, y) 0, d(x, y) = 0 x
More informationFunctional Analysis I
Functional Analysis I Course Notes by Stefan Richter Transcribed and Annotated by Gregory Zitelli Polar Decomposition Definition. An operator W B(H) is called a partial isometry if W x = X for all x (ker
More informationON A LINEAR REFINEMENT OF THE PRÉKOPA-LEINDLER INEQUALITY
ON A LINEAR REFINEMENT OF TE PRÉKOPA-LEINDLER INEQUALITY A. COLESANTI, E. SAORÍN GÓMEZ, AND J. YEPES NICOLÁS Abstract. If f, g : R n R 0 are non-negative measurable functions, then the Prékopa-Leindler
More informationX n D X lim n F n (x) = F (x) for all x C F. lim n F n(u) = F (u) for all u C F. (2)
14:17 11/16/2 TOPIC. Convergence in distribution and related notions. This section studies the notion of the so-called convergence in distribution of real random variables. This is the kind of convergence
More informationShape optimization problems for variational functionals under geometric constraints
Shape optimization problems for variational functionals under geometric constraints Ilaria Fragalà 2 nd Italian-Japanese Workshop Cortona, June 20-24, 2011 The variational functionals The first Dirichlet
More informationContinuity of convex functions in normed spaces
Continuity of convex functions in normed spaces In this chapter, we consider continuity properties of real-valued convex functions defined on open convex sets in normed spaces. Recall that every infinitedimensional
More informationSuper-Gaussian directions of random vectors
Super-Gaussian directions of random vectors Bo az Klartag Abstract We establish the following universality property in high dimensions: Let be a random vector with density in R n. The density function
More informationMathematics for Economists
Mathematics for Economists Victor Filipe Sao Paulo School of Economics FGV Metric Spaces: Basic Definitions Victor Filipe (EESP/FGV) Mathematics for Economists Jan.-Feb. 2017 1 / 34 Definitions and Examples
More informationIntegral Jensen inequality
Integral Jensen inequality Let us consider a convex set R d, and a convex function f : (, + ]. For any x,..., x n and λ,..., λ n with n λ i =, we have () f( n λ ix i ) n λ if(x i ). For a R d, let δ a
More informationAnalysis Qualifying Exam
Analysis Qualifying Exam Spring 2017 Problem 1: Let f be differentiable on R. Suppose that there exists M > 0 such that f(k) M for each integer k, and f (x) M for all x R. Show that f is bounded, i.e.,
More informationA probabilistic take on isoperimetric-type inequalities
A probabilistic take on isoperimetric-type inequalities Grigoris Paouris Peter Pivovarov April 16, 212 Abstract We extend a theorem of Groemer s on the expected volume of a random polytope in a convex
More informationFunctional Analysis. Franck Sueur Metric spaces Definitions Completeness Compactness Separability...
Functional Analysis Franck Sueur 2018-2019 Contents 1 Metric spaces 1 1.1 Definitions........................................ 1 1.2 Completeness...................................... 3 1.3 Compactness......................................
More informationAnti-concentration Inequalities
Anti-concentration Inequalities Roman Vershynin Mark Rudelson University of California, Davis University of Missouri-Columbia Phenomena in High Dimensions Third Annual Conference Samos, Greece June 2007
More informationOptimization and Optimal Control in Banach Spaces
Optimization and Optimal Control in Banach Spaces Bernhard Schmitzer October 19, 2017 1 Convex non-smooth optimization with proximal operators Remark 1.1 (Motivation). Convex optimization: easier to solve,
More informationPointwise estimates for marginals of convex bodies
Journal of Functional Analysis 54 8) 75 93 www.elsevier.com/locate/jfa Pointwise estimates for marginals of convex bodies R. Eldan a,1,b.klartag b,, a School of Mathematical Sciences, Tel-Aviv University,
More informationOn a Generalization of the Busemann Petty Problem
Convex Geometric Analysis MSRI Publications Volume 34, 1998 On a Generalization of the Busemann Petty Problem JEAN BOURGAIN AND GAOYONG ZHANG Abstract. The generalized Busemann Petty problem asks: If K
More informationLebesgue Measure on R n
CHAPTER 2 Lebesgue Measure on R n Our goal is to construct a notion of the volume, or Lebesgue measure, of rather general subsets of R n that reduces to the usual volume of elementary geometrical sets
More informationA Bernstein-Chernoff deviation inequality, and geometric properties of random families of operators
A Bernstein-Chernoff deviation inequality, and geometric properties of random families of operators Shiri Artstein-Avidan, Mathematics Department, Princeton University Abstract: In this paper we first
More informationl(y j ) = 0 for all y j (1)
Problem 1. The closed linear span of a subset {y j } of a normed vector space is defined as the intersection of all closed subspaces containing all y j and thus the smallest such subspace. 1 Show that
More information