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Brascamp–Lieb inequality : ウィキペディア英語版
Brascamp–Lieb inequality
In mathematics, the Brascamp–Lieb inequality is a result in geometry concerning integrable functions on ''n''-dimensional Euclidean space R''n''. It generalizes the Loomis–Whitney inequality and Hölder's inequality, and is named after Herm Jan Brascamp and Elliott H. Lieb.
The original inequality (called the geometric inequality here) is in
.〔H.J. Brascamp and E.H. Lieb,
''Best Constants in Young's Inequality, Its''
''Converse and Its Generalization to More Than Three Functions'', Adv. in Math.
20, 151–172 (1976).〕
Its generalization, stated first, is in
〔E.H.Lieb, ''Gaussian Kernels have only Gaussian Maximizers'', Inventiones Mathematicae 102, pp. 179–208 (1990).〕
==Statement of the inequality==

Fix natural numbers ''m'' and ''n''. For 1 ≤ ''i'' ≤ ''m'', let ''n''''i'' ∈ N and let ''c''''i'' > 0 so that
:\sum_^ c_ n_ = n.
Choose non-negative, integrable functions
:f_ \in L^ \left( \mathbb^ : \mathbb^ \to \mathbb^^} \prod_^ f_ \left( B_ x \right)^ x \leq D^ \prod_^ \left( \int_}} f_ (y) \, \mathrm y \right)^^ c_ B_^ A_ B_ \right)} ( \det A_ )^ \right| A_ \mbox n_ \times n_ \mbox \right\}.
Another way to state this is that the constant ''D'' is what one would obtain by
restricting attention to the case in which each f_ is a centered Gaussian
function, namely f_(y) = \exp \.

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