Prékopa–Leindler inequality

less than 1 minute read

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Consider the following statements:

  1. The shape with the largest volume enclosed by a given surface area is the $n$-dimensional sphere.
  2. A marginal or sum of log-concave distributions is log-concave.
  3. Any Lipschitz function of a standard $n$-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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