On logarithmic concave measures and functions
On logarithmic concave measures and functions
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发表时间:
1973
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通讯作者:
A. Prékopa
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作者:
A. Prékopa
The purpose of the present paper is to give a new proof for the main theorem proved in [3] and develop further properties of logarithmic concave measures and functions. Having in mind the applications of our theory to mathematical programming, we restrict ourselves to functions and measures in finite dimensional Euclidean spaces. A function f defined on Rn is said to be logarithmic concave if for every pair of vectors x1, x2 ∈ Rn and for every 0 < λ < 1 we have (1.1) f(λx1 + (1 − λ)x2) ≥ (f(x1))λ(f(x2))1−λ. A measure defined on the measurable subsets of Rn is logarithmic concave if for every pair A, B of convex subsets of Rn and for every 0 < λ < 1, we have the following inequality