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On Some Problems Concerning Log-Concave Random Vectors

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Convexity and Concentration

Part of the book series: The IMA Volumes in Mathematics and its Applications ((IMA,volume 161))

Abstract

A Radon measure μ on a locally convex linear space F is called logarithmically concave (log-concave in short) if for any compact nonempty sets K, L ⊂ F and λ ∈ [0, 1], μ(λ K + (1 −λ)L) ≥ μ(K)λ μ(L)1−λ. A random vector with values in F is called log-concave if its distribution is logarithmically concave.

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Acknowledgements

This research was supported by the National Science Centre, Poland grant 2015/18/A/ST1/00553.

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Correspondence to Rafał Latała .

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Latała, R. (2017). On Some Problems Concerning Log-Concave Random Vectors. In: Carlen, E., Madiman, M., Werner, E. (eds) Convexity and Concentration. The IMA Volumes in Mathematics and its Applications, vol 161. Springer, New York, NY. https://doi.org/10.1007/978-1-4939-7005-6_16

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