An Inequality for Moments of Log-Concave Functions on Gaussian Random Vectors
Academic Article
Overview
Research
Identity
Additional Document Info
Other
View All
Overview
abstract
Springer International Publishing AG 2017. We prove sharp moment inequalities for log-concave and log-convex functions, on Gaussian random vectors. As an application we take a reverse form of the classical logarithmic Sobolev inequality, in the case where the function is log-concave.