A Connection of the Brascamp-Lieb Inequality with Skorokhod Embedding

Yuu Hariya

doi:10.1214/ECP.v19-3025

A Connection of the Brascamp-Lieb Inequality with Skorokhod Embedding

Yuu Hariya

SCI - Mathematics

Research output: Contribution to journal › Article › peer-review

Abstract

We reveal a connection of the Brascamp-Lieb inequality with Skorokhod embedding. Error bounds for the inequality in terms of the variance are also provided.

Original language	English
Journal	Electronic Communications in Probability
Volume	19
DOIs	https://doi.org/10.1214/ECP.v19-3025
Publication status	Published - 2014 Aug 29

Keywords

Brascamp-Lieb inequality
Itô-Tanaka formula
Skorokhod embedding

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

Access to Document

10.1214/ECP.v19-3025

Cite this

@article{c3a6c5673f604b17a4b446579ba9d813,

title = "A Connection of the Brascamp-Lieb Inequality with Skorokhod Embedding",

abstract = "We reveal a connection of the Brascamp-Lieb inequality with Skorokhod embedding. Error bounds for the inequality in terms of the variance are also provided.",

keywords = "Brascamp-Lieb inequality, It{\^o}-Tanaka formula, Skorokhod embedding",

author = "Yuu Hariya",

year = "2014",

month = aug,

day = "29",

doi = "10.1214/ECP.v19-3025",

language = "English",

volume = "19",

journal = "Electronic Communications in Probability",

issn = "1083-589X",

publisher = "Institute of Mathematical Statistics",

}

TY - JOUR

T1 - A Connection of the Brascamp-Lieb Inequality with Skorokhod Embedding

AU - Hariya, Yuu

PY - 2014/8/29

Y1 - 2014/8/29

N2 - We reveal a connection of the Brascamp-Lieb inequality with Skorokhod embedding. Error bounds for the inequality in terms of the variance are also provided.

AB - We reveal a connection of the Brascamp-Lieb inequality with Skorokhod embedding. Error bounds for the inequality in terms of the variance are also provided.

KW - Brascamp-Lieb inequality

KW - Itô-Tanaka formula

KW - Skorokhod embedding

UR - http://www.scopus.com/inward/record.url?scp=84907684960&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84907684960&partnerID=8YFLogxK

U2 - 10.1214/ECP.v19-3025

DO - 10.1214/ECP.v19-3025

M3 - Article

AN - SCOPUS:84907684960

SN - 1083-589X

VL - 19

JO - Electronic Communications in Probability

JF - Electronic Communications in Probability

ER -

A Connection of the Brascamp-Lieb Inequality with Skorokhod Embedding

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this