Campuses:

Borell's Formula for a Riemannian Manifold

Thursday, April 23, 2015 - 2:00pm - 3:00pm
Lind 305
Joseph Lehec (Université de Paris IX (Paris-Dauphine))
Borell's formula is a stochastic variational formula for the log-Laplace transform of a function of a Gaussian vector. We shall present an extension of this to the Riemannian setting. As an application we will give a new proof of the Brascamp-Lieb inequality on the sphere (due to Carlen, Lieb and Loss).