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.
Citation
Yuu Hariya. "A connection of the Brascamp-Lieb inequality with Skorokhod embedding." Electron. Commun. Probab. 19 1 - 12, 2014. https://doi.org/10.1214/ECP.v19-3025
Information