A connection of the Brascamp-Lieb inequality with Skorokhod embedding
Yuu Hariya
TL;DR
This paper explores a novel link between the Brascamp-Lieb inequality and Skorokhod embedding, providing new insights and error bounds related to variance.
Contribution
It establishes a connection between two important mathematical concepts and offers variance-based error bounds for the inequality.
Findings
Connection between Brascamp-Lieb inequality and Skorokhod embedding
Error bounds for the inequality in terms of variance
New theoretical insights into inequality bounds
Abstract
We reveal a connection of the Brascamp-Lieb inequality with Skorokhod embedding. Error bounds for the inequality in terms of variance are also provided.
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