Vitale's random Brunn–Minkowski inequality
In mathematics, Vitale's random Brunn–Minkowski inequality is a theorem due to Richard Vitale that generalizes the classical Brunn–Minkowski inequality for compact subsets of n-dimensional Euclidean space Rn to random compact sets.
Statement of the inequality
Let X be a random compact set in Rn; that is, a Borel–measurable function from some probability space (Ω, Σ, Pr) to the space of non-empty, compact subsets of Rn equipped with the Hausdorff metric. A random vector V : Ω → Rn is called a selection of X if Pr(V ∈ X) = 1. If K is a non-empty, compact subset of Rn, let
and define the expectation E[X] of X to be
![{\displaystyle \mathrm {E} [X]=\{\mathrm {E} [V]|V{\mbox{ is a selection of }}X{\mbox{ and }}\mathrm {E} \|V\|<+\infty \}.}](../I/m/1673304cf3f2b53140db2350a8b6012ab5959236.svg)
Note that E[X] is a subset of Rn. In this notation, Vitale's random Brunn–Minkowski inequality is that, for any random compact set X with E[X] < +∞,
![{\displaystyle \left(\mathrm {vol} \left(\mathrm {E} [X]\right)\right)^{1/n}\geq \mathrm {E} \left[\mathrm {vol} (X)^{1/n}\right],}](../I/m/0493ce2872de555c8b6c52610dbffa0007cb6cc7.svg)
where "vol" denotes n-dimensional Lebesgue measure.
Relationship to the Brunn–Minkowski inequality
If X takes the values (non-empty, compact sets) K and L with probabilities 1 − λ and λ respectively, then Vitale's random Brunn–Minkowski inequality is simply the original Brunn–Minkowski inequality for compact sets.
References
- Gardner, Richard J. (2002). "The Brunn-Minkowski inequality" (PDF). Bull. Amer. Math. Soc. (N.S.). 39 (3): 355–405 (electronic). doi:10.1090/S0273-0979-02-00941-2.
- Vitale, Richard A. (1990). "The Brunn-Minkowski inequality for random sets". J. Multivariate Anal. 33: 286–293. doi:10.1016/0047-259X(90)90052-J.