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Brunn–Minkowski theorem

From Wikipedia, the free encyclopedia
Theorem in geometry

Inmathematics, theBrunn–Minkowski theorem (orBrunn–Minkowski inequality) is an inequality relating the volumes (or more generallyLebesgue measures) ofcompactsubsets ofEuclidean space. The original version of the Brunn–Minkowski theorem (Hermann Brunn 1887;Hermann Minkowski 1896) applied to convex sets; the generalization to compact nonconvex sets stated here is due toLazar Lyusternik (1935).

Statement

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Letn ≥ 1 and letμ denote theLebesgue measure onRn. LetA andB be two nonempty compact subsets ofRn. Then the followinginequality holds:

[μ(A+B)]1/n[μ(A)]1/n+[μ(B)]1/n,{\displaystyle [\mu (A+B)]^{1/n}\geq [\mu (A)]^{1/n}+[\mu (B)]^{1/n},}

whereA +B denotes theMinkowski sum:

A+B:={a+bRnaA, bB}.{\displaystyle A+B:=\{\,a+b\in \mathbb {R} ^{n}\mid a\in A,\ b\in B\,\}.}

The theorem is also true in the setting whereA,B,A+B{\textstyle A,B,A+B} are only assumed to be measurable and non-empty.[1]

Multiplicative version

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The multiplicative form of Brunn–Minkowski inequality states thatμ(λA+(1λ)B)μ(A)λμ(B)1λ{\textstyle \mu (\lambda A+(1-\lambda )B)\geq \mu (A)^{\lambda }\mu (B)^{1-\lambda }} for allλ[0,1]{\textstyle \lambda \in [0,1]}.

The Brunn–Minkowski inequality is equivalent to the multiplicative version.

To prove the equivalence one direction (from Brunn–Minkowski inequality to its multiplicative form), apply the Brunn–Minkowski inequality to setsλA{\textstyle \lambda A} and(1λ)B{\textstyle (1-\lambda )B}, which gives

μ(λA+(1λ)B)(μ(λA)1/n+μ((1λ)B)1/n)n=(λμ(A)1/n+(1λ)μ(B)1/n)n,{\textstyle \mu (\lambda A+(1-\lambda )B)\geq (\mu (\lambda A)^{1/n}+\mu ((1-\lambda )B)^{1/n})^{n}=(\lambda \mu (A)^{1/n}+(1-\lambda )\mu (B)^{1/n})^{n},}

where we used the fact thatμ()1/n{\textstyle \mu (\cdot )^{1/n}} is homogeneous. Using now the inequalityλx+(1λ)yxλy1λ{\textstyle \lambda x+(1-\lambda )y\geq x^{\lambda }y^{1-\lambda }}, which holds for allx,y0,λ[0,1]{\textstyle x,y\geq 0,\lambda \in [0,1]} (coming from concavity of the logarithmlog(λx+(1λ)y)λlog(x)+(1λ)log(y){\textstyle \log(\lambda x+(1-\lambda )y)\geq \lambda \log(x)+(1-\lambda )\log(y)}), we find that(λμ(A)1/n+(1λ)μ(B)1/n)nμ(A)λμ(B)1λ{\textstyle (\lambda \mu (A)^{1/n}+(1-\lambda )\mu (B)^{1/n})^{n}\geq \mu (A)^{\lambda }\mu (B)^{1-\lambda }}, concluding the proof.

Conversely, using the multiplicative form, we find

μ(A+B)=μ(λAλ+(1λ)B1λ)(μ(A)λn)λ(μ(B)(1λ)n)1λ.{\textstyle \mu (A+B)=\mu (\lambda {\frac {A}{\lambda }}+(1-\lambda ){\frac {B}{1-\lambda }})\geq {\bigl (}{\frac {\mu (A)}{\lambda ^{n}}}{\bigr )}^{\lambda }{\bigl (}{\frac {\mu (B)}{(1-\lambda )^{n}}}{\bigr )}^{1-\lambda }.}

The right side is maximized atλ=μ(A)1/nμ(A)1/n+μ(B)1/n{\textstyle \lambda ={\frac {\mu (A)^{1/n}}{\mu (A)^{1/n}+\mu (B)^{1/n}}}}, which gives

μ(A+B)(μ(A)1/n+μ(B)1/n)n{\textstyle \mu (A+B)\geq (\mu (A)^{1/n}+\mu (B)^{1/n})^{n}} concluding the proof.

ThePrékopa–Leindler inequality is a functional generalization of this version of Brunn–Minkowski.

On the hypothesis

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Measurability

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It is possible forA,B{\textstyle A,B} to be Lebesgue measurable andA+B{\textstyle A+B} to not be; a counter example can be found in"Measure zero sets with non-measurable sum." On the other hand, ifA,B{\textstyle A,B} are Borel measurable, thenA+B{\textstyle A+B} is the continuous image of the Borel setA×B{\textstyle A\times B}, soanalytic and thus measurable. See the discussion in Gardner's survey for more on this, as well as ways to avoid measurability hypothesis.

In the case thatA andB are compact, so isA + B, being the image of the compact setA×B{\textstyle A\times B} under the continuous addition map :+:Rn×RnRn{\textstyle +:\mathbb {R} ^{n}\times \mathbb {R} ^{n}\to \mathbb {R} ^{n}}, so the measurability conditions are easy to verify.

Non-emptiness

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The condition thatA,B{\textstyle A,B} are both non-empty is clearly necessary. This condition is not part of the multiplicative versions of BM stated below.

Proofs

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We give two well known proofs of Brunn–Minkowski.

Geometric proof via cuboids and measure theory

We give a well-known argument that follows a general recipe of arguments in measure theory; namely, it establishes a simple case by direct analysis, uses induction to establish a finitary extension of that special case, and then uses general machinery to obtain the general case as a limit. A discussion of this history of this proof can be found in Theorem 4.1 inGardner's survey on Brunn–Minkowski.

We prove the version of the Brunn–Minkowski theorem that only requiresA,B,A+B{\textstyle A,B,A+B} to be measurable and non-empty.

  • The case thatA andB are axis aligned boxes:

By translation invariance of volumes, it suffices to takeA=i=1n[0,ai],B=i=1n[0,bi]{\textstyle A=\prod _{i=1}^{n}[0,a_{i}],B=\prod _{i=1}^{n}[0,b_{i}]}. ThenA+B=i=1n[0,ai+bi]{\textstyle A+B=\prod _{i=1}^{n}[0,a_{i}+b_{i}]}. In this special case, the Brunn–Minkowski inequality asserts that(ai+bi)1/nai1/n+bi1/n{\textstyle \prod (a_{i}+b_{i})^{1/n}\geq \prod a_{i}^{1/n}+\prod b_{i}^{1/n}}. After dividing both sides by(ai+bi)1/n{\textstyle \prod (a_{i}+b_{i})^{1/n}} , this follows from theAM–GM inequality:(aiai+bi)1/n+(biai+bi)1/n1nai+biai+bi=1{\textstyle (\prod {\frac {a_{i}}{a_{i}+b_{i}}})^{1/n}+(\prod {\frac {b_{i}}{a_{i}+b_{i}}})^{1/n}\leq \sum {\frac {1}{n}}{\frac {a_{i}+b_{i}}{a_{i}+b_{i}}}=1}.

  • The case whereA andB are both disjoint unions of finitely many such boxes:

We will use induction on the total number of boxes, where the previous calculation establishes the base case of two boxes. First, we observe that there is an axis aligned hyperplaneH that such that each side ofH contains an entire box ofA. To see this, it suffices to reduce to the case whereA consists of two boxes, and then calculate that the negation of this statement implies that the two boxes have a point in common.

For a body X, we letX,X+{\textstyle X^{-},X^{+}} denote the intersections ofX with the "right" and "left" halfspaces defined by H. Noting again that the statement of Brunn–Minkowski is translation invariant, we then translate B so thatμ(A+)μ(B+)=μ(A)μ(B){\textstyle {\frac {\mu (A^{+})}{\mu (B^{+})}}={\frac {\mu (A^{-})}{\mu (B^{-})}}}; such a translation exists by the intermediate value theorem becausetμ((B+tv)+){\textstyle t\to \mu ((B+tv)^{+})} is a continuous function, ifv is perpendicular toHμ((B+tv)+)μ((B+tv)){\textstyle {\frac {\mu ((B+tv)^{+})}{\mu ((B+tv)^{-})}}} has limiting values0 and{\textstyle \infty } ast,t{\displaystyle t\to -\infty ,t\to \infty }, so takes onμ(A+)μ(A){\textstyle {\frac {\mu (A^{+})}{\mu (A^{-})}}} at some point.

We now have the pieces in place to complete the induction step. First, observe thatA++B+{\textstyle A^{+}+B^{+}} andA+B{\displaystyle A^{-}+B^{-}} are disjoint subsets ofA+B{\textstyle A+B}, and soμ(A+B)μ(A++B+)+μ(A+B).{\textstyle \mu (A+B)\geq \mu (A^{+}+B^{+})+\mu (A^{-}+B^{-}).} Now,A+,A{\textstyle A^{+},A^{-}} both have one fewer box thanA, whileB+,B{\textstyle B^{+},B^{-}} each have at most as many boxes asB. Thus, we can apply the induction hypothesis:μ(A++B+)(μ(A+)1/n+μ(B+)1/n)n{\textstyle \mu (A^{+}+B^{+})\geq (\mu (A^{+})^{1/n}+\mu (B^{+})^{1/n})^{n}} andμ(A+B)(μ(A)1/n+μ(B)1/n)n{\textstyle \mu (A^{-}+B^{-})\geq (\mu (A^{-})^{1/n}+\mu (B^{-})^{1/n})^{n}}.

Elementary algebra shows that ifμ(A+)μ(B+)=μ(A)μ(B){\textstyle {\frac {\mu (A^{+})}{\mu (B^{+})}}={\frac {\mu (A^{-})}{\mu (B^{-})}}}, then alsoμ(A+)μ(B+)=μ(A)μ(B)=μ(A)μ(B){\textstyle {\frac {\mu (A^{+})}{\mu (B^{+})}}={\frac {\mu (A^{-})}{\mu (B^{-})}}={\frac {\mu (A)}{\mu (B)}}}, so we can calculate:

μ(A+B)μ(A++B+)+μ(A+B)(μ(A+)1/n+μ(B+)1/n)n+(μ(A)1/n+μ(B)1/n)n=μ(B+)(1+μ(A+)1/nμ(B+)1/n)n+μ(B)(1+μ(A)1/nμ(B)1/n)n=(1+μ(A)1/nμ(B)1/n)n(μ(B+)+μ(B))=(μ(B)1/n+μ(A)1/n)n{\displaystyle {\begin{aligned}\mu (A+B)\geq \mu (A^{+}+B^{+})+\mu (A^{-}+B^{-})\geq (\mu (A^{+})^{1/n}+\mu (B^{+})^{1/n})^{n}+(\mu (A^{-})^{1/n}+\mu (B^{-})^{1/n})^{n}\\=\mu (B^{+})(1+{\frac {\mu (A^{+})^{1/n}}{\mu (B^{+})^{1/n}}})^{n}+\mu (B^{-})(1+{\frac {\mu (A^{-})^{1/n}}{\mu (B^{-})^{1/n}}})^{n}=(1+{\frac {\mu (A)^{1/n}}{\mu (B)^{1/n}}})^{n}(\mu (B^{+})+\mu (B^{-}))=(\mu (B)^{1/n}+\mu (A)^{1/n})^{n}\end{aligned}}}
  • The case thatA andB are bounded open sets:

In this setting, both bodies can be approximated arbitrarily well by unions of disjoint axis aligned rectangles contained in their interior; this follows from general facts about the Lebesgue measure of open sets. That is, we have a sequence of bodiesAkA{\textstyle A_{k}\subseteq A}, which are disjoint unions of finitely many axis aligned rectangles, whereμ(AAk)1/k{\textstyle \mu (A\setminus A_{k})\leq 1/k}, and likewiseBkB{\textstyle B_{k}\subseteq B}. Then we have thatA+BAk+Bk{\textstyle A+B\supseteq A_{k}+B_{k}}, soμ(A+B)1/nμ(Ak+Bk)1/nμ(Ak)1/n+μ(Bk)1/n{\textstyle \mu (A+B)^{1/n}\geq \mu (A_{k}+B_{k})^{1/n}\geq \mu (A_{k})^{1/n}+\mu (B_{k})^{1/n}}. The right hand side converges toμ(A)1/n+μ(B)1/n{\textstyle \mu (A)^{1/n}+\mu (B)^{1/n}} ask{\textstyle k\to \infty }, establishing this special case.

  • The case thatA andB are compact sets:

For a compact bodyX, defineXϵ=X+B(0,ϵ){\textstyle X_{\epsilon }=X+B(0,\epsilon )} to be theϵ{\textstyle \epsilon }-thickening ofX. Here eachB(0,ϵ){\textstyle B(0,\epsilon )} is the open ball of radiusϵ{\textstyle \epsilon }, so thatXϵ{\textstyle X_{\epsilon }} is a bounded, open set.ϵ>0Xϵ=cl(X){\textstyle \bigcap _{\epsilon >0}X_{\epsilon }={\text{cl}}(X)}, so that ifX is compact, thenlimϵ0μ(Xϵ)=μ(X){\textstyle \lim _{\epsilon \to 0}\mu (X_{\epsilon })=\mu (X)}. By using associativity and commutativity of Minkowski sum, along with the previous case, we can calculate thatμ((A+B)2ϵ)1/n=μ(Aϵ+Bϵ)1/nμ(Aϵ)1/n+μ(Bϵ)1/n{\textstyle \mu ((A+B)_{2\epsilon })^{1/n}=\mu (A_{\epsilon }+B_{\epsilon })^{1/n}\geq \mu (A_{\epsilon })^{1/n}+\mu (B_{\epsilon })^{1/n}}. Sendingϵ{\textstyle \epsilon } to0 establishes the result.

  • The case of bounded measurable sets:

Recall that by theregularity theorem for Lebesgue measure for any bounded measurable setX, and for anyk>≥{\textstyle k>\geq }, there is a compact setXkX{\textstyle X_{k}\subseteq X} withμ(XXk)<1/k{\textstyle \mu (X\setminus X_{k})<1/k}. Thus,μ(A+B)μ(Ak+Bk)(μ(Ak)1/n+μ(Bk)1/n)n{\textstyle \mu (A+B)\geq \mu (A_{k}+B_{k})\geq (\mu (A_{k})^{1/n}+\mu (B_{k})^{1/n})^{n}} for allk, using the case of Brunn–Minkowski shown for compact sets. Sendingk{\textstyle k\to \infty } establishes the result.

  • The case of measurable sets:

We letAk=[k,k]nA,Bk=[k,k]nB{\textstyle A_{k}=[-k,k]^{n}\cap A,B_{k}=[-k,k]^{n}\cap B}, and again argue using the previous case thatμ(A+B)μ(Ak+Bk)(μ(Ak)1/n+μ(Bk)1/n)n{\textstyle \mu (A+B)\geq \mu (A_{k}+B_{k})\geq (\mu (A_{k})^{1/n}+\mu (B_{k})^{1/n})^{n}}, hence the result follows by sending k to infinity.

Proof as a corollary of the Prékopa–Leindler inequality

We give a proof of the Brunn–Minkowski inequality as a corollary to thePrékopa–Leindler inequality, a functional version of the BM inequality. We will first prove PL, and then show that PL implies a multiplicative version of BM, then show that multiplicative BM implies additive BM. The argument here is simpler than the proof via cuboids, in particular, we only need to prove the BM inequality in one dimensions. This happens because the more general statement of the PL-inequality than the BM-inequality allows for an induction argument.

  • The multiplicative form of the BM inequality

First, the Brunn–Minkowski inequality implies a multiplicative version, using the inequalityλx+(1λ)yxλyλ{\textstyle \lambda x+(1-\lambda )y\geq x^{\lambda }y^{\lambda }}, which holds forx,y0,λ[0,1]{\textstyle x,y\geq 0,\lambda \in [0,1]}. In particular,μ(λA+(1λ)B)(λμ(A)1/n+(1λ)μ(B)1/n)nμ(A)λμ(B)1λ{\textstyle \mu (\lambda A+(1-\lambda )B)\geq (\lambda \mu (A)^{1/n}+(1-\lambda )\mu (B)^{1/n})^{n}\geq \mu (A)^{\lambda }\mu (B)^{1-\lambda }}. The Prékopa–Leindler inequality is a functional generalization of this version of Brunn–Minkowski.

  • Prékopa–Leindler inequality

Theorem (Prékopa–Leindler inequality): Fixλ(0,1){\textstyle \lambda \in (0,1)}. Letf,g,h:RnR+{\textstyle f,g,h:\mathbb {R} ^{n}\to \mathbb {R} _{+}} be non-negative, measurable functions satisfyingh(λx+(1λ)y)f(x)λg(y)1λ{\textstyle h(\lambda x+(1-\lambda )y)\geq f(x)^{\lambda }g(y)^{1-\lambda }} for allx,yRn{\textstyle x,y\in \mathbb {R} ^{n}}. ThenRnh(x)dx(Rnf(x)dx)λ(Rng(x)dx)1λ{\textstyle \int _{\mathbb {R} ^{n}}h(x)dx\geq (\int _{\mathbb {R} ^{n}}f(x)dx)^{\lambda }(\int _{\mathbb {R} ^{n}}g(x)dx)^{1-\lambda }}.

Proof (Mostly followingthis lecture):

We will need the one dimensional version of BM, namely that ifA,B,A+BR{\textstyle A,B,A+B\subseteq \mathbb {R} } are measurable, thenμ(A+B)μ(A)+μ(B){\textstyle \mu (A+B)\geq \mu (A)+\mu (B)}. First, assuming thatA,B{\textstyle A,B} are bounded, we shiftA,B{\textstyle A,B} so thatAB={0}{\textstyle A\cap B=\{0\}}. Thus,A+BAB{\textstyle A+B\supset A\cup B}, whence by almost disjointedness we have thatμ(A+B)μ(A)+μ(B){\textstyle \mu (A+B)\geq \mu (A)+\mu (B)}. We then pass to the unbounded case by filtering with the intervals[k,k].{\textstyle [-k,k].}

We first show then=1{\textstyle n=1} case of the PL inequality. LetLh(t)={x:h(x)t}{\textstyle L_{h}(t)=\{x:h(x)\geq t\}}.Lh(t)λLf(t)+(1λ)Lg(t){\textstyle L_{h}(t)\supseteq \lambda L_{f}(t)+(1-\lambda )L_{g}(t)}. Thus, by the one-dimensional version of Brunn–Minkowski, we have thatμ(Lh(t))μ(λLf(t)+(1λ)Lg(t))λμ(Lf(t))+(1λ)μ(Lg(t)){\textstyle \mu (L_{h}(t))\geq \mu (\lambda L_{f}(t)+(1-\lambda )L_{g}(t))\geq \lambda \mu (L_{f}(t))+(1-\lambda )\mu (L_{g}(t))}. We recall that iff(x){\textstyle f(x)} is non-negative, then Fubini's theorem impliesRh(x)dx=t0μ(Lh(t))dt{\textstyle \int _{\mathbb {R} }h(x)dx=\int _{t\geq 0}\mu (L_{h}(t))dt}. Then, we have thatRh(x)dx=t0μ(Lh(t))dtλt0μ(Lf(t))+(1λ)t0μ(Lg(t))=λRf(x)dx+(1λ)Rg(x)dx(Rf(x)dx)λ(Rg(x)dx)1λ{\textstyle \int _{\mathbb {R} }h(x)dx=\int _{t\geq 0}\mu (L_{h}(t))dt\geq \lambda \int _{t\geq 0}\mu (L_{f}(t))+(1-\lambda )\int _{t\geq 0}\mu (L_{g}(t))=\lambda \int _{\mathbb {R} }f(x)dx+(1-\lambda )\int _{\mathbb {R} }g(x)dx\geq (\int _{\mathbb {R} }f(x)dx)^{\lambda }(\int _{\mathbb {R} }g(x)dx)^{1-\lambda }}, where in the last step we use theweighted AM–GM inequality, which asserts thatλx+(1λ)yxλy1λ{\textstyle \lambda x+(1-\lambda )y\geq x^{\lambda }y^{1-\lambda }} forλ(0,1),x,y0{\textstyle \lambda \in (0,1),x,y\geq 0}.

Now we prove then>1{\textstyle n>1} case. Forx,yRn1,α,βR{\textstyle x,y\in \mathbb {R} ^{n-1},\alpha ,\beta \in \mathbb {R} }, we pickλ[0,1]{\textstyle \lambda \in [0,1]} and setγ=λα+(1λ)β{\textstyle \gamma =\lambda \alpha +(1-\lambda )\beta }. For any c, we definehc(x)=h(x,c){\textstyle h_{c}(x)=h(x,c)}, that is, defining a new function on n-1 variables by setting the last variable to bec{\textstyle c}. Applying the hypothesis and doing nothing but formal manipulation of the definitions, we have thathγ(λx+(1λ)y)=h(λx+(1λ)y,λα+(1λ)β))=h(λ(x,α)+(1λ)(y,β))f(x,α)λg(y,β)1λ=fα(x)λgβ(y)1λ{\textstyle h_{\gamma }(\lambda x+(1-\lambda )y)=h(\lambda x+(1-\lambda )y,\lambda \alpha +(1-\lambda )\beta ))=h(\lambda (x,\alpha )+(1-\lambda )(y,\beta ))\geq f(x,\alpha )^{\lambda }g(y,\beta )^{1-\lambda }=f_{\alpha }(x)^{\lambda }g_{\beta }(y)^{1-\lambda }}.

Thus, by the inductive case applied to the functionshγ,fα,gβ{\textstyle h_{\gamma },f_{\alpha },g_{\beta }}, we obtainRn1hγ(z)dz(Rn1fα(z)dz)λ(Rn1gβ(z)dz)1λ{\textstyle \int _{\mathbb {R} ^{n-1}}h_{\gamma }(z)dz\geq (\int _{\mathbb {R} ^{n-1}}f_{\alpha }(z)dz)^{\lambda }(\int _{\mathbb {R} ^{n-1}}g_{\beta }(z)dz)^{1-\lambda }}. We defineH(γ):=Rn1hγ(z)dz{\textstyle H(\gamma ):=\int _{\mathbb {R} ^{n-1}}h_{\gamma }(z)dz} andF(α),G(β){\textstyle F(\alpha ),G(\beta )} similarly. In this notation, the previous calculation can be rewritten as:H(λα+(1λ)β)F(α)λG(β)1λ{\textstyle H(\lambda \alpha +(1-\lambda )\beta )\geq F(\alpha )^{\lambda }G(\beta )^{1-\lambda }}. Since we have proven this for any fixedα,βR{\textstyle \alpha ,\beta \in \mathbb {R} }, this means that the functionH,F,G{\textstyle H,F,G} satisfy the hypothesis for the one dimensional version of the PL theorem. Thus, we have thatRH(γ)dγ(RF(α)dα)λ(RF(β)dβ)1λ{\textstyle \int _{\mathbb {R} }H(\gamma )d\gamma \geq (\int _{\mathbb {R} }F(\alpha )d\alpha )^{\lambda }(\int _{\mathbb {R} }F(\beta )d\beta )^{1-\lambda }}, implying the claim by Fubini's theorem. QED

  • PL implies multiplicative BM

The multiplicative version of Brunn–Minkowski follows from the PL inequality, by takingh=1λA+(1λ)B,f=1A,g=1B{\textstyle h=1_{\lambda A+(1-\lambda )B},f=1_{A},g=1_{B}}.

  • Multiplicative BM implies Additive BM

We now explain how to derive the BM-inequality from the PL-inequality. First, by using the indicator functions forA,B,λA+(1λ)B{\textstyle A,B,\lambda A+(1-\lambda )B} Prékopa–Leindler inequality quickly gives the multiplicative version of Brunn–Minkowski:μ(λA+(1λ)B)μ(A)λμ(B)1λ{\textstyle \mu (\lambda A+(1-\lambda )B)\geq \mu (A)^{\lambda }\mu (B)^{1-\lambda }}. We now show how the multiplicative BM-inequality implies the usual, additive version.

We assume that bothA,B have positive volume, as otherwise the inequality is trivial, and normalize them to have volume 1 by settingA=Aμ(A)1/n,B=Bμ(B)1/n{\textstyle A'={\frac {A}{\mu (A)^{1/n}}},B'={\frac {B}{\mu (B)^{1/n}}}}. We defineλ=λμ(B)1/n(1λ)μ(A)1/n+λμ(B)1/n{\textstyle \lambda '={\frac {\lambda \mu (B)^{1/n}}{(1-\lambda )\mu (A)^{1/n}+\lambda \mu (B)^{1/n}}}};1λ=(1λ)μ(A)1/n(1λ)μ(A)1/n+λμ(B)1/n{\textstyle 1-\lambda '={\frac {(1-\lambda )\mu (A)^{1/n}}{(1-\lambda )\mu (A)^{1/n}+\lambda \mu (B)^{1/n}}}}. With these definitions, and using thatμ(A)=μ(B)=1{\textstyle \mu (A')=\mu (B')=1}, we calculate using the multiplicative Brunn–Minkowski inequality that:

μ((1λ)A+λB(1λ)μ(A)1/n+λμ(B)1/n)=μ((1λ)A+λB)μ(A)1λμ(B)λ=1.{\displaystyle \mu ({\frac {(1-\lambda )A+\lambda B}{(1-\lambda )\mu (A)^{1/n}+\lambda \mu (B)^{1/n}}})=\mu ((1-\lambda ')A'+\lambda 'B)\geq \mu (A')^{1-\lambda '}\mu (B')^{\lambda '}=1.}

The additive form of Brunn–Minkowski now follows by pulling the scaling out of the leftmost volume calculation and rearranging.

Important corollaries

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The Brunn–Minkowski inequality gives much insight into the geometry of high dimensional convex bodies. In this section we sketch a few of those insights.

Concavity of the radius function (Brunn's theorem)

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Consider a convex bodyKRn{\textstyle K\subseteq \mathbb {R} ^{n}}. LetK(x)=K{x1=x}{\textstyle K(x)=K\cap \{x_{1}=x\}} be vertical slices ofK. Definer(x)=μ(K(x))1n1{\textstyle r(x)=\mu (K(x))^{\frac {1}{n-1}}} to be the radius function; if the slices of K are discs, thenr(x) gives the radius of the discK(x), up to a constant. For more general bodies thisradius function does not appear to have a completely clear geometric interpretation beyond being the radius of the disc obtained by packing the volume of the slice as close to the origin as possible; in the case whenK(x) is not a disc, the example of a hypercube shows that the average distance to the center of mass can be much larger thanr(x). Sometimes in the context of a convex geometry, the radius function has a different meaning, here we follow the terminology ofthis lecture.

By convexity ofK, we have thatK(λx+(1λ)y)λK(x)+(1λ)K(y){\textstyle K(\lambda x+(1-\lambda )y)\supseteq \lambda K(x)+(1-\lambda )K(y)}. Applying the Brunn–Minkowski inequality givesr(K(λx+(1λ)y))λr(K(x))+(1λ)r(K(y)){\textstyle r(K(\lambda x+(1-\lambda )y))\geq \lambda r(K(x))+(1-\lambda )r(K(y))}, providedK(x),K(y){\textstyle K(x)\not =\emptyset ,K(y)\not =\emptyset }. This shows that theradius function is concave on its support, matching the intuition that a convex body does not dip into itself along any direction. This result is sometimes known as Brunn's theorem.

Brunn–Minkowski symmetrization of a convex body

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Again consider a convex bodyK{\textstyle K}. Fix some linel{\textstyle l} and for eachtl{\textstyle t\in l} letHt{\textstyle H_{t}} denote the affine hyperplane orthogonal tol{\textstyle l} that passes throught{\textstyle t}. Define,r(t)=Vol(KHt){\textstyle r(t)=Vol(K\cap H_{t})}; as discussed in the previous section, this function is concave. Now, letK=tl,KHtB(t,r(t))Ht{\textstyle K'=\bigcup _{t\in l,K\cap H_{t}\not =\emptyset }B(t,r(t))\cap H_{t}}. That is,K{\textstyle K'} is obtained fromK{\textstyle K} by replacing each sliceHtK{\textstyle H_{t}\cap K} with a disc of the same(n1){\textstyle (n-1)}-dimensional volume centeredl{\textstyle l} inside ofHt{\textstyle H_{t}}. The concavity of the radius function defined in the previous section implies that thatK{\textstyle K'} is convex. This construction is called the Brunn–Minkowski symmetrization.

Grunbaum's theorem

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Theorem (Grunbaum's theorem):[2] Consider a convex bodyKRn{\textstyle K\subseteq \mathbb {R} ^{n}}. LetH{\textstyle H} be any half-space containing the center of mass ofK{\textstyle K}; that is, the expected location of a uniform point sampled fromK.{\textstyle K.} Thenμ(HK)(nn+1)nμ(K)1eμ(K){\textstyle \mu (H\cap K)\geq ({\frac {n}{n+1}})^{n}\mu (K)\geq {\frac {1}{e}}\mu (K)}.

Grunbaum's theorem can be proven using Brunn–Minkowski inequality, specifically the convexity of the Brunn–Minkowski symmetrization.[3]

Grunbaum's inequality has the followingfair cake cutting interpretation. Suppose two players are playing a game of cutting up ann{\textstyle n} dimensional, convex cake. Player 1 chooses a point in the cake, and player two chooses a hyperplane to cut the cake along. Player 1 then receives the cut of the cake containing his point. Grunbaum's theorem implies that if player 1 chooses the center of mass, then the worst that an adversarial player 2 can do is give him a piece of cake with volume at least a1/e{\textstyle 1/e} fraction of the total. In dimensions 2 and 3, the most common dimensions for cakes, the bounds given by the theorem are approximately.444,.42{\textstyle .444,.42} respectively. Note, however, that inn{\textstyle n} dimensions, calculating the centroid is#P{\textstyle \#P} hard,[4] limiting the usefulness of this cake cutting strategy for higher dimensional, but computationally bounded creatures.

Applications of Grunbaum's theorem also appear in convex optimization, specifically in analyzing the converge of the center of gravity method.[5]

Isoperimetric inequality

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LetB=B(0,1)={xRn:||x||21}{\textstyle B=B(0,1)=\{x\in \mathbb {R} ^{n}:||x||_{2}\leq 1\}} denote the unit ball. For a convex body,K, letS(K)=limϵ0μ(K+ϵB)μ(K)ϵ{\textstyle S(K)=\lim _{\epsilon \to 0}{\frac {\mu (K+\epsilon B)-\mu (K)}{\epsilon }}} define its surface area. This agrees with the usual meaning of surface area by theMinkowski-Steiner formula. Consider the functionc(X)=μ(K)1/nS(K)1/(n1){\textstyle c(X)={\frac {\mu (K)^{1/n}}{S(K)^{1/(n-1)}}}}. The isoperimetric inequality states that this is maximized on Euclidean balls.

Proof of isoperimetric inequality via Brunn–Minkowski

First, observe that Brunn–Minkowski impliesμ(K+ϵB)(μ(K)1/n+ϵV(B)1/n)n=μ(K)(1+ϵ(μ(B)μ(K))1/n)nμ(K)(1+nϵ(μ(B)μ(K))1/n),{\textstyle \mu (K+\epsilon B)\geq (\mu (K)^{1/n}+\epsilon V(B)^{1/n})^{n}=\mu (K)(1+\epsilon ({\frac {\mu (B)}{\mu (K)}})^{1/n})^{n}\geq \mu (K)(1+n\epsilon ({\frac {\mu (B)}{\mu (K)}})^{1/n}),} where in the last inequality we used that(1+x)n1+nx{\textstyle (1+x)^{n}\geq 1+nx} forx0{\textstyle x\geq 0}. We use this calculation to lower bound the surface area ofK{\textstyle K} viaS(K)=limϵ0μ(K+ϵB)μ(K)ϵnμ(K)(μ(B)μ(K))1/n.{\textstyle S(K)=\lim _{\epsilon \to 0}{\frac {\mu (K+\epsilon B)-\mu (K)}{\epsilon }}\geq n\mu (K)({\frac {\mu (B)}{\mu (K)}})^{1/n}.} Next, we use the fact thatS(B)=nμ(B){\textstyle S(B)=n\mu (B)}, which follows from theMinkowski-Steiner formula, to calculateS(K)S(B)=S(K)nμ(B)μ(K)(μ(B)μ(K))1/nμ(B)=μ(K)n1nμ(B)1nn.{\textstyle {\frac {S(K)}{S(B)}}={\frac {S(K)}{n\mu (B)}}\geq {\frac {\mu (K)({\frac {\mu (B)}{\mu (K)}})^{1/n}}{\mu (B)}}=\mu (K)^{\frac {n-1}{n}}\mu (B)^{\frac {1-n}{n}}.} Rearranging this yields the isoperimetric inequality:μ(B)1/nS(B)1/(n1)μ(K)1/nS(K)1/(n1).{\textstyle {\frac {\mu (B)^{1/n}}{S(B)^{1/(n-1)}}}\geq {\frac {\mu (K)^{1/n}}{S(K)^{1/(n-1)}}}.}

Applications to inequalities between mixed volumes

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The Brunn–Minkowski inequality can be used to deduce the following inequalityV(K,,K,L)nV(K)n1V(L){\textstyle V(K,\ldots ,K,L)^{n}\geq V(K)^{n-1}V(L)}, where theV(K,,K,L){\textstyle V(K,\ldots ,K,L)} term is amixed-volume. Equality holds if and only ifK,L are homothetic. (See theorem 3.4.3 in Hug and Weil's course on convex geometry.)

Proof

We recall the following facts aboutmixed volumes :μ(λ1K1+λ2K2)=j1,,jn=1rV(Kj1,,Kjn)λj1λjn{\textstyle \mu (\lambda _{1}K_{1}+\lambda _{2}K_{2})=\sum _{j_{1},\ldots ,j_{n}=1}^{r}V(K_{j_{1}},\ldots ,K_{j_{n}})\lambda _{j_{1}}\ldots \lambda _{j_{n}}}, so that in particular ifg(t)=μ(K+tL)=μ(V)+nV(K,,K,L)t+{\textstyle g(t)=\mu (K+tL)=\mu (V)+nV(K,\ldots ,K,L)t+\ldots }, theng(0)=nV(K,,K,L){\textstyle g'(0)=nV(K,\ldots ,K,L)}.

Letf(t):=μ(K+tL)1/n{\textstyle f(t):=\mu (K+tL)^{1/n}}. Brunn's theorem implies that this is concave fort[0,1]{\textstyle t\in [0,1]}. Thus,f+(0)f(1)f(0)=μ(K+L)1/nV(K)1/n{\textstyle f^{+}(0)\geq f(1)-f(0)=\mu (K+L)^{1/n}-V(K)^{1/n}}, wheref+(0){\textstyle f^{+}(0)} denotes the right derivative. We also have thatf+(0)=1nμ(K)n1nnV(K,,K,L){\textstyle f^{+}(0)={\frac {1}{n}}\mu (K)^{\frac {n-1}{n}}nV(K,\ldots ,K,L)}. From this we getμ(K)1nnV(K,,K,L)μ(K+L)1/nV(K)1/nV(L)1/n{\textstyle \mu (K)^{\frac {1-n}{n}}V(K,\ldots ,K,L)\geq \mu (K+L)^{1/n}-V(K)^{1/n}\geq V(L)^{1/n}}, where we applied BM in the last inequality.

Concentration of measure on the sphere and other strictly convex surfaces

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We prove the following theorem on concentration of measure, followingnotes by Barvinok andnotes by Lap Chi Lau. See alsoConcentration of measure#Concentration on the sphere.

Theorem: LetS{\textstyle S} be the unit sphere inRn{\textstyle \mathbb {R} ^{n}}. LetXS{\textstyle X\subseteq S}. DefineXϵ={zS:d(z,X)ϵ}{\textstyle X_{\epsilon }=\{z\in S:d(z,X)\leq \epsilon \}}, where d refers to the Euclidean distance inRn{\textstyle \mathbb {R} ^{n}}. Letν{\textstyle \nu } denote the surface area on the sphere. Then, for anyϵ(0,1]{\textstyle \epsilon \in (0,1]} we have thatν(Xϵ)ν(S)1ν(S)ν(X)enϵ24{\textstyle {\frac {\nu (X_{\epsilon })}{\nu (S)}}\geq 1-{\frac {\nu (S)}{\nu (X)}}e^{-{\frac {n\epsilon ^{2}}{4}}}}.

Proof

Proof: Letδ=ϵ2/8{\textstyle \delta =\epsilon ^{2}/8}, and letY=SXϵ{\textstyle Y=S\setminus X_{\epsilon }}. Then, forxX,yY{\textstyle x\in X,y\in Y} one can show, using12||x+y||2=||x||2+||y||212||xy||2{\textstyle {\frac {1}{2}}||x+y||^{2}=||x||^{2}+||y||^{2}-{\frac {1}{2}}||x-y||^{2}} and1x1x/2{\textstyle {\sqrt {1-x}}\leq 1-x/2} forx1{\textstyle x\leq 1}, that||x+y2||1δ{\textstyle ||{\frac {x+y}{2}}||\leq 1-\delta }. In particular,x+y2(1δ)B(0,1){\textstyle {\frac {x+y}{2}}\in (1-\delta )B(0,1)}.

We letX¯=Conv(X,{0}),Y¯=Conv(Y,{0}){\textstyle {\overline {X}}={\text{Conv}}(X,\{0\}),{\overline {Y}}={\text{Conv}}(Y,\{0\})}, and aim to show thatX¯+Y¯2(1δ)B(0,1){\textstyle {\frac {{\overline {X}}+{\overline {Y}}}{2}}\subseteq (1-\delta )B(0,1)}. LetxX,yY,α,β[0,1],x¯=αx,y¯=αy{\textstyle x\in X,y\in Y,\alpha ,\beta \in [0,1],{\bar {x}}=\alpha x,{\bar {y}}=\alpha y}. The argument below will be symmetric inx¯,y¯{\textstyle {\bar {x}},{\bar {y}}}, so we assume without loss of generality thatαβ{\textstyle \alpha \geq \beta } and setγ=β/α1{\textstyle \gamma =\beta /\alpha \leq 1}. Then,

x¯+y¯2=αx+βy2=αx+γy2=α(γx+y2+(1γ)x2)=αγx+y2+α(1γ)x2{\displaystyle {\frac {{\bar {x}}+{\bar {y}}}{2}}={\frac {\alpha x+\beta y}{2}}=\alpha {\frac {x+\gamma y}{2}}=\alpha (\gamma {\frac {x+y}{2}}+(1-\gamma ){\frac {x}{2}})=\alpha \gamma {\frac {x+y}{2}}+\alpha (1-\gamma ){\frac {x}{2}}}.

This implies thatx¯+y¯2αγ(1δ)B+α(1γ)(1δ)B=α(1δ)B(1δ)B{\textstyle {\frac {{\bar {x}}+{\bar {y}}}{2}}\in \alpha \gamma (1-\delta )B+\alpha (1-\gamma )(1-\delta )B=\alpha (1-\delta )B\subseteq (1-\delta )B}. (Using that for any convex body K andγ[0,1]{\textstyle \gamma \in [0,1]},γK+(1γ)K=K{\textstyle \gamma K+(1-\gamma )K=K}.)

Thus, we know thatX¯+Y¯2(1δ)B(0,1){\textstyle {\frac {{\overline {X}}+{\overline {Y}}}{2}}\subseteq (1-\delta )B(0,1)}, soμ(X¯+Y¯2)(1δ)nμ(B(0,1)){\textstyle \mu ({\frac {{\overline {X}}+{\overline {Y}}}{2}})\leq (1-\delta )^{n}\mu (B(0,1))}. We apply the multiplicative form of the Brunn–Minkowski inequality to lower bound the first term byμ(X¯)μ(Y¯){\textstyle {\sqrt {\mu ({\bar {X}})\mu ({\bar {Y}})}}}, giving us(1δ)nμ(B)μ(X¯)1/2μ(Y¯)1/2{\textstyle (1-\delta )^{n}\mu (B)\geq \mu ({\bar {X}})^{1/2}\mu ({\bar {Y}})^{1/2}}.

1ν(Xϵ)ν(S)=ν(Y)ν(S)=μ(Y¯)μ(B)(1δ)2nμ(B)μ(X¯)(1δ)2nν(S)ν(X)e2nδν(S)ν(X)=enϵ2/4ν(S)ν(X){\displaystyle 1-{\frac {\nu (X_{\epsilon })}{\nu (S)}}={\frac {\nu (Y)}{\nu (S)}}={\frac {\mu ({\bar {Y}})}{\mu (B)}}\leq (1-\delta )^{2n}{\frac {\mu (B)}{\mu ({\bar {X}})}}\leq (1-\delta )^{2n}{\frac {\nu (S)}{\nu (X)}}\leq e^{-2n\delta }{\frac {\nu (S)}{\nu (X)}}=e^{-n\epsilon ^{2}/4}{\frac {\nu (S)}{\nu (X)}}}. QED

Version of this result hold also for so-calledstrictly convex surfaces, where the result depends on themodulus of convexity. However, the notion of surface area requires modification, see:the aforementioned notes on concentration of measure from Barvinok.

Remarks

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The proof of the Brunn–Minkowski theorem establishes that the function

A[μ(A)]1/n{\displaystyle A\mapsto [\mu (A)]^{1/n}}

isconcave in the sense that, for every pair of nonempty compact subsetsA andB ofRn and every 0 ≤t ≤ 1,

[μ(tA+(1t)B)]1/nt[μ(A)]1/n+(1t)[μ(B)]1/n.{\displaystyle \left[\mu (tA+(1-t)B)\right]^{1/n}\geq t[\mu (A)]^{1/n}+(1-t)[\mu (B)]^{1/n}.}

Forconvex setsA andB of positive measure, the inequality in the theorem is strictfor 0 <t < 1 unlessA andB are positivehomothetic, i.e. are equal up totranslation anddilation by a positive factor.

Examples

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Rounded cubes

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It is instructive to consider the case whereA{\textstyle A} anl×l{\textstyle l\times l} square in the plane, andB{\textstyle B} a ball of radiusϵ{\textstyle \epsilon }. In this case,A+B{\textstyle A+B} is a rounded square, and its volume can be accounted for as the four rounded quarter circles of radiusϵ{\textstyle \epsilon }, the four rectangles of dimensionsl×ϵ{\textstyle l\times \epsilon } along the sides, and the original square. Thus,

μ(A+B)=l2+4ϵl+44πϵ2=μ(A)+4ϵl+μ(B)μ(A)+2πϵl+μ(B)=μ(A)+2μ(A)μ(B)+μ(B)=(μ(A)1/2+μ(B)1/2)2.{\displaystyle {\begin{aligned}\mu (A+B)&=l^{2}+4\epsilon l+{\frac {4}{4}}\pi \epsilon ^{2}=\mu (A)+4\epsilon l+\mu (B)\geq \mu (A)+2{\sqrt {\pi }}\epsilon l+\mu (B)\\&=\mu (A)+2{\sqrt {\mu (A)\mu (B)}}+\mu (B)=(\mu (A)^{1/2}+\mu (B)^{1/2})^{2}.\end{aligned}}}

This example also hints at the theory ofmixed-volumes, since the terms that appear in the expansion of the volume ofA+B{\textstyle A+B} correspond to the differently dimensional pieces ofA. In particular, if we rewrite Brunn–Minkowski asμ(A+B)(μ(A)1/n+μ(B)1/n)n{\textstyle \mu (A+B)\geq (\mu (A)^{1/n}+\mu (B)^{1/n})^{n}}, we see that we can think of the cross terms of the binomial expansion of the latter as accounting, in some fashion, for the mixed volume representation ofμ(A+B)=V(A,,A)+nV(B,A,,A)++(nj)V(B,,B,A,,A)+nV(B,,B,A)+μ(B){\textstyle \mu (A+B)=V(A,\ldots ,A)+nV(B,A,\ldots ,A)+\ldots +{n \choose j}V(B,\ldots ,B,A,\ldots ,A)+\ldots nV(B,\ldots ,B,A)+\mu (B)}. This same phenomenon can also be seen for the sum of ann-dimensionall×l{\textstyle l\times l} box and a ball of radiusϵ{\textstyle \epsilon }, where the cross terms in(μ(A)1/n+μ(B)1/n)n{\textstyle (\mu (A)^{1/n}+\mu (B)^{1/n})^{n}}, up to constants, account for the mixed volumes. This is made precise for the first mixed volume in the section aboveon the applications to mixed volumes.

Examples where the lower bound is loose

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The left-hand side of the BM inequality can in general be much larger than the right side. For instance, we can take X to be the x-axis, and Y the y-axis inside the plane; then each has measure zero but the sum has infinite measure. Another example is given by the Cantor set. IfC{\textstyle C} denotes the middle third Cantor set, then it is an exercise in analysis to show thatC+C=[0,2]{\textstyle C+C=[0,2]}.

Connections to other parts of mathematics

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The Brunn–Minkowski inequality continues to be relevant to modern geometry and algebra. For instance, there are connections to algebraic geometry,[6][7] and combinatorial versions about counting sets of points inside the integer lattice.[8]

See also

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References

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References

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  1. ^Gardner, Richard J. (2002). "The Brunn–Minkowski inequality". Bull. Amer. Math. Soc. (N.S.) 39 (3): pp. 355–405 (electronic). doi:10.1090/S0273-0979-02-00941-2.ISSN 0273-0979.
  2. ^Grünbaum, B. (1960)."Partitions of mass-distributions and of convex bodies by hyperplanes".Pacific Journal of Mathematics.10 (4):1257–1261.doi:10.2140/pjm.1960.10.1257.MR 0124818.
  3. ^Seethese lecture notes for a proof sketch.
  4. ^Rademacher, Luis (2007). "Approximating the centroid is hard". In Erickson, Jeff (ed.).Proceedings of the 23rd ACM Symposium on Computational Geometry, Gyeongju, South Korea, June 6–8, 2007. pp. 302–305.doi:10.1145/1247069.1247123.ISBN 978-1-59593-705-6.
  5. ^See theorem 2.1 inthese notes.
  6. ^GROMOV, M. (1990). "CONVEX SETS AND KÄHLER MANIFOLDS".Advances in Differential Geometry and Topology. WORLD SCIENTIFIC. pp. 1–38.doi:10.1142/9789814439381_0001.ISBN 978-981-02-0494-5.
  7. ^Neeb, Karl-Hermann (2015-10-12). "Kaehler Geometry, Momentum Maps and Convex Sets".arXiv:1510.03289v1 [math.SG].
  8. ^Hernández Cifre, María A.; Iglesias, David; Nicolás, Jesús Yepes (2018). "On a Discrete Brunn--Minkowski Type Inequality".SIAM Journal on Discrete Mathematics.32 (3). Society for Industrial & Applied Mathematics (SIAM):1840–1856.doi:10.1137/18m1166067.ISSN 0895-4801.
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