In mathematics, a Borel measure μ on n-dimensional Euclidean space R n {\displaystyle \mathbb {R} ^{n}} is called logarithmically concave (or log-concave for short) if, for any compact subsets A and B of R n {\displaystyle \mathbb {R} ^{n}} and 0 < λ < 1, one has
μ ( λ A + ( 1 − λ ) B ) ≥ μ ( A ) λ μ ( B ) 1 − λ , {\displaystyle \mu (\lambda A+(1-\lambda )B)\geq \mu (A)^{\lambda }\mu (B)^{1-\lambda },}
where λ A + (1 − λ) B denotes the Minkowski sum of λ A and (1 − λ) B.
Examples The Brunn–Minkowski inequality asserts that the Lebesgue measure is log-concave. The restriction of the Lebesgue measure to any convex set is also log-concave. By a theorem of Borell, a probability measure on R^d is log-concave if and only if it has a density with respect to the Lebesgue measure on some affine hyperplane, and this density is a logarithmically concave function. Thus, any Gaussian measure is log-concave. The Prékopa–Leindler inequality shows that a convolution of log-concave measures is log-concave.
See also Convex measure, a generalisation of this concept Logarithmically concave function
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