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In mathematics, the Brascamp–Lieb inequality is either of two inequalities. The first is a result in geometry concerning integrable functions on n-dimensional Euclidean space . It generalizes the Loomis–Whitney inequality and Hölder's inequality. The second is a result of probability theory which gives a concentration inequality for log-concave probability distributions. Both are named after Herm Jan Brascamp and Elliott H. Lieb.
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