The sum of squared logarithms inequality in arbitrary dimensions |
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| Authors: | Lev Borisov Patrizio Neff Suvrit Sra Christian Thiel |
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| Institution: | 1. Department of Mathematics, Rutgers University, 240 Hill Center, Newark, NJ 07102, United States;2. Lehrstuhl für Nichtlineare Analysis und Modellierung, Fakultät für Mathematik, Universität Duisburg-Essen, Thea-Leymann Str. 9, 45127 Essen;3. Laboratory for Information and Decision Systems, Massachusetts Institute of Technology, 77 Massachusetts Ave, Cambridge, MA 02139, United States |
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| Abstract: | We prove the sum of squared logarithms inequality (SSLI) which states that for nonnegative vectors x, y ∈ ℝn whose elementary symmetric polynomials satisfy ek(x) ≤ ek(y) (for 1 ≤ k < n) and en(x) = en(y) , the inequality ∑i(log xi)2 ≤ ∑i(log yi)2 holds. Our proof of this inequality follows by a suitable extension to the complex plane. In particular, we show that the function f : M ⊆ ℂn → ℝ with f(z) = ∑i(log zi)2 has nonnegative partial derivatives with respect to the elementary symmetric polynomials of z. We conclude by providing applications and wider connections of the SSLI. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim) |
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