Lecture Notes in Mathematics 2332

CIME Foundation Subseries

Shiri Artstein-Avidan
Gabriele Bianchi · Andrea Colesanti
Paolo Gronchi · Daniel Hug
Monika Ludwig · Fabian Mussnig

Convex
Geometry
Cetraro, Italy 2021
Andrea Colesanti · Monika Ludwig
Editors
Lecture Notes in Mathematics

C.I.M.E. Foundation Subseries

Volume 2332

Editors-in-Chief
Jean-Michel Morel, Ecole Normale Supérieure Paris-Saclay, Paris, France
Bernard Teissier, IMJ-PRG, Paris, France

Series Editors
Karin Baur, University of Leeds, Leeds, UK
Michel Brion, UGA, Grenoble, France
Annette Huber, Albert Ludwig University, Freiburg, Germany
Davar Khoshnevisan, The University of Utah, Salt Lake City, UT, USA
Ioannis Kontoyiannis, University of Cambridge, Cambridge, UK
Angela Kunoth, University of Cologne, Cologne, Germany
Ariane Mézard, IMJ-PRG, Paris, France
Mark Podolskij, University of Luxembourg, Esch-sur-Alzette, Luxembourg
Mark Policott, Mathematics Institute, University of Warwick, Coventry, UK
Sylvia Serfaty, NYU Courant, New York, NY, USA
László Székelyhidi , Institute of Mathematics, Leipzig University, Leipzig,
Germany
Gabriele Vezzosi, UniFI, Florence, Italy
Anna Wienhard, Ruprecht Karl University, Heidelberg, Germany
 2023
Paolo Salani

[email protected]

Daniele Angella

[email protected]
Shiri Artstein-Avidan • Gabriele Bianchi •
Andrea Colesanti • Paolo Gronchi • Daniel Hug •
Monika Ludwig • Fabian Mussnig

Convex Geometry
Cetraro, Italy 2021

Andrea Colesanti • Monika Ludwig

Editors
Authors
Shiri Artstein-Avidan Gabriele Bianchi
School of Mathematical Sciences Dipartimento di Matematica e Informatica
Tel Aviv University “Ulisse Dini”
Tel Aviv, Israel University of Florence
Firenze, Italy

Andrea Colesanti Paolo Gronchi

Dipartimento di Matematica e Informatica Dipartimento di Matematica e Informatica
“Ulisse Dini” “Ulisse Dini”
University of Florence University of Florence
Firenze, Italy Firenze, Italy

Daniel Hug Monika Ludwig

Institut für Stochastik Institut für Diskrete Mathematik und Geometrie
Karlsruher Institut für Technologie (KIT) Technische Universität Wien
Karlsruhe, Germany Wien, Austria

Fabian Mussnig
Institut für Diskrete Mathematik und Geometrie
Technische Universität Wien
Wien, Austria

Editors
Andrea Colesanti Monika Ludwig
Dipartimento di Matematica e Informatica Institut für Diskrete Mathematik und Geometrie
“Ulisse Dini” Technische Universität Wien
University of Florence Wien, Austria
Firenze, Italy

ISSN 0075-8434 ISSN 1617-9692 (electronic)

Lecture Notes in Mathematics
C.I.M.E. Foundation Subseries
ISBN 978-3-031-37882-9 ISBN 978-3-031-37883-6 (eBook)
https://doi.org/10.1007/978-3-031-37883-6

Mathematics Subject Classification: 52-02, 49Q22, 52A20, 52A40, 52A41, 52B45

© The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland
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Preface

This volume collects the lecture notes of the Summer School on Convex Geometry,
held in Cetraro, Italy, from August 30th to September 3rd, 2021.
Convex geometry is a very active area in mathematics with a solid tradition and
a promising future. Its main objects of study are convex bodies, that is, compact and
convex subsets of n-dimensional Euclidean space. The so-called Brunn–Minkowski
theory currently represents the central part of convex geometry.
The Summer School aimed to provide an introduction to various aspects of
convex geometry: The theory of valuations, including its recent developments
concerning valuations on function spaces; geometric and analytic inequalities,
including those which come from the .Lp Brunn–Minkowski theory; geometric and
analytic notions of duality, along with their interplay with mass transportation and
concentration phenomena; symmetrizations, which provide one of the main tools
to many variational problems (not only in convex geometry). Each of these parts is
represented by one of the courses given during the Summer School and corresponds
to one of the chapters of the present volume. The initial chapter contains some basic
notions in convex geometry, which form a common background for the subsequent
chapters.
The material of this book is essentially self-contained and, like the Summer
School, is addressed to PhD and post-doctoral students and to all researchers
approaching convex geometry for the first time.
We are deeply grateful to Fondazione CIME for giving us the opportunity to
carry out the Summer School and providing constant support for its organization.

Firenze, Italy Andrea Colesanti

Wien, Austria Monika Ludwig
January 2023

v
Contents

1 Notation and Introductory Material . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1

Andrea Colesanti
2 Valuations on Convex Bodies and Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
Monika Ludwig and Fabian Mussnig
3 Geometric and Functional Inequalities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
Andrea Colesanti and Daniel Hug
4 Dualities, Measure Concentration and Transportation . . . . . . . . . . . . . . . . . . 159
Shiri Artstein-Avidan
5 Symmetrizations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 233
Gabriele Bianchi and Paolo Gronchi

Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 293

vii
Contributors

Shiri Artstein-Avidan School of Mathematical Sciences, Tel Aviv University, Tel

Aviv, Israel
Gabriele Bianchi Dipartimento di Matematica e Informatica “U. Dini”, Università
degli Studi di Firenze, Firenze, Italy
Andrea Colesanti Dipartimento di Matematica e Informatica “U. Dini”, Università
degli Studi di Firenze, Firenze, Italy
Paolo Gronchi Dipartimento di Matematica e Informatica “U. Dini”, Università
degli Studi di Firenze, Firenze, Italy
Daniel Hug Karlsruher Institut für Technologie (KIT), Institut für Stochastik,
Karlsruhe, Germany
Monika Ludwig Institut für Diskrete Mathematik und Geometrie, Technische
Universität Wien, Wien, Austria
Fabian Mussnig Institut für Diskrete Mathematik und Geometrie, Technische
Universität Wien, Wien, Austria

ix
Chapter 1
Notation and Introductory Material

Andrea Colesanti

Abstract This is a synthetic presentation of basic notions in convex geometry,

with corresponding elementary properties, such as: Minkowski addition; Hausdorff
distance; support function; the polar body and the gauge function; the Steiner
formula; intrinsic and mixed volumes; surface area measure.

1.1 Introduction

This short note collects the preliminary material for the lecture notes of the courses
of the C.I.M.E. Summer School entitled “Convex Geometry”, held in Cetraro, Italy,
in the summer of 2021.
It contains basic notions in convex geometry, such as: the definition of a convex
body; the Minkowski addition; Hausdorff distance; support function; polar body,
gauge function; the Steiner formula; intrinsic and mixed volumes; the surface area
measure. These notions are supplied by examples and basic properties.
In general we do not include proofs. The most elementary statements are left as
exercises; for the rest we refer to [2] and [1], where the reader can find exhaustive
presentations of the material of this note.
The author is grateful to the other lecturers of the summer school, Shiri Artstein,
Gabriele Bianchi, Paolo Gronchi, Daniel Hug, Monika Ludwig and Fabian Mussnig,
for their advice, which contributed to improve this chapter.

A. Colesanti (O)
Dipartimento di Matematica e Informatica “U. Dini”, University of Florence, Florence, Italy
e-mail: andrea.colesanti@unifi.it

© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 1

A. Colesanti, M. Ludwig (eds.), Convex Geometry, C.I.M.E. Foundation Subseries
2332, https://doi.org/10.1007/978-3-031-37883-6_1
2 A. Colesanti

1.2 Notation

We work in the n-dimensional Euclidean space .Rn , with .n ≥ 1. The standard

Euclidean norm and scalar product will be denoted by .| · | and .<·, ·>, respectively.
We set

.Sn−1 = {x ∈ Rn : |x| = 1},

and

B n = {x ∈ Rn : |x| ≤ 1}.
.

For .k ∈ [0, n], .Hk denotes the k-dimensional Hausdorff measure in .Rn . In
particular .Hn is the Lebesgue measure in .Rn . For brevity, integration with respect
to the Lebesgue measure will be often denoted by “.dx”. We set

κn = Hn (B n ).
.

For reasons that will be clear once that the notion of intrinsic volumes will be
introduced, the Lebesgue measure in .Rn will be also denoted by .Vn (and referred to
as the volume).

1.3 Convex Bodies

A convex body is a non-empty compact and convex subset of .Rn ; the family of
convex bodies will be denoted by .Kn :

.Kn = {K ⊂ Rn : Kis compact and convex, K /= ∅}.

Examples
. The unit ball .B n .
. Let .p ≥ 1; the set

Bpn = {x = (x1 , . . . , xn ) : |x1 |p + · · · + |xn |p ≤ 1}

.

is the so-called .Lp -ball, and it is a convex body. The standard Euclidean ball is
retrieved for .p = 2.
. The unit cube:

[0, 1]n = {x = (x1 , . . . , xn ) ∈ Rn : 0 ≤ x1 ≤ 1, . . . , 0 ≤ xn ≤ 1}.

.
1 Notation and Introductory Material 3

Given .A ⊂ Rn , the convex hull of A, denoted by .conv A, is the set formed by the
points of the form

W
m
x=
. λi xi ,
i=1

where .m ∈ N, .x1 , . . . , xm ∈ A, and

W
m
(λ1 , . . . , λn ) ∈ [0, 1]n
. with λi = 1.
i=1

The convex hull of finitely many points in .Rn belongs to .Kn , and is called a
polytope. The family of polytopes will be denoted by .Pn .
The unit cube is an example of polytope, as it is the convex hull of the points
.x = (x1 , . . . , xn ), where each component .xi is either 0 or 1.

We will need the definition of the dimension of a convex body.

Definition 1.1 Let .K ∈ Kn ; we say that the dimension of K is j (.j ∈ {0, . . . , n}),
if K is contained in an affine subspace of .Rn of dimension j , but it is not contained
in any affine subspace of dimension .(j − 1). In this case we write .dim(K) = j .
We can clearly construct examples of convex bodies in .Rn of any dimension
.j ∈ {0, . . . , n}. In particular, singletons have dimension zero.

1.4 Supporting Hyperplanes and the Metric Projection

The aim of this part is to state some results concerning the existence of supporting
hyperplanes to a convex bodies. This question is connected to the notion of metric
projection.
Let .K ∈ Kn and let H be a hyperplane of .Rn . H is called a supporting hyperplane
to K if .K ∩H /= ∅, and K is contained in one of the two closed half-spaces bounded
by H . More precisely, let .u ∈ Sn−1 , and let H be a hyperplane orthogonal to u. Then
H can be written in the form

H = {x ∈ Rn : <x, u> = α}
.

for some .α ∈ R. Given a convex body K, we say that H is a supporting hyperplane

to K with outer normal u, if .H ∩ K /= ∅ and

K ⊂ H − := {x ∈ Rn : <x, u> ≤ α}.

.

If .x ∈ H ∩ K, we say that u is an outer normal vector to K at x.

4 A. Colesanti

We recall that given a (non-empty) subset A of .Rn and .x0 ∈ Rn , the distance of
.x0 from A is defined as

. dist(x0 , A) = inf |x0 − a|.

a∈A

Exercise 1.2 Let .K ∈ Kn . For every .x ∈ Rn there exists a unique point .pK (x) ∈
∂K, such that

. dist(x, K) = |x − pK (x)|.

The function .pK : Rn → ∂K is called the metric projection.

Exercise 1.3 Let .K ∈ Kn and let .x ∈ Rn \ K. Then the hyperplane passing through
.pK (x) and orthogonal to .x − pK (x) is a supporting hyperplane for K. Moreover,

x − pK (x)
u=
.
|x − pK (x)|

is an outer normal vector to K at .pK (x).

Exercise 1.4 Let .K ∈ Kn . Prove the following contraction property of the metric
projection .pK of K:

|pK (x) − pK (y)| ≤ |x − y|

.

for every .x, y ∈ Rn .

Proposition 1.5 Let .K ∈ Kn . For every .x ∈ ∂K there exists .y ∈ Rn \ K such that
.x = pK (y). In particular, for every .x ∈ ∂K there exists a supporting hyperplane to

K, passing through x.
Note that the supporting hyperplane through the boundary point of a convex body
may not be unique.
The previous result is complemented by the following one.
Proposition 1.6 Let .K ∈ Kn ; for every unit vector .u ∈ Sn−1 there exists a (unique)
supporting hyperplane H to K, with outer normal u.
Based on this result, we may give the following definition.
Definition 1.7 Let .K ∈ Kn and .u ∈ Sn−1 . We denote by .K(u) the subset of those
points .x ∈ ∂K such that u is an outer normal vector to K at x.
Exercise 1.8 Prove that, for every .K ∈ Kn and for every .u ∈ Sn−1 , .K(u) is a
non-empty closed convex set (a convex body), with .dim(K(u)) ≤ n − 1.
Let .K ∈ Kn and .x ∈ ∂K. We say that x is a regular point if there is only one
outer normal vector to K at x.
1 Notation and Introductory Material 5

Proposition 1.9 Let .K ∈ Kn ; then .∂K is .Hn−1 -measurable, and .Hn−1 (∂K) < ∞.
Moreover .Hn−1 -a.e. point of .∂K is regular.

1.5 The Minkowski Addition

Minkowski, or vector, addition is one of the fundamental constructions in convex

geometry, and it is essential for most of the notions that will be introduced in these
notes.
Let .K1 and .K2 be convex bodies. Their Minkowski or vector sum is defined as

K1 + K2 = {x + y : x ∈ K1 , y ∈ K2 }.
.

The multiplication of a convex body K by a number .t ∈ R is

t K = {tx : x ∈ K}.
.

We observe that multiplication by non-negative numbers is the usual dilation.

The Minkowski sum of .K1 and .K2 can be obtained as the union of translates of
one of the bodies by vectors from the other one:
|| ||
.K1 + K2 = (x + K2 ) = (y + K1 ).
x∈K1 y∈K2

Note that .x + K2 is just the translation of .K2 by x. Hence, to have a picture of

K1 + K2 we have to draw a copy of .K2 translated by any point x of .K1 and take the
.

union over x (or vice versa). This may help to figure out how the sum of two convex
bodies looks like.
Exercise 1.10 Based on the previous definitions:
. draw a picture of the sum of a circular disk and a square in the plane;
. draw a picture of the sum of an equilateral triangle T and the rotation of T of an
angle .π ;
. determine the sum of two orthogonal segments in the plane, or of three pairwise
orthogonal segments in .R3 ;
. determine the sum of a two-dimensional circular disk in .R3 , and a segment
orthogonal to it.
Here is an important property of addition of convex bodies; the proof is left as an
exercise.
Proposition 1.11 For convex bodies .K1 , K2 ∈ Kn , and .t1 , t2 ≥ 0,

.t 1 K1 + t 2 K2

is again a convex body in .Rn .

6 A. Colesanti

Proposition 1.11 says that addition and multiplication by non-negative numbers

are internal operations of the family of convex bodies in .Rn . In other words, .Kn is a
convex cone of sets, with respect to the operations the we have introduced so far.
Let K be a convex body in .Rn , and let .ε ≥ 0. The set

Kε = K + εB n
.

is called the parallel set of K with distance (parameter) .ε.

Exercise 1.12 Prove that for .K ∈ Kn and for .ε ≥ 0,

Kε = {x ∈ Rn : dist(x, K) ≤ ε}.
.

1.6 The Hausdorff Distance

We have seen in the previous section that .Kn is endowed with two internal
operations. We will now equip .Kn with a metric, namely the one induced by the
Hausdorff distance.
Let .K1 and .K2 be convex bodies. Their Hausdorff distance is:
{ }
δ(K1 , K2 ) = max max dist(x, K2 ), max dist(y, K1 ) .
.
x∈K1 y∈K2

Exercise 1.13 Prove that .δ is a distance.

Exercise 1.14 Prove the following characterization of the Hausdorff distance,
based on the notions of Minkowski addition and of parallel sets. For .K1 , K2 ∈ Kn :

.δ(K1 , K2 ) = min{r ≥ 0 : K1 ⊂ K2 + rB n and K2 ⊂ K1 + rB n }.

Exercise 1.15 Let .Ki , .i ∈ N, be a sequence of elements of .Kn , and let .K ∈ Kn .

Prove that

. lim δ(Ki , K) = 0
i→∞

if and only if the following two conditions hold simultaneously.

1. Each point .x ∈ K is the limit of a sequence .xi , .i ∈ N, with .xi ∈ Ki for every i.
2. If .xi , .i ∈ N, is such that .xi ∈ Ki for every i, then the limit of any convergent
subsequence of .xi belongs to K.
Exercise 1.16 Compute the distance between a square of side length 2 and a disk
of radius 1, both centered at the origin, in .R2 .
1 Notation and Introductory Material 7

With the metric induced by this distance, the space of convex bodies is a
complete metric space.
Besides completeness, .Kn has the following important compactness property.
Theorem 1.17 (Blaschke Selection Theorem) Let .Ki , .i ∈ N, be a bounded
sequence of elements of .Kn , i.e. there exists .r > 0 such that, for every i,

Ki ⊂ rB n .
.

Then the sequence .Ki admits a subsequence converging to an element of .Kn .

1.6.1 Two Important Dense Subclasses of Kn

Every convex body can be approximated by a sequence of convex polytopes. In

other words, convex polytopes are dense in the family of convex bodies.
Proposition 1.18 For every convex body .K ∈ Kn , there exists a sequence of
polytopes .Pj , .j ∈ N, such that

. lim δ(Pj , K) = 0.
j →∞

There is another important dense sub-family of convex bodies. .K ∈ Kn is said

to be of class .C 2,+ , if:
1. the boundary .∂K of K is of class .C 2 ;
2. for every .x ∈ ∂K, the Gauss curvature of .∂K at x is strictly positive.
Proposition 1.19 For every convex body .K ∈ Kn , there exists a sequence of convex
bodies .Kj , .j ∈ N, such that .Kj is of class .C 2,+ for every j , and

. lim δ(Kj , K) = 0.
j →∞

1.7 The Support Function

We present here a powerful tool in the study of convex bodies, the support function.
Definition 1.20 Let .K ∈ Kn ; the support function of K, .hK : Rn → R, is defined
as

hK (u) = sup <x, u>,

. u ∈ Rn .
x∈K
8 A. Colesanti

The support function of a convex body K may be also indicated by .h(K, ·).
The geometric meaning of the support function can be explained as follows. Let
K be a convex body in .Rn and assume that .o ∈ K. Fix a unit vector u and let
.Hu be the unique supporting hyperplane to K perpendicular to u and such that u

is the outer unit normal. The support function of K evaluated at u is the distance
of .Hu from the origin. The support function is then extended from .Sn−1 to .Rn as a
1-homogeneous function.
Exercise 1.21 Determine the support function of the following convex bodies.
. The ball centered at the origin with radius .r ≥ 0.
. A segment.
. The rectangle:

K = {(x, y) ∈ R2 : |x| ≤ 1, |y| ≤ 2}.

.

1.7.1 Properties of Support Functions

Let .K ∈ Kn ; its support function .hK , being the supremum of linear (and then
additive) functions, is sub-additive:

hK (u + v) ≤ hK (u) + hK (v).
.

Moreover, .hK is 1-homogeneous: if .x ∈ Rn and .λ ≥ 0, then

hK (λx) = λhK (x).

.

(We remark that, here and throughout, by homogeneous we mean in fact positively
homogeneous). Hence .hK turns to be a convex function. We have thus proved the
following statement.
Proposition 1.22 For every .K ∈ Kn , .hK is a 1-homogeneous convex function.
Let .h : Rn → R be a 1-homogeneous convex function. Consider the set
n
.K = {x ∈ Rn : <x, u> ≤ h(u) for every u ∈ Sn−1 } = {x ∈ Rn : <x, u> ≤ h(u)}.
u∈Sn−1

Exercise 1.23 Prove that K is non-empty.

As an intersection of closed half-spaces, K is a closed convex set. Moreover, as
h is continuous (by convexity), it is bounded on .Sn−1 . This implies in particular that
K is bounded, and then .K ∈ Kn .
1 Notation and Introductory Material 9

Exercise 1.24 In the above notation, prove that

hK = h.
.

We then see that to each convex body we can associate a unique 1-homogeneous
convex function, its support function; vice versa to each 1-homogeneous convex
function h we can associate a convex body having h as support function.

.{convex bodies} ←→ {support functions} = {1-hom. convex functions}.

This one-to-one correspondence is an isometry if the space of support functions,

restricted to .Sn−1 , is endowed with the .L∞ distance.
Proposition 1.25 For .K, L ∈ Kn

. δ(K, L) = ||hK − hL ||L∞ (Sn−1 ) .

Exercise 1.26 Prove the previous proposition, using Exercise 1.14.

We conclude this part with two further properties of support functions, contained
in the next exercise.
Exercise 1.27 Prove the following statements.
. For .K, L ∈ Kn ,

K⊂L
. if and only if hK ≤ hL .

. For .K ∈ Kn

o∈K
. if and only if hK ≥ 0.

1.7.2 Linearity of the Support Function with Respect to the

Minkowski Addition

One of the most important properties of the support function is its relation with the
operations on convex bodies that we have introduced before, as the following result
shows.
Proposition 1.28 For convex bodies .K, L ∈ Kn , and for .α, β ≥ 0

hαK+βL = αhK + βhL .

.

Exercise 1.29 Prove Proposition 1.28.

10 A. Colesanti

1.8 The Polar Body

We now introduce another important notion in convex geometry: the polar body. For
simplicity, we restrict ourselves to polarity with respect to the origin.
Let

Kno = {K ∈ Kn : o ∈ K},
. Kn(o) = {K ∈ Kn : o is an interior point of K}.

Definition 1.30 Let .K ∈ Kn(o) . The polar body of K (with respect to the origin) is
defined as

K ◦ = {x ∈ Rn : <x, y> ≤ 1 for every y ∈ K}.

.

Exercise 1.31 Let .K = rB n , for some .r > 0. Prove that

1 n
K◦ =
. B .
r

Exercise 1.32 Let .Q ∈ K2 be defined by

Q = {(x, y) ∈ R2 : |x| ≤ 1, |y| ≤ 1}.

.

Prove that .Q◦ is the convex hull of the four points .(±1, 0), .(0, ±1). .Q◦ is a cross
polytope, i.e. is the convex hull of the elements of an orthogonal basis and their
opposites. An analogous fact holds in general dimension .n ≥ 2.
Proposition 1.33 Let .K ∈ Kn(o) . Then
. .K ◦ ∈ Kn(o) ;
. .(K ◦ )◦ = K.

1.8.1 The Gauge Function

Let K be a convex body containing the origin in its interior, and assume moreover
that K is symmetric with respect to the origin. The function .||·||K : Rn → R defined
by:

||x||K = inf{λ ≥ 0 : x ∈ λK},

.

is called the gauge function of K.

Exercise 1.34 Let .K ∈ Kn(o) be symmetric with respect to the origin. Then
. .||x||K ≥ 0 for every .x ∈ Rn , and .||x||K = 0 if and only if .x = o;
1 Notation and Introductory Material 11

. .||λx||K = |λ| ||x||K for every .x ∈ Rn and for every .λ ∈ R;

. .||x + y||K ≤ ||x||K + ||y||K for every .x, y ∈ K.
Hence .|| · ||K is a norm on .Rn , and more precisely is the norm for which K is the
“unit ball”, or the norm induced by K. .|| · ||K is also called the Minkowski functional
of K.
Exercise 1.34 tells us also that .|| · ||K is a support function. We have the following
relation.
Proposition 1.35 For every .K ∈ Kn(o) , symmetric with respect to the origin, we
have

|| · ||K = hK ◦ .
.

1.9 The Steiner Formula

It is frequently said that convex geometry is based on the study of the relations
between volume and Minkowski addition. The Steiner formula is one of the simplest
and most significant examples of these relations.
The Steiner formula is also the first evidence of the following general phe-
nomenon: the volume has a polynomial behavior with respect to the addition of
convex bodies.
Let us recall that given a convex body .K ∈ Kn , for a fixed .ε > 0, the parallel set
of K is

Kε = K + εB n = {x ∈ Rn : dist(x, K) ≤ ε}.
.

Roughly speaking, from a geometric point of view .Kε is the union of K and a “shell”
of uniform width .ε surrounding K. The Steiner formula expresses the volume of the
parallel set of a convex body. We recall that .Vn denotes the Lebesgue measure on
.R .
n

Theorem 1.36 (Steiner Formula) Let .K ∈ Kn be a convex body in .Rn , .ε > 0 and
.Kε = K + εB be the parallel set of K. The volume of .Kε is a polynomial of degree
n

n in .ε. More precisely, there exist non-negative numbers .V0 (K), . . . , Vn−1 (K), such
that

W
n
Vn (Kε ) =
. Vi (K)κn−i εn−i ,
i=0

(recall that .κj is the volume of the unit ball in .Rj ).

The quantities .V0 (K), . . . , Vn (K) are called the intrinsic volumes of K.
12 A. Colesanti

Remark 1.37 The Steiner formula can be presented in a different form, namely
n ( )
W n j
.Vn (Kε ) = ε Wj (K).
j
j =0

The coefficients appearing in this version, .Wi (K), .i = 0, . . . , n, are called the
quermassintegrals of K.
Some of the intrinsic volumes have a familiar geometric meaning.
. .V0 ≡ 1. In other words, this intrinsic volume is a constant independent of K.
Sometimes is useful to think about .V0 as the Euler characteristic, which is 1 for
every convex body.
. .V1 is proportional to the mean width. Given a convex body K, and .u ∈ Sn−1 , the
width .wK (u) of K in the direction u is the distance between the two supporting
hyperplanes to K, orthogonal to u. This quantity can be expressed in terms of the
support function of K, as follows:

wK (u) = hK (u) + hK (−u).

.

The mean width .w(K) of K is the mean value of the width function:
f
1
.w(K) = wK (u) dHn−1 (u).
nκn Sn−1

The following relation holds

nκn
V1 (K) =
. w(K).
2κn−1

. .Vn−1 (K) is, up to a factor, the so-called Minkowski content of K, defined as the
following limit

Vn (Kε ) − Vn (K)
. lim .
ε→0+ ε

In fact the Minkowski content of a convex body K equals .2Vn−1 (K). In

particular, if K has interior points, then its Minkowski content coincides with
the .(n − 1)-dimensional measure of the boundary of K. Hence, in this case:

1 n−1
Vn−1 (K) =
. H (∂K).
2

In general, given .K ∈ Kn , the quantity .2Vn−1 (K) will be called the surface area
of K.
. .Vn (K) is the volume of K.
1 Notation and Introductory Material 13

1.9.1 Basic Properties of Intrinsic Volumes

Intrinsic volumes are very well studied objects in convex geometry. We list here
some of their fundamental properties (see Chap. 3, Theorem 3.5, Theorem 3.14,
and the discussion after Theorem 3.16, for more details). For .j ∈ {0, . . . , n}, let us
consider .Vj as a functional from .Kn to .R.
Proposition 1.38 The following properties hold.
. .Vj (K) ≥ 0 for every .K ∈ Kn ; moreover, .Vj is monotone increasing:

K, L ∈ Kn , K ⊂ L
. ⇒ Vj (K) ≤ Vj (L).

. .Vj is j -homogeneous: if .K ∈ Kn and .λ ≥ 0, then

Vj (λK) = λj Vj (K).
.

. .Vj is continuous with respect to the Hausdorff metric.

. .Vj is rigid motion invariant.
. If .dim(K) = j , then .Vj (K) coincides with the Lebesgue measure of K as a
subset of .Rj (whence the name of intrinsic volumes).
. .Vj verifies the following additivity, or valuation, property; let .K, L ∈ Kn be such
that .K ∪ L ∈ Kn , then:

Vj (K ∪ L) + Vj (K ∩ L) = Vj (K) + Vj (L).
.

1.10 Mixed Volumes

The polynomiality of volume with respect to Minkowski addition goes far beyond
what the Steiner formula shows. For any natural number m, .K1 , . . . , Km ∈ Kn
convex bodies and .t1 , . . . , tm non-negative real numbers, we have

.Vn (t1 K1 + · · · + tm Km ) is a homogeneous polynomial of degree n, in t1 , . . . , tm .

As a rigorous formulation of this fact, we present the following result.

Theorem 1.39 There exists a mapping .V : (Kn )n → R+ , such that for every
natural number m, .K1 , . . . , Km , convex bodies and .t1 , . . . , tm , non-negative real
numbers,

W
m
Vn (t1 K1 + · · · + tm Km ) =
. V (Ki1 , . . . , Kin )ti1 . . . tin .
i1 ,...,in =1
14 A. Colesanti

Given .K1 , . . . , Kn ∈ Kn , the number

V (K1 , . . . , Kn )
.

is called the mixed volume of .K1 , . . . , Kn .

Remark 1.40 The Steiner formula for K can be obtained from the previous
theorem, setting: .m = 2, .K1 = K, .K2 = B n , .t1 = 1, .t2 = ε. In this way we see that
intrinsic volumes and quermassintegrals are special mixed volumes (possibly up to
dimensional coefficients).
More precisely, in the case of quermassintegrals we have the relation

Wn−i (K) = V (K, . . . , K , B n , . . . B n ) =: V (K[n − i], B n [i]).

.
' '' ' ' '' '
i times n−i times

As in the previous formula, the following notation will be used throughout: for
m ∈ {1, . . . , n}, .K, K1 , . . . , Kn−m ∈ Kn :
.

V (K[m], K1 , . . . , Kn−m ) := V (K, . . . , K , K1 , . . . Kn−m ).

.
' '' '
m times

1.10.1 Properties of Mixed Volumes

The following proposition gathers the basic properties of mixed volumes (see also
Theorem 3.14 in Chap. 3 for a more detailed presentation).
Proposition 1.41 The mixed volume functional .V : (Kn )n → R has the following
properties.
. For every .K ∈ Kn ,

V (K, . . . , K) = Vn (K).
.

. V is symmetric in its entries, i.e. for every .K1 , . . . , Kn ∈ Kn , .V (K1 , . . . , Kn ) is

invariant with respect to permutations of .K1 , . . . , Kn .
. V is continuous (with respect to the product topology on .(Kn )n ).
. V is translation invariant in each entry.
. V is linear in each entry: for every .α, β ≥ 0 and for every .K, L, K2 , . . . , Kn ∈
Kn ,

V (αK + βL, K2 , . . . , Kn ) = αV (K, K2 , . . . , Kn ) + βV (L, K2 , . . . , Kn ).

.

. V is non-negative, and it is monotone in each entry.

1 Notation and Introductory Material 15

. V has the valuation property in each entry: for every .K, L, K2 , . . . , Kn ∈ Kn

such that .K ∪ L ∈ Kn ,

V (K ∪ L, K2 , . . . , Kn ) + V (K ∩ L, K2 , . . . , Kn )
.

= V (K, K2 , . . . , Kn ) + V (L, K2 , . . . , Kn ).

1.11 The Surface Area Measure

To each convex body .K ∈ Kn we can associate a non-negative Borel measure

.Sn−1 (K, ·) on .S
n−1 , called the surface area measure of K; its construction proceeds

as follows. For every regular point .x ∈ ∂K, we denote by .νK (x) the outer unit
normal to K at x. The function

.νK : {x ∈ ∂K : x is regular} −→ Sn−1

is the Gauss map of K. For future use, we remark that more generally, given a subset
β of .∂K we can define the spherical image of K at .β as the set:
.

{u ∈ Sn−1 : u is an outer unit normal to Kat x, for some x ∈ β}.

.

For .ω ⊂ Sn−1 , we define the reverse spherical image of .ω

−1
νK
. (ω) = {x ∈ ∂K : x is regular and νK (x) ∈ ω}.

−1
It can be proved that if .ω is a Borel subset of .Sn−1 , then .νK (ω) is a .Hn−1
measurable subset of .∂K.
Definition 1.42 Let .K ∈ Kn ; the surface area measure .Sn−1 (K, ·) is a non-negative
Borel measure defined on .Sn−1 as follows: for every Borel subset .ω of .Sn−1
−1
Sn−1 (K, ω) = Hn−1 (νK
. (ω)).

Remark 1.43 The total mass of the surface area measure of .K ∈ Kn is just the
surface area of K

Sn−1 (K, Sn−1 ) = 2Vn−1 (K).

.

Example Let P be a polytope. Let .ν1 , . . . , νm , .m ∈ N, be the outer normal

vectors to the .(n − 1)-dimensional faces .F1 , . . . , Fm , which form the boundary of
P . Then the surface area measure of P is the linear combination of Dirac point
masses, concentrated at the unit vectors .νi , .i = 1, . . . , m, where each point mass is
16 A. Colesanti

multiplied by the .(n − 1)-dimensional measure of the corresponding face. In other

words

W
m
Sn−1 (P , ·) =
. Hn−1 (Fi )δνi (·).
i=1

Example Let .K ∈ Kn be of class .C 2,+ . In this case, the Gauss map .νK is a
diffeomorphism between .∂K and .Sn−1 . Moreover, the surface area measure of K is
absolutely continuous with respect to the .(n − 1)-dimensional Hausdorff measure
restricted to .Sn−1 , and
f
1
.Sn−1 (K, ω) =
−1
dHn−1 (x)
ω κK (νK (x))

for every Borel set .ω ⊂ Sn−1 . Here .κK : ∂K → R is the Gauss curvature.
The surface area measure has a continuity property with respect to the metric
induced on .Kn by the Hausdorff distance. We recall that a sequence of finite Borel
measures .μj , .j ∈ N, on .Sn−1 is said to converge weakly to the finite Borel measure
.μ on .S
n−1 , if

f f
. lim f (x) dμj (x) = f (x) dμ(x)
j →∞ Sn−1 Sn−1

for every function .f ∈ C(Sn−1 ).

Proposition 1.44 Let .K ∈ Kn and let .Kj , .j ∈ N, be a sequence in .Kn , such that

. lim Kj = K.
j →∞

Then the sequence of measures .Sn−1 (Kj , ·) converges weakly to the measure
Sn−1 (K, ·).
.

1.11.1 The Minkowski Problem

We have seen that to each convex body .K ∈ Kn , we can associate its surface area
measure .Sn−1 (K, ·), which is a Borel measure on .Sn−1 . The Minkowski problem
asks to find a convex body which has a prescribed finite Borel measure on the unit
sphere as its surface area measure.
1 Notation and Introductory Material 17

Problem 1.45 Let .σ be a non-negative Borel measure on .Sn−1 ; find a convex body
K in .Kn such that

Sn−1 (K, ·) = σ (·).

.

This problem is well posed, under natural conditions on .σ , as the following

theorem shows.
Theorem 1.46 A non-negative Borel measure .σ on .Sn−1 is the surface area
measure of a unique, up to translations, convex body .K ∈ Kn , if and only if the
following two conditions are satisfied:
(i) .σ is centered, that is
f
. u dσ (u) = 0;
Sn−1

(ii) the support of .σ is not contained in any great sub-sphere of .Sn−1 .

Remark Under the same conditions of the previous result, the solution to the
Minkowski problem is a polytope if and only if the given measure .σ is discrete,
i.e. is the sum of point masses.

1.11.2 A Formula for the Volume

The following theorem contains an important formula, connecting volume, support

function and surface area measure of a convex body.
Theorem 1.47 For every convex body .K ∈ Kn :
f
1
Vn (K) =
. hK (x) dSn−1 (K, x). (1.1)
n Sn−1

This formula can be proved in an elementary way in the case of polytopes.

The general case can then be obtained approximating a general convex body by
polytopes, and using the continuity properties of the volume, the support function
and the surface area measure.
18 A. Colesanti

1.11.3 The Surface Area Measure as the First Variation of the

Volume

Let us conclude this section with a formula which shows that the area measure
is, roughly speaking, the first variation of the volume with respect to Minkowski
addition.
Theorem 1.48 Let .K, L ∈ Kn . Then
f
Vn (K + εL) − Vn (K)
. lim = hL (x) dSn−1 (K, x). (1.2)
ε→0+ ε Sn−1

Remark 1.49 Formula (1.1) can be obtained by (1.2), choosing .L = K and

exploiting the homogeneity of volume.
Remark 1.50 The left hand side of (1.2) expresses the first variation of the volume
functional at K, with respect to the Minkowski addition. The right hand side is a
linear integral functional in the support function .hL . Recalling that the Minkowski
addition behaves linearly with respect to support functions, we conclude that the
surface area measure represents the first variation of the volume with respect to
Minkowski addition.

References

1. D. Hug, W. Weil, Lectures on Convex Geometry, Graduate Texts in Mathematics, vol. 286
(Springer, Cham, 2020)
2. R. Schneider, Convex Bodies: the Brunn-Minkowski Theory, Encyclopedia of Mathematics and
its Applications, vol. 151, Second expanded edn. (Cambridge University Press, Cambridge,
2014)
Chapter 2
Valuations on Convex Bodies and
Functions

Monika Ludwig and Fabian Mussnig

Abstract An introduction to geometric valuation theory is given. The focus is on

classification results for .SL(n) invariant and rigid motion invariant valuations on
convex bodies and on convex functions.

2.1 Introduction

In his Third Problem, Hilbert asked whether, given any two polytopes of equal
volume in .R3 , it is always possible to dissect the first into finitely many polytopes
which can be reassembled to yield the second. In 1900, it was known that the answer
to the corresponding question in .R2 is yes, but the question was open in higher
dimensions.
Let .Pn be the set of convex polytopes in .Rn . We say that .P ∈ Pn is dissected
into .P1 , . . . , Pm ∈ Pn and write .P = P1 u · · · u Pm , if .P = P1 ∪ · · · ∪ Pm and the
polytopes .P1 , . . . , Pm have pairwise disjoint interiors. So, Hilbert’s Third Problem
asks whether for any .P , Q ∈ Pn of equal volume there are dissections

P = P1 u · · · u Pm ,
. Q = Q1 u · · · u Q m ,

and rigid motions .φ1 , . . . , φm such that

Pi = φi Qi
.

for .1 ≤ i ≤ m. We write .P ∼ Q in this case.

We call a function .Z : Pn → R a valuation if

. Z(P ) + Z(Q) = Z(P ∪ Q) + Z(P ∩ Q)

M. Ludwig · F. Mussnig (O)

Institut für Diskrete Mathematik und Geometrie, TU Wien, Wien, Austria
e-mail: [email protected]; [email protected]

© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 19

A. Colesanti, M. Ludwig (eds.), Convex Geometry, C.I.M.E. Foundation Subseries
2332, https://doi.org/10.1007/978-3-031-37883-6_2
20 M. Ludwig and F. Mussnig

for all .P , Q ∈ Pn with .P ∪ Q ∈ Pn (and we set .Z(∅) := 0). We call .Z simple

if .Z(P ) = 0 for all polytopes that are not full-dimensional. We say that .Z is rigid
motion invariant if

. Z(φP ) = Z(P )

for all rigid motions .φ : Rn → Rn and .P ∈ Pn . If .Z : Pn → R is a simple, rigid

motion invariant valuation, it is not difficult to see that .P ∼ Q implies that .Z(P ) =
Z(Q). Dehn [35] constructed a simple, rigid motion invariant valuation, now called
Dehn invariant (see Sect. 2.5), that is not a multiple of volume. He showed that the
Dehn invariant of a regular simplex and a cube of the same volume do not coincide.
Thereby he solved Hilbert’s Third Problem and showed that the answer to Hilbert’s
question is no for .n ≥ 3.
Blaschke [14] took the critical next step by asking for classification results for G
invariant valuations on .Pn and on the space of convex bodies, .Kn , that is, of non-
empty, compact, convex sets in .Rn , where G is any group acting on .Rn . Blaschke’s
question is motivated by Felix Klein’s Erlangen Program. We will discuss some
of the results obtained in this tradition, in particular, focusing on the special linear
group, .SL(n), and the group of rigid motions, .SO(n)xRn , where .SO(n) is the group
of (orientation preserving) rotations. Often additional regularity assumptions are
required, and we consider continuous and upper semicontinuous valuations, where
we equip .Kn and its subspaces with the topology induced by the Hausdorff metric.
In addition to classification results and their applications, structural results for
spaces of valuations have attracted much attention in recent years. We refer to
the books and surveys [4, 6, 11]. Valuations were also considered on various
additional spaces, particularly on manifolds (see [3]). Valuations with values in
linear spaces and Abelian semigroups, including the space of convex bodies, were
also studied (see [54]). We will restrict our attention to real-valued valuations
defined on subspaces of .Kn and to recent results on valuations on spaces of real-
valued functions. On a space X of (extended) real-valued functions, a functional
.Z : X → R is a valuation if

. Z(f ) + Z(g) = Z(f ∨ g) + Z(f ∧ g)

for all .f, g ∈ X such that also their pointwise maximum .f ∨ g and pointwise
minimum .f ∧ g belong to X. Since we can embed spaces of convex bodies in
various function spaces in such a way that unions and intersections of convex bodies
correspond to pointwise minima and maxima of functions, this notion generalizes
the classical notion. We will discuss the results on valuations on convex functions.

2.2 Basic Properties

Let .S be a class of subsets of .Rn . We say that .Z : S → R is a valuation if

. Z(P ) + Z(Q) = Z(P ∪ Q) + Z(P ∩ Q)

2 Valuations on Convex Bodies and Functions 21

for all .P , Q ∈ S such that .P ∩ Q, P ∪ Q ∈ S, and .Z(∅) = 0. Given a Borel

measure on .Rn , its restriction to .Kn is clearly a valuation. So, in particular, n-
dimensional Lebesgue measure, .Vn , induces a valuation on .Kn . As we will see,
there are important valuations that are not induced by measures.
Let .S be intersectional, that is, if .P , Q ∈ S, then .P ∩ Q ∈ S. We say that
.Z : S → R satisfies the inclusion-exclusion principle on .S if

E
. Z(P1 ∪ · · · ∪ Pm ) = (−1)|J |−1 Z(PJ ) (2.1)
∅/=J ⊂{1,...,m}

n
for .P1 , . . . , Pm ∈ S and .m ≥ 1 whenever .P1 ∪ · · · ∪ Pm ∈ S. Here .PJ := j ∈J Pj
and .|J | is the cardinality of the set J . The inclusion-exclusion principle holds for
every valuation on .Pn and every continuous valuation on .Kn (see [41, 72]). If .Z :
Pn → R is, in addition, simple, we have

. Z(P1 u · · · u Pm ) = Z(P1 ) + · · · + Z(Pm ) (2.2)

for .P1 , . . . , Pm ∈ Pn .
For .K, L ∈ Kn , define the Minkowski sum by

K + L := {x + y : x ∈ K, y ∈ L}.
.

The following lemma describes a way to obtain new valuations from a given one.
Lemma 2.1 Let .Z : Kn → R be a valuation. If .C ∈ Kn is a fixed convex body and

. ZC (K) := Z(K + C),

for .K ∈ Kn , then .ZC is a valuation on .Kn .

Proof The following statement is easily seen to hold for subsets .C, K, L ⊂ Rn ,

K ∪ L + C = (K + C) ∪ (L + C).
. (2.3)

Now, let .C, K, L ∈ Kn be such that .K ∪ L ∈ Kn . If .x ∈ (K + C) ∩ (L + C), then

.x = y + c = z + d with .y ∈ K, z ∈ L and .c, d ∈ C. Since .K ∪ L is convex, there

is .t ∈ [0, 1] such that .(1 − t)y + tz ∈ K ∩ L and hence

x = (1 − t)(y + c) + t (z + d) = (1 − t)y + tz + (1 − t)c + td.

.

Thus .(K + C) ∩ (L + C) ⊂ (K ∩ L) + C.
Since it is easy to see that .(K ∩ L) + C ⊂ (K + C) ∩ (L + C), it follows that

(K + C) ∩ (L + C) = (K ∩ L) + C.
. (2.4)
22 M. Ludwig and F. Mussnig

Applying .Z to (2.3) and to (2.4) for convex bodies .C, K, L and adding, we obtain
the statement. u
n
For .p ∈ R, a functional .Z : Kn → R is called homogeneous of degree p (or
p-homogeneous), if

. Z(t K) = t p Z(K)

for .t > 0 and .K ∈ Kn . A functional .Z : Kn → R is increasing if .K ⊂ L implies

that .Z(K) ≤ Z(L). We will also use corresponding definitions for subsets of .Kn .
The n-dimensional volume .Vn : Kn → [0, x) is a valuation. Lemma 2.1 implies
that also .K |→ Vn (K + r B n ) is a valuation on .Kn for .r ≥ 0, where .B n is the n-
dimensional unit ball. Therefore, it follows from the Steiner formula,

E
n
Vn (K + rB n ) =
. r n−j κn−j Vj (K), (2.5)
j =0

where .r ≥ 0 and .κj is the j -dimensional volume of the unit ball in .Rj (with the
convention that .κ0 = 1), that all intrinsic volumes .V0 , . . . , Vn are valuations on .Kn .
Recall that all intrinsic volumes are continuous and increasing functionals on .Kn
and that .V0 is the Euler characteristic and .V0 (K) = 1 for all .K ∈ Kn . Also, recall
that .Vj (K) is the j -dimensional volume of K if K is contained in a j -dimensional
plane and that .Vj is j -homogeneous.
We will use the following notation. Let .e1 , . . . , en be the vectors of the canonical
basis of .Rn . For .x, y ∈ Rn , we write .<x, y> for the inner product and .|x| for the
Euclidean norm of x. The convex hull of subsets .A1 , . . . , Am ⊂ Rn is written as
.[A1 , . . . , Am ] and the convex hull of .x1 , . . . , xm ∈ R as .[x1 , . . . , xm ]. If .E ⊂ R is
n n

an affine plane in .R , then .K(E) and .P(E) are the sets of convex bodies and convex
n

polytopes, respectively, contained in E.

2.3 SL(n) Invariant Valuations

Blaschke [14] obtained the first classification theorem of invariant valuations on .Kn .
Theorem 2.2 (Blaschke) A functional .Z : Kn → R is a continuous, translation
and .SL(n) invariant valuation if and only if there are constants .c0 , cn ∈ R such that

. Z(K) = c0 V0 (K) + cn Vn (K)

for every .K ∈ Kn .
In the next section, we will obtain a complete classification of translation invariant
valuations in the one-dimensional case, and in the following section, a complete
2 Valuations on Convex Bodies and Functions 23

classification of translation and .SL(n) invariant valuations on convex polytopes.

Here, no assumptions on the continuity of the valuation are needed. Theorem 2.2
will be a simple consequence. The situation is different for valuations on convex
bodies, where additional (non-continuous) valuations exist that vanish on convex
polytopes. We will describe some of these valuations in Sect. 2.3.3.

2.3.1 The One-Dimensional Case

We call a function .ζ : [0, x) → R a Cauchy function if it is a solution to the

Cauchy functional equation, that is,

ζ (x + y) = ζ (x) + ζ (y)
.

for every .x, y ∈ [0, x). Cauchy functions are well understood and can be
completely described (if we assume the axiom of choice) by their values on a Hamel
basis.
Proposition 2.3 A functional .Z : P1 → R is a translation invariant valuation if
and only if there are a constant .c0 ∈ R and a Cauchy function .ζ : [0, x) → R such
that
( )
. Z(P ) = c0 V0 (P ) + ζ V1 (P )

for every .P ∈ P1 .
Proof Set .c0 := Z({0}) and define .Z̃ : P1 → R by

Z̃(P ) := Z(P ) − c0 V0 (P ).
.

Note that .Z̃ is a simple, translation invariant valuation on .P1 . Define the function
.ζ : [0, x) → R by setting

ζ (x) := Z̃([0, x]).

.

Since .Z̃ is a simple, translation invariant valuation,

ζ (x + y) = Z̃([0, x + y)) = Z̃([0, x]) + Z̃([x, x + y]) = ζ (x) + ζ (y)

.

for every .x, y ∈ [0, x). Hence .ζ is a Cauchy function. Using that .Z̃ is translation
invariant, we get .Z̃(P ) = ζ (V1 (P )) for .P ∈ P1 , which concludes the proof. u
n
Since every continuous Cauchy function is linear, we obtain the following result.
24 M. Ludwig and F. Mussnig

Corollary 2.4 A functional .Z : P1 → R is a continuous and translation invariant

valuation if and only if there are constants .c0 , c1 ∈ R such that

. Z(P ) = c0 V0 (P ) + c1 V1 (P )

for every .P ∈ P1 .
A corresponding classification result holds for upper semicontinuous and translation
invariant valuations on .P1 . Such a result also holds for Borel measurable and
translation invariant valuations on .P1 , since every Borel measurable Cauchy
function is linear.

2.3.2 SL(n) Invariant Valuations on Convex Polytopes

The following result gives a complete classification of translation and .SL(n)

invariant valuations on polytopes.
Theorem 2.5 A functional .Z : Pn → R is a translation and .SL(n) invariant
valuation if and only if there are a constant .c0 ∈ R and a Cauchy function
.ζ : [0, x) → R such that

( )
. Z(P ) = c0 V0 (P ) + ζ Vn (P )

for every .P ∈ Pn .
Proof Set .c0 := Z({0}) and define .Z̃ : Pn → R by

Z̃(P ) := Z(P ) − c0 V0 (P ).
.

Note that .Z̃ is a translation invariant valuation on .Pn that vanishes on singletons,
that is, sets of the form .{x} with .x ∈ Rn . We show that there is a Cauchy function
.ζ : [0, x) → R such that

Z̃(P ) = ζ (Vn (P ))
. (2.6)

for every .P ∈ Pn .
We use induction on the dimension n. By Proposition 2.3, the statement (2.6) is
true for .n = 1. Let .n ≥ 2. Assume that it is true for valuations on .Pn−1 . Hence
it is also true for valuations on .P(E) with E any hyperplane in .Rn . The induction
assumption implies that there is a Cauchy function .ζ̃ : [0, x) → R such that

Z̃(P ) = ζ̃ (Vn−1 (P ))
.
2 Valuations on Convex Bodies and Functions 25

for every .P ∈ P(E). Note that the invariance properties of .Z̃ imply that .ζ̃ does not
depend on E. Since .Z̃ vanishes on singletons, we have .ζ̃ (0) = 0. Let E be spanned
by the first .(n − 1) basis vectors .e1 , . . . , en−1 and define .φ ∈ SL(n) by setting
.φe1 = t e1 with .t > 0 and .φej = ej for .1 < j < n and .φen = en . Since .φE = E,
1
t
it follows from the .SL(n) invariance of .Z̃ that

ζ̃ (t) = Z̃(φ[0, 1]n−1 ) = Z̃([0, 1]n−1 ) = ζ̃ (1)

.

for every .t > 0. This implies that .ζ̃ ≡ 0 and shows that .Z̃ is simple. Thus it suffices
to show that (2.6) holds for every simple, translation and .SL(n) invariant valuation
.Z̃ : P → R.
n

Define .ζ : [0, x) → R by setting

√
n
ζ (s) := Z̃( s n! [0, e1 , . . . , en ])
.

and note that

Z̃(S) = ζ (Vn (S))

.

for every simplex .S ∈ Pn , as the valuation .Z̃ is simple, translation and .SL(n)
invariant and√every n-dimensional simplex is a translate of an .SL(n) image of
the simplex . n s n! [0, e1 , . . . , en ] for some .s > 0. For .0 < r < 1, we dissect
the n-dimensional simplex with vertices .v0 , . . . , vn ∈ Rn into the n-dimensional
simplices .T1 with vertices .v0 , r v0 + (1 − r)v1 , v2 , . . . , vn and .T2 with the vertices
.(1 − r)v0 + r v1 , v1 , v2 , . . . , vn (Fig. 2.1). Since .Z̃ is a simple valuation,

Z̃(T1 ∪ T2 ) = Z̃(T1 ) + Z̃(T2 ).

. (2.7)

Fig. 2.1 Decomposition of .[v0 , . . . , vn ] into .T1 and .T2

26 M. Ludwig and F. Mussnig

√
Choosing .v0 := 0 and .vj := n (s + t)n! ej for .j = 1, . . . , n as well as .r :=
s/(s + t), we obtain from (2.7) that

ζ (s + t) = ζ (s) + ζ (t)
.

for every .s, t ∈ (0, x). Hence, .ζ is a Cauchy function. By (2.2) and since we
can dissect every polytope into simplices, we conclude that (2.6) holds for every
.P ∈ P . n
u
n

Properties of Cauchy functions immediately give the following result, which, in

turn, implies Theorem 2.2.
Corollary 2.6 A functional .Z : Pn → R is a continuous, translation and .SL(n)
invariant valuation if and only if there are constants .c0 , cn ∈ R such that

. Z(P ) = c0 V0 (P ) + cn Vn (P )

for every .P ∈ Pn .
Corresponding statements hold for upper semicontinuous valuations and for Borel
measurable valuations.
We remark that classification results for .SL(n) invariant valuations are also
known without assuming translation invariance (see [57]). In particular, the follow-
ing result holds. Let .Pno be the space of convex polytopes containing the origin.
Theorem 2.7 A functional .Z : Pno → R is a continuous, .SL(n) invariant valuation
if and only if there are constants .c0 , cn ∈ R such that

. Z(P ) = c0 V0 (P ) + cn Vn (P )

for every .P ∈ Pno .

On .Pn , there are additional .SL(n) invariant valuations. In particular, .P |→
Vn ([0, P ]) is such a valuation (see [57] for a complete classification). On .Pn(o) , the
space of convex polytopes containing the origin in their interiors, .P |→ Vn (P ◦ ),
the functional that associates with P the volume of its polar body, is an .SL(n)
variant valuation. A complete classification of .SL(n) invariant valuations on .Pn(o)
was established by Haberl and Parapatits [38].

2.3.3 Affine Surface Area

While we have established a complete classification of translation and .SL(n)

invariant valuations on .Pn , such a result is not known on .Kn , and there are additional
valuations on .Kn that vanish on .Pn . The classical affine surface area .o : Kn → R
is such a valuation. It is defined by
f
1
.o(K) = κ(K, x) n+1 dHn−1 (x), (2.8)
∂K
2 Valuations on Convex Bodies and Functions 27

where .κ(K, x) is the generalized Gaussian curvature of .∂K at x and integration is

with respect to the .(n − 1)-dimensional Hausdorff measure .Hn−1 on the boundary,
.∂K, of K. By a classical result of Aleksandrov, the boundary of a convex body

is twice differentiable almost everywhere and hence .κ(K, x) is defined almost

everywhere and it can be shown that .x |→ κ(K, x) is measurable. We remark that
the generalized Gaussian curvature is the density of the absolutely continuous part
of the curvature measure .C0 (K, ·), where .C0 (K, B) := Hn−1 (νK (B)) for a Borel
set .B ⊂ ∂K, and .νK is the spherical image map that assigns to .x ∈ ∂K the set of all
unit normal vectors of supporting hyperplanes of K containing x (see [72, Chapter
4]). Hence
f
. κ(K, x) dHn−1 (x) ≤ Hn−1 (∂B n ) = nκn
∂K

for every .K ∈ Kn , and by Jensen’s inequality,

f f
1 ( ) 1 ( ) n
. κ(K, x) n+1 dHn−1 (x) ≤ nκn n+1 dHn−1 (x) n+1 . (2.9)
∂K ∂K

This implies that the integral in (2.8) is finite for every .K ∈ Kn .

The definition of affine surface area for convex bodies with smooth boundary
is classical and goes back to Blaschke and Pick [13]. They established that .o is
equi-affine invariant, that is, .o is translation and .SL(n) invariant. The extension to
general convex bodies is more recent and due to Leichtweiß [45], Lutwak [58] and
Schütt and Werner [74]. Lutwak [58] proved that .o is upper semicontinuous on .Kn ,
that is, for every sequence of convex bodies .Kj converging to a convex body K, we
have

o(K) ≥ lim sup o(Kj ).

.
j →x

It follows from (2.8) that .o vanishes on polytopes and is therefore not continuous.
The valuation property of .o on .Kn follows directly from (2.8).
Note that .o is translation invariant and that .Ω(K) = 0 if K is lower dimensional.
Hence we may assume in the following that the origin is an interior point of K.
Clearly, (2.8) can be rewritten as
f
1
o(K) =
. κ0 (K, x) n+1 dVK (x), (2.10)
∂K

where
κ(K, x)
κ0 (K, x) :=
.
<x, nK (x)>n+1
28 M. Ludwig and F. Mussnig

and

dVK (x) := <x, nK (x)> dHn−1 (x).

.

Here, .nK (x) is the unit outer normal vector of K at x, which is uniquely defined
almost everywhere on .∂K, and .<x, nK (x)> is the distance to the origin of the tangent
hyperplane to K at such x. In (2.10), it is easy to see that .o is .SL(n) invariant.
Indeed, for a Borel set .B ⊂ ∂K, using the fact that the volume of a cone is the
product of its height divided by n and the .(n − 1)-dimensional volume of its base,
we see that . n1 VK (B) is just the n-dimensional volume of the set .{t B : t ∈ [0, 1]}.
Consequently,

VφK (φB) = VK (B)

.

for every .φ ∈ SL(n) and every Borel set .B ⊂ ∂K. Moreover,

κ0 (φK, φx) = κ0 (K, x)

.

for every .φ ∈ SL(n) and every .x ∈ ∂K where .κ0 (K, x) > 0. This is a simple
consequence of the following geometric interpretation of .κ0 (K, x),

κn2
κ0 (K, x) =
. ,
Vn (EK (x))2

where .EK (x) is the unique centered ellipsoid that osculates K at x. We remark that
f
K |→
. ζ (κ0 (K, x)) dVK (x) (2.11)
∂K

is an .SL(n) invariant valuation on .Kn(o) , the set of convex bodies containing the origin
in their interiors when .ζ : [0, x) → [0, x) is a suitable continuous function. The
functionals defined in (2.11) are called Orlicz affine surface areas. If .ζ (t) := t p for
.t > 0 with .p > −n, the so-called .Lp affine surface area of K is obtained, which

was introduced by Lutwak [59]. Classification results for .SL(n) invariant valuations
on .Kn(o) were established in [38, 49, 56] and characterizations of .Lp and Orlicz affine
surface areas in [56].
The following result from [48, 55] strengthens Theorem 2.2 and establishes a
characterization of affine surface area.
Theorem 2.8 A functional .Z : Kn → R is an upper semicontinuous, translation
and .SL(n) invariant valuation if and only if there are constants .c0 , cn ∈ R and
.c ≥ 0 such that

. Z(K) = c0 V0 (K) + cn Vn (K) + c o(K)

for every .K ∈ Kn .
2 Valuations on Convex Bodies and Functions 29

Fig. 2.2 Support triangle of

a convex body .K ∈ K2 with
endpoints .x, y ∈ ∂K

We present the proof of Theorem 2.8 in the case .n = 2 from [48]. We call a
closed triangle .T = T (x, y) a support triangle of .K ∈ K2 with endpoints x and
y, if .x, y ∈ ∂K and T is bounded by support lines (that is, 1-dimensional support
hyperplanes) to K at x and y and the chord connecting x and y (Fig. 2.2).
A cap of a convex body K is the intersection of a closed half-space and K. We
set .δs (K, L) := V2 (KAL) for .K, L ∈ K2 , where .KAL := (K ∪ L)\(K ∩ L)
is the symmetric difference of K and L. Note that the symmetric difference metric
.δs induces on full-dimensional convex bodies the same topology as the Hausdorff

metric.
We require the following lemma, whose proof is omitted as it is very similar to
the proof of Proposition 2.3.
Lemma 2.9 If . Z : K2 → R is an upper semicontinuous, rotation invariant valua-
tion that vanishes on polytopes, then

. Z(C) = c o(C)

for every cap C of .B 2 , where .c := Z(B 2 )/ o(B 2 ).

Let .E2 be the family of all convex bodies in .R2 which may be dissected into
finitely many polytopes and caps of unit ellipses. Here, any equi-affine image of the
two-dimensional unit ball .B 2 is called a unit ellipse. Since planar polytopes belong
to .E2 , the set .E2 is dense in .K2 .
Proposition 2.10 If . Z : K2 → [0, x) is an upper semicontinuous, translation and
. SL(2) invariant valuation that vanishes on polytopes, then

. Z(K) = sup{lim sup Z(Ek ) : Ek → K, Ek ∈ E2 }

k→x

for every .K ∈ K2 .
30 M. Ludwig and F. Mussnig

Proof Since .Z is upper semicontinuous, we have

. Z(K) ≥ lim sup Z(Ek )

k→x

for every .K ∈ K2 and for every sequence .Ek ∈ E2 such that .Ek → K. To prove the
statement of the proposition, assume on the contrary that there is .K ∈ K2 such that

. Z(K) > lim sup Z(Ek ) (2.12)

k→x

for all sequences .Ek with .Ek ∈ E2 and .Ek → K. By (2.9), the affine surface area of
E is uniformly bounded for all convex bodies E with .δs (K, E) < 1, say. Therefore,
by (2.12), for every .ε > 0 small enough, there is .0 < δ < 1 such that

. Z(K) ≥ Z(E) + ε o(E) (2.13)

for every .E ∈ E2 with .δs (K, E) < δ.

We approximate .B 2 by a sequence of convex bodies built from suitable pieces of
K and show that (2.13) leads to a contradiction. Without loss of generality, assume
that the origin is an interior point of K. Choose k rays starting at the origin such that

E
k
(k)
. V2 (Ti ) < δ (2.14)
i=1

where .Ti(k) = T (xi(k) , xi+1

(k)
) are support triangles and .x1(k) , . . . , xk(k) , xk+1
(k)
= x1(k) are
(k)
the consecutive points where the rays intersect .∂K. For every .Ti with non-empty
interior, there is a unique arc of the unit ellipse which touches the two sides of .Ti(k)
which are given by the support lines of K. We denote by .Ei(k) the convex body
bounded by this arc of an ellipse and the chord connecting .xi(k) and .xi+1 (k)
. In the case
that .Ti(k) has empty interior, we set .Ei(k) := Ti(k) .
We define

||
k ( ||
k )
(k) (k)
Ek :=
. Ei ∪ K\ Ti .
i=1 i=1

Note that .Ek ∈ E2 and that (2.14) implies that .δs (K, Ek ) < δ.
Since .Z and .o vanish on polytopes, (2.13) implies that

E
k
(k)
E
k
( (k) (k) )
. Z(K∩Ti ) = Z(K) ≥ Z(Ek )+ε o(Ek ) = Z(Ek ∩Ti )+ε o(Ek ∩Ti ) .
i=1 i=1
2 Valuations on Convex Bodies and Functions 31

Consequently, for every k, there exists a support triangle .Ti(k)

k
with non-empty
interior such that
(k) (k) (k)
. Z(K ∩ Tik ) ≥ Z(Ek ∩ Tik ) + ε o(Ek ∩ Tik ). (2.15)

We take an equi-affine transformation .φ (k) which transforms .Ti(k)

k
into a support
(k) 2 (k) (k) (k)
triangle .T̃ of .B , and denote by .C̃ and .B the images under .φ of the caps
.K ∩ T
ik and .Ek ∩ Tik , respectively. By (2.15) and the equi-affine invariance of .Z,
(k) (k)

we have

. Z(C̃ (k) ) ≥ Z(B (k) ) + ε o(B (k) ). (2.16)

Let .lk be the largest integer such that there are rotations .ψ1 , . . . , ψlk with the
property that .ψ1 (T̃ (k) ), . . . , ψlk (T̃ (k) ) are non-overlapping support triangles of .B 2 .
Since for a sector of .B 2 with an angle .2 α at the origin, the area of a support triangle
to .B 2 is .sin2 α tan α, we have
( ) ( ) ( ) ( )
π π π π
. sin
2
tan ≤ V2 (T̃ (k) ) ≤ sin2 tan . (2.17)
lk + 1 lk + 1 lk lk

We construct convex bodies

||
lk ( ||
lk )
K̃k :=
. ψi (C̃ (k) ) ∪ B 2 \ ψi (T̃ (k) ) .
i=1 i=1

Note that (2.16) implies that

ε
. Z(K̃k ) ≥ Z(B 2 ) + o(B 2 ) (2.18)
2

for k sufficiently large. Since .δs (K̃k , B 2 ) ≤ lk V2 (T̃ (k) ), it follows from (2.17) that

K̃k → B 2
. (2.19)

as .k → x. Thus by the upper semicontinuity of .Z, by (2.19), (2.18) and (2.21), we

obtain that
ε
. Z(B 2 ) ≥ lim sup Z(K̃k ) ≥ Z(B 2 ) + o(B 2 ).
k→x 2

This is a contradiction since .ε > 0 and .o(B 2 ) > 0, which concludes the proof of
the proposition. u
n
32 M. Ludwig and F. Mussnig

Note that we can apply Proposition 2.10 with .Z = o and obtain that

.o(K) = sup{lim sup o(Ek ) : Ek → K, Ek ∈ E2 } (2.20)

k→x

for every .K ∈ K2 .
Proof of Theorem 2.8 for .n = 2 Let .Z : K2 → R be an upper semicontinuous,
translation and .SL(2) invariant valuation. By Theorem 2.5 and since upper semi-
continuous Cauchy functions are linear, there are .c0 , c2 ∈ R such that

. Z(P ) = c0 V0 (P ) + c2 V2 (P )

for every .P ∈ P2 . Define .Z̃ : K2 → R by

Z̃(K) := Z(K) − c0 V0 (K) − c2 V2 (K)

.

and note that .Z̃ is an upper semicontinuous, translation and .SL(2) invariant valuation
that vanishes on polytopes. For every .K ∈ K2 , there is a sequence of polytopes .Pk
with .Pk → K. Hence, the upper semicontinuity of .Z̃ implies that

Z̃(K) ≥ lim sup Z̃(Pk ) = 0,

.
k→x

which shows that .Z̃ is non-negative. Using Lemma 2.9 and the translation and .SL(2)
invariance of .Z̃, we see that

. Z̃(C) = c o(C)

for every cap C of a unit ellipse, where .c = Z(B 2 )/ o(B 2 ). Since .Z vanishes on
polytopes, it is a simple valuation, and it follows from (2.2) that

Z̃(E) = c o(E)
. (2.21)

for .E ∈ E2 . Proposition 2.10 and (2.20) now complete the proof of the theorem. u
n
For .K ∈ K2 , Blaschke [13] gave the following definition of affine surface area.
Choose subdivision points .x1(k) , . . . , xk(k) , xk+1
(k)
= x1(k) on .∂K and support triangles
1 , . . . , Tk such that .Tj = T (xj , xj +1 ). Define
(k) (k) (k) (k) (k)
.T

k /
E (k)
õ(K) := lim
.
3
8 V2 (Tj ) (2.22)
j =1
2 Valuations on Convex Bodies and Functions 33

where the limit is taken over a sequence of subdivisions with

(k)
. max V2 (Ti ) → 0
i=1,...,k

as .k → x. For smooth convex bodies in .K2 , Blaschke showed that this limit always
exists and that .õ(K) = o(K).
If we choose a further subdivision point .y ∈ ∂K in a support triangle .T (x, z)
of .K ∈ K2 , we obtain support triangles .T (x, y) and .T (y, z) and the following
elementary anti-triangle inequality holds
/ / /
.
3
8 V2 (T (x, z)) ≥ 3 8 V2 (T (x, y)) + 3 8 V2 (T (y, z))
E /
(cf. [13, p. 38] or [20]). This implies that . kj =1 3 8 V2 (Tj(k) ) decreases as the
subdivision is refined. Consequently, the limit in (2.22) exists and is independent
of the sequence of subdivisions chosen and

k /
E (k)
.õ(K) = inf 3
8 V2 (Tj )
j =1

where the infimum is taken over all subdivisions of .∂K. Thus .õ is well defined
on .K2 and Leichtweiß [46] proved that .õ(K) = o(K) for every .K ∈ K2 . This
is also a simple consequence of Theorem 2.8 for .n = 2. Indeed, .õ : K2 → R
is equi-affine invariant and vanishes on lower dimensional sets. As an infimum of
continuous functionals, .õ is upper semicontinuous. So we have only to show that
i ) → 0 as .k → x, we have for every line
(k)
.õ is a valuation. Since .maxi=1,...,k V2 (T

H,

õ(K) = õ(K ∩ H + ) + õ(K ∩ H − )

.

where .H + and .H − are the closed halfspaces bounded by H . It is not difficult to see
that this implies that .õ is a valuation. Thus Theorem 2.8 for .n = 2 shows that

õ(K) = c o(K)
.

with a constant .c ≥ 0 and a simple calculation for .K = B 2 shows that .c = 1.

2.4 Translation Invariant Valuations

For translation invariant valuations on convex polytopes and on convex bodies,

Hadwiger developed the basic theory. Many of the results are even valid in the
setting of rational polytopes in .Qn and polytopes with integer coordinates (see, for
34 M. Ludwig and F. Mussnig

example, [17]). Nevertheless, we will restrict our attention to convex polytopes and
convex bodies in .Rn .

2.4.1 The Canonical Simplex Decomposition

For .0 ≤ k ≤ n, a k-dimensional simplex S in .Rn is the convex hull of .(k + 1)

affinely independent points .p0 , . . . , pk ∈ Rn . We set .xi := pi − pi−1 for .1 ≤ i ≤ k
and .x0 := p0 and write .S = <x0 ; x1 , . . . , xk >. For .k = 0, we set .S := {x0 }.
Lemma 2.11 A set S is an n-dimensional simplex with vertices .p0 , . . . , pn ∈ Rn if
and only if

{ E
n }
S = x0 +
. ri xi : 1 ≥ r1 ≥ . . . ≥ rn ≥ 0 . (2.23)
i=1

Conversely, for .x0 , . . . , xn ∈ Rn , the set defined in (2.23) is an n-dimensional

simplex if .x1 , . . . , xn are linearly independent.
Proof Every point .x ∈ S is a convex combination of .p0 , . . . , pn , that is,

E
n
x=
. t i pi
i=0
E E
with .ti ≥ 0 and . ni=0 ti = 1. Setting .ri = nj=i tj , we have

E
n
x = x0 +
. ri xi .
i=1

Hence, every point contained in the right side of (2.23) is in S. E

Conversely, if S is the set defined in (2.23), then, setting .pk = kj =0 xj , we have
.S = [p0 , . . . , pn ]. u
n
The following result is called the Hadwiger canonical simplex decomposition
[39, Section 1.2.6] (see Fig. 2.3).
Theorem 2.12 Let .S := <x0 ; x1 , . . . , xn > be an n-dimensional simplex. Defining
S 0 := {x0 }, .S n−k := {x0 + · · · + xn },
.

< > < E

k
>
S k := x0 ; x1 , . . . , xk ,
. and S n−k := x0 + xi ; xk+1 , . . . , xn ,
i=1
2 Valuations on Convex Bodies and Functions 35

Fig. 2.3 Canonical simplex decomposition

for .1 ≤ k ≤ n − 1, we have

||
n
( )
. S= (1 − t) S k + t S n−k
k=0

for .0 < t < 1.

Proof Setting

Qk (t) := (1 − t) S k + t S n−k ,
.

we obtain by Lemma 2.23 that

{ ( E
k
) ( E
k E
n
)
Qk (t) = (1 − t) x0 +
. ri xi + t x0 + xi + si xi :
i=1 i=1 i=k+1
}
1 ≥ r1 ≥ · · · ≥ rk ≥ 0, 1 ≥ sk+1 ≥ · · · ≥ sn ≥ 0
{ E
n }
= x0 + ti xi : 1 ≥ t1 ≥ · · · ≥ tk ≥ t ≥ tk+1 ≥ · · · ≥ tn ≥ 0 .
i=1

For .x ∈ S, this implies that .x ∈ Qk (t) for a suitable k. We have to show that the sets
.Qk (t) for .1 ≤ k ≤ n − 1 have pairwise disjoint interiors. If .x ∈ Qi (t) ∩ Qk (t) for
.i < k, then .ti+1 = · · · = tk = t and therefore .rj = 0 and .sj = 1 for .i+1 ≤ j ≤ k. It
36 M. Ludwig and F. Mussnig

follows that .x ∈ ∂Qi (t) and .x ∈ ∂Qj (t). This completes the proof of the statement.
u
n
We say that a simplex .<x0 ; x1 , . . . , xn > is orthogonal if the vectors .x1 , . . . , xn are
pairwise orthogonal. The following result is due to Hadwiger [39, Section 1.3.4].
Lemma 2.13 Let .z ∈ Rn be given. If .P ∈ Pn is n-dimensional, then there are
orthogonal simplices .S1 , . . . , Sm , .S1' , . . . , Sm
' , each with a vertex at z, such that
'

'
||
m ||
m
Pu
. Si ∼ Sj' .
i=1 j =1

Proof The statement is easy to prove for .n = 1. Assume that it is true in .P(E) for
every .(n − 1)-dimensional hyperplane E and every .zE ∈ E.
It suffices to prove the statement for an n-dimensional simplex S. Let F be one
of its facets whose affine hull E does not contain z. Let .zE be the closest point to z
in E. We use the induction assumption for polytopes in E with .zE and obtain that
there are .(n − 1)-dimensional simplices .F1 , . . . , Fk , F1' , . . . , Fk '' , each with a vertex
at .zE such that
'
||
k ||
k
Fu
. Fi ∼ Fj' .
i=1 j =1

Setting .Si := [z, Fi ] for .1 ≤ i ≤ k and .Sj' := [z, Fj' ] for .1 ≤ j ≤ k ' , we obtain the
statement for S. u
n
The question of whether every polytope in .Pn can be dissected into finitely many
orthogonal simplices is open. Hadwiger conjectured that it is possible, and his
conjecture has been proved for .n ≤ 5 (see, for example, [19]).

2.4.2 Valuations Vanishing on Orthogonal Cylinders

We say that .P ∈ Pn is a convex orthogonal cylinder if there are orthogonal,

complementary subspaces E and F with .dim E, dim F ≥ 1 and polytopes .PE ⊂ E
and .PF ⊂ F such that .P = PE + PF . Note that this class includes all polytopes
that are not full-dimensional.
Proposition 2.14 (Hadwiger) If . Z : Kn → R is a continuous, translation invari-
ant valuation that vanishes on convex orthogonal cylinders, then .Z is homogeneous
of degree 1.
2 Valuations on Convex Bodies and Functions 37

Proof Let S be an n-dimensional orthogonal simplex in .Rn and .0 < t < 1. In the
canonical simplex decomposition,

||
n
( )
S=
. (1 − t)S k + t S n−k , (2.24)
k=0

the simplices .S k and .S n−k are orthogonal and lie in orthogonal subspaces for each
1 ≤ k ≤ n−1. Hence .(1−t)S k +t S n−k is an orthogonal cylinder for .1 ≤ k ≤ n−1.
.

Since .Z vanishes on convex orthogonal cylinders, we obtain

. Z((1 − t)S k + t S n−k ) = 0

for .1 ≤ k ≤ n − 1 and we also see that .Z is simple. By (2.2), it now follows from
(2.24) that

. Z(S) = Z((1 − t)S) + Z(t S).

Let .r, s > 0. Setting .α(r) := Z(r S̃) with .S = (r + s)S̃ and .t = r/(r + s), we obtain

α(r + s) = α(r) + α(s)

.

for all .r, s > 0. Since .Z is continuous, so is .α : (0, x) → R. It follows that .α is a

continuous Cauchy function. Hence .α is linear. Thus,

. Z(t S) = t Z(S) (2.25)

for every .t > 0 and every orthogonal simplex S.

For .P ∈ Pn , by Lemma 2.13 there are orthogonal simplices such that
'
||
m ||
m
Pu
. Si ∼ Sj' .
i=1 j =1

Therefore, for every .t > 0, using that .Z is simple, we obtain

( ||
m ) m'
( || )
. Z(t P ) + Z t Si = Z t Sj'
i=1 j =1

and
' '
E
m
( ') E m
( ) E
m E
m
'
. Z(t P ) = Z t Sj − Z t Si = t Z(Sj ) − t Z(Si ) = t Z(P ),
j =1 i=1 j =1 i=1
38 M. Ludwig and F. Mussnig

where (2.2) and (2.25) are used. Hence, .Z is homogeneous of degree 1 on polytopes.
Since .Z is continuous, this concludes the proof. u
n
For .1 ≤ l ≤ n, we say that .P ∈ Pn is a convex .l-cylinder if there are subspaces
.E1 , . . . , El of .R which are pairwise orthogonal and at least one-dimensional and
n

convex polytopes .P1 ⊂ E1 , . . . , .Pl ⊂ El such that .P = P1 + · · · + Pl . We say that

.C ⊂ R is an .l-cylinder if it can be dissected into finitely many convex .l-cylinders.
n

The following result was established by Hadwiger [39, Section 1.3.7].

Theorem 2.15 For .P ∈ Pn and each .1 ≤ l ≤ n, there is an .l-cylinder .Cl such
that

||
n ||
mP =
. τ (Cl )
l=1 τ ∈Tl,m

( )
for every integer .m ≥ 1, where . Tl,m is a set of at most . ml translations.
Proof It suffices to prove the statement for P an n-dimensional simplex S. Let
.S = <x0 ; x1 , . . . , xn >. For .i < j , define the simplices .Sij := <xi ; xi+1 , . . . , xj >. For
.0 < t < 1 and .1 ≤ k < n, set

(E
k−1 )
Qk (t) := (1 − t) S0k + t
. xi + Skn .
i=0

The canonical dissection into simplices for .m S and .t = 1

m from Theorem 2.12 gives

mS = m Q0 ( m1 ) u · · · u m Qn ( m1 ).
.

We have .m Q0 ( m1 ) = S and .m Qn ( m1 ) = (m − 1) S while

m Ql ( m1 ) = (m − 1) S0l + Sln
.

for .1 ≤ l ≤ n − 1, where .= stands for equal up to translation. Applying the

canonical simplex decomposition from Theorem 2.12 to .(m − 1)S0l , we obtain a
decomposition into .l-cylinders of the form

Tl (j1 , . . . , jl ) := S0j1 + Sj1 n + · · · + Sjl−1 n

.

for .1 ≤ (j1) < · · · < jl = n. We use induction to show that each .Tl (j1 , . . . , jl )
appears . ml times in the decomposition. The statement is trivial for .m = 1. So,
let .m > 1. The polytope .Tl (j1 , . . . , jl ) appears when decomposing .(m − 1)S and
when decomposing .(m − 1)S0jl−1 + Sjl−1 n . By the induction assumption, it appears
(m−1) ( )
.
l times in the first case and . m−1
l−1 times in the second case, which proves the
2 Valuations on Convex Bodies and Functions 39

claim. The .l-cylinder .Cl is obtained as union of translates (with pairwise disjoint
interiors) of the convex .l-cylinders .Tl (j1 , . . . , jl ) for .1 ≤ j1 < · · · < jl = n. n
u

2.4.3 The Homogeneous Decomposition Theorem

The following result is fundamental in the theory of translation invariant valuations

on convex bodies.
Theorem 2.16 (McMullen) If . Z : Kn → R is a continuous, translation invariant
valuation, then

. Z = Z0 + · · · + Zn

where . Zj : Kn → R is a continuous, translation invariant and j -homogeneous

valuation.
We will prove the result under the additional assumption that .Z is simple. This
version is due to Hadwiger. The general case was stated without proof by Hadwiger
and proved by McMullen [61]. We require the following proposition.
Proposition 2.17 If . Z : Pn → R is a simple, translation invariant valuation, then

. Z = Z0 + · · · + Zn

where .Zj : Pn → R for .0 ≤ j ≤ n is a simple, translation invariant valuation that

is homogeneous of degree j with respect to multiplication by positive integers.
Proof Let .P ∈ Pn . By Theorem 2.15, for .1 ≤ j ≤ n, there are j -cylinders .Cj such
that
n ( )
E m
. Z(m P ) = Z(Cj ) (2.26)
j
j =1

for every .m ≥ 1. Note that .m |→ Z(m P ) is a polynomial in m of degree at most n.

We define .Zj (P ) as the coefficient of .mj of this polynomial.
For .k, m ≥ 1, we obtain

E
n E
n
. Zj (k P ) mj = Z(k m P ) = Zj (P ) (k m)j .
j =1 j =1

Therefore,

. Zj (k P ) = k j Zj (P ),
40 M. Ludwig and F. Mussnig

that is, .Zj is homogeneous of degree j with respect to multiplication with positive
integers. To show that .Zj is a valuation, it suffices to show that

. Zj (P u Q) = Zj (P ) + Zj (Q).

This follows using (2.26) for .P uQ, P and Q and comparing coefficients of .mj . n
u
Proof of Theorem 2.16 for Simple Valuations First, we show that for non-negative
λ ∈ Q,
.

E
n
. Z(λP ) = Zj (P ) λj .
j =1

Indeed, let .λ = p/q with .p, q ∈ N. We have .q j Zj ( q1 P ) = Zj (P ) and

E
n E
n
( p )j
. Z( pq P ) = Zj ( q1 P ) pj = Zj (P ) q .
j =1 j =1

So far, the valuations .Zj are only defined on .Pn . Note that the system of equations,

E
n
. Z(m P ) = Zj (P ) mj
j =1

for .m = 1, . . . , n with unknowns .Z1 (P ), . . . , Zn (P ) has a unique solution, as the

matrix is just the Vandermonde matrix. This gives us explicit representations,

E
n
. Zj (P ) = αij Z(i P )
i=1

with suitable .αij ∈ R independent of P , which we use as definition of .Zj on .Kn .

It is easy to see that the resulting functionals are continuous, translation invariant
valuations that are homogeneous of degree j . u
n
For fixed .K̄ ∈ Kn and a given continuous, translation invariant valuation .Z,
Lemma 2.1 shows that .K |→ Zj (K + K̄) defines a continuous, translation invariant,
j -homogeneous valuation on .Kn . We may use this argument repeatedly and obtain
the following theorem, where we call a function .Z̄ : (Kn )m → R symmetric if it is
not changed when its arguments are permutated.
2 Valuations on Convex Bodies and Functions 41

Theorem 2.18 Let .1 ≤ m ≤ n. If . Z : Kn → R is a continuous, translation

invariant, m-homogeneous valuation, then there is a symmetric function .Z̄ :
(Kn )m → R such that
E ( )
m
. Z(λ1 K1 + · · · + λk Kk ) = λi1 · · · λikk Z̄(K1 [i1 ], . . . , Kk [ik ])
i 1 · · · ik 1
i1 ,...,ik ∈{0,...,m}
i1 +···+ik =m

for every .k ≥ 1, every .K1 , . . . , Kk ∈ Kn and every .λ1 , . . . , λk ≥ 0. Moreover, .Z̄ is

Minkowski additive in each variable and the map

K |→ Z̄(K[j ], K1 , . . . , Km−j )
.

is a continuous, translation invariant, j -homogeneous valuation for .1 ≤ j ≤ m and

every .K1 , . . . , Km−j ∈ Kn .
Here, we write .K[j ] if K appears j times as an argument in .Z̄ while a function
Y : Kn → R is called Minkowski additive if
.

. Y(K + L) = Y(K) + Y(L)

for every .K, L ∈ Kn . The special case .m = 1 in Theorem 2.18 leads to the following
result.
Corollary 2.19 If . Z : Kn → R is a continuous, translation invariant valuation that
is homogeneous of degree 1, then .Z is Minkowski additive.
Theorem 2.16 allows to reduce questions on continuous and translation invariant
valuations to questions on such valuations with a given degree of homogeneity
.j ∈ {0, . . . , n}. It is easy to see that every continuous, translation invariant, and

0-homogeneous valuation is a multiple of the Euler characteristic. For the degrees

of homogeneity .j = n and .j = n − 1, we mention (without proofs) the following
results by Hadwiger [39] and McMullen [62].
Theorem 2.20 (Hadwiger) A functional .Z : Pn → R is a translation invariant
and n-homogeneous valuation if and only if there is a constant .c ∈ R such that

. Z(P ) = c Vn (P )

for every .P ∈ Pn .
42 M. Ludwig and F. Mussnig

Theorem 2.21 (McMullen) A functional .Z : Kn → R is a continuous, translation

invariant, .(n − 1)-homogeneous valuation if and only if there is .ζ ∈ C(Sn−1 ) such
that
f
. Z(K) = ζ (y) dSn−1 (K, y)
Sn−1

for every .K ∈ Kn . The function .ζ is uniquely determined up to addition of the

restriction of a linear function.
Here, .Sn−1 (K, ·) is the surface area measure of K. Continuous, translation invariant,
1-homogeneous valuations were classified by Goodey and Weil [37].
While a complete classification of continuous, translation invariant valuations on
.K is out of reach, Alesker [2] proved the following result.
n

Theorem 2.22 (Alesker) For . 0 ≤ j ≤ n, the space of linear combinations of the

valuations
{ }
. K |→ V (K[j ], K1 , . . . , Kn−j ) : K1 , . . . , Kn−j ∈ Kn

is dense in the space of continuous, translation invariant, j -homogeneous valua-

tions.
Here, .V (K[j ], K1 , . . . , Kn−j ) is the mixed volume of .K ∈ Kn taken j times and
.K1 , . . . , Kn−j ∈ K while the topology on the space of continuous, translation
n

invariant valuations is induced by the norm

|| Z || := sup{| Z(K)| : K ∈ Kn , K ⊆ B n }.
.

Alesker’s result confirms a conjecture by McMullen [62] and is based on Alesker’s

so-called irreducibility theorem [2], which has further far-reaching consequences.
For simple valuations, the following complete classification was established by
Klain [40] and Schneider [71].
Theorem 2.23 (Klain and Schneider) A functional .Z : Kn → R is a continuous,
translation invariant, simple valuation if and only if there are .c ∈ R and an odd
function .ζ ∈ C(Sn−1 ) such that
f
. Z(K) = ζ (y) dSn−1 (K, y) + c Vn (K)
Sn−1

for every .K ∈ Kn . The function .ζ is uniquely determined up to addition of the

restriction of a linear function.
Klain [40] used his classification of simple valuations in his proof of the Hadwiger
theorem. For an alternate proof of Theorem 2.23, see [44].
2 Valuations on Convex Bodies and Functions 43

A classification of weakly continuous, translation invariant valuations on .Pn

was obtained by McMullen [63]. Here, a valuation is weakly continuous if it is
continuous under parallel displacements of the facets of polytopes.

2.5 Rigid Motion Invariant Valuations

The following rigid motion invariant, simple valuations are called Dehn invariants.
For .P ∈ P3 and .ζ : [0, x) → [0, x) a Cauchy function with .ζ (π ) = 0, set
E
. Dζ (P ) := V1 (E) ζ (αP (E))

where the sum is taken over all edges E of P and .αP (E) is the dihedral angle of P
at E. It is not difficult to see that .Dζ is a rigid motion invariant, simple valuation on
.P and that .Dζ vanishes on cubes. The regular tetrahedron T in .R has the dihedral
3 3

angle .α := arccos(1/3) at every edge, and the ratio .α/π is irrational. Hence there
are Cauchy functions with .ζ (α) /= 0. Hence .Dζ (T ) /= 0 for every regular simplex
T . Since .Dζ is a rigid motion invariant, simple valuation, it follows from (2.2) that
T is not equi-dissectable to any cube. This shows that Hilbert’s Third Problem has
a negative answer (for an introduction to Hilbert’s Third Problem and the dissection
theory of polytopes, see [16]). In general, .Dζ is far from being continuous.
A complete classification of rigid motion invariant and continuous valuations on
.K was obtained by Hadwiger [39, Section 6.1.10] in his celebrated classification
n

theorem.
Theorem 2.24 (Hadwiger) A functional .Z : Kn → R is a continuous, translation
and rotation invariant valuation if and only if there are constants .c0 , . . . , cn ∈ R
such that

. Z(K) = c0 V0 (K) + · · · + cn Vn (K)

for every .K ∈ Kn .
Hadwiger [39, Section 6.1.10] also obtained a complete classification of monotone
increasing, translation and rotation invariant valuations by showing that any such
valuation is a linear combination with non-negative coefficients of intrinsic vol-
umes. McMullen [64] showed that every monotone increasing, translation invariant
valuation is continuous. Hence the monotone version of Hadwiger’s theorem is a
simple consequence of Theorem 2.24.
We present a variation of Hadwiger’s original proof, which we got to know
through lecture notes by Ulrich Betke. The main step is to prove the following result
for simple valuations.
Proposition 2.25 A functional .Z : Kn → R is a continuous, translation and
rotation invariant, simple valuation if and only if there is a constant .c ∈ R such
44 M. Ludwig and F. Mussnig

that

. Z(K) = c Vn (K)

for every .K ∈ Kn .
We first show how to deduce the Hadwiger theorem from this proposition and then
describe its proof. An alternate proof of the Hadwiger theorem is due to Dan Klain
[40]. It can also be found in [41] and [72]. Klain also uses the simple argument in
the following subsection.
Proof of the Hadwiger Theorem Using Proposition 2.25 We use induction on the
dimension n and note that the statement is true for .n = 1 by Proposition 2.3. Assume
that the statement is true in dimension .n − 1 and let E be an .(n − 1)-dimensional
linear subspace of .Rn . The restriction of .Z to .K(E) is a continuous, translation
and rotation invariant valuation on .K(E). By the induction assumption, there are
constants .c0 , . . . , cn−1 ∈ R such that

E
n−1
. Z= cj Vj
j =0

for every .K ∈ K(E). Define .Z̃ : Kn → R by

E
n−1
Z̃ := Z −
. cj Vj
j =0

and note that .Z̃ is a continuous, translation and rotation invariant valuation on .Kn .
Moreover, .Z̃ is simple, as .Z̃ vanishes on .K(E) and hence, because of its translation
and rotation invariance, on all convex bodies contained in an affine hyperplane.
Using Proposition 2.25, we obtain that there is a constant .cn ∈ R such that

Z̃(K) = cn Vn (K)
.

for every .K ∈ Kn . This concludes the proof. u

n

2.5.1 A Characterization of the Mean Width

For .K ∈ Kn and .u ∈ Sn−1 , the support function of K in the direction u is

hK (u) = sup <x, u>

.
x∈K

and the width of K in direction u is .hK (u) + hK (−u). For the intrinsic volume .V1 ,
which is defined in (2.5), we have
2 Valuations on Convex Bodies and Functions 45

f
1
V1 (K) =
. (hK (u) + hK (−u)) dHn−1 (u),
2 κn−1 Sn−1

so .V1 (K) is proportional to the mean width of K.

We say that a convex body M is a rotational Minkowski mean of .K ∈ Kn if there
are rotations .ϑ1 , . . . , ϑm ∈ SO(n) such that

1( )
M=
. ϑ1 K + · · · + ϑm K .
m
We require the following result due to Hadwiger [39, Section 4.5.3].
Theorem 2.26 For each .K ∈ Kn , there exists a sequence of rotational Minkowski
means of K that converges to a centered ball.
We remark that
f
y |→
. hϑK (y) dϑ
SO(n)

is the support function of a centered ball associated with K, where integration is

with respect to the Haar probability measure on .SO(n). Hence the sequence from
Theorem 2.26 can be obtained by a suitable discretization. For a complete proof,
see, for example, [72, Theorem 3.3.5].
Theorem 2.27 (Hadwiger) A functional .Z : Kn → R is continuous, translation
and rotation invariant, and Minkowski additive if and only if there is a constant
.c ∈ R such that

. Z(K) = c V1 (K)

for every .K ∈ Kn .
Proof For .K ∈ Kn , Theorem 2.26 implies that there exists a sequence .(Kj ) of
rotational Minkowski means of K with .Kj → rB n , where .rB n is a centered ball of
radius r, where r depends on K. As every .Kj is of the form

1( )
. Kj = ϑ1 K + · · · + ϑm K
m

with suitable rotations .ϑ1 , . . . , ϑm , we have .Z(Kj ) = Z(K), as .Z is rotation

invariant, Minkowski additive and homogeneous of degree 1. The continuity of .Z
implies that

. Z(K) = lim Z(Kj ) = Z(rB n ) = r Z(B n ).

j →x
46 M. Ludwig and F. Mussnig

The first intrinsic volume, .V1 , is continuous, translation and rotation invariant, and
Minkowski additive. Hence we also have .V1 (K) = r V1 (B n ). Combined this gives
.Z(K) = c V1 (K) with .c = Z(B )/V1 (B ). u
n
n n

2.5.2 Proof of Proposition 2.25

We use induction on the dimension n. The statement is true for .n = 1 by

Proposition 2.3.
Let .n ≥ 2 and assume that the statement is true for valuations defined on .Kk
for .1 ≤ k ≤ n − 1. Let E and F be orthogonal and complementary subspaces with
.dim E = k and .dim F = n−k. If we fix a convex body .KF in F , then the functional

KE |→ Z(KE + KF )
.

is a valuation on .K(E) by Lemma 2.1 which is easily seen to be simple and

continuous. Moreover, it is invariant with respect to translations and rotations in
E. Hence, by the induction assumption, there is .c(KF ) ∈ R such that

. Z(KE + KF ) = c(KF ) Vk (KE )

for every .KE ∈ K(E). It follows from Lemma 2.1 that .c : K(F ) → R is a valuation,
which is easily seen to be simple, continuous, translation and rotation invariant.
Hence, by the induction assumption, there is .ck ∈ R such that

. Z(KE + KF ) = ck Vn−k (KF ) Vk (KE ) (2.27)

for every .KE ∈ K(E) and .KF ∈ K(F ). Since .Z is translation and rotation invariant,
(2.27) holds for convex bodies .KE and .KF in any orthogonal and complementary
subspaces E and F with .dim E = k. Evaluating on the unit cube, we obtain that
.c1 = · · · = cn−1 =: c.

Define .Z̃ : Kn → R by

Z̃(K) = Z(K) − c Vn (K).

.

Note that .Z̃ is a simple, continuous, translation and rotation invariant valuation
that vanishes on orthogonal cylinders. By Proposition 2.14, it is homogeneous of
degree 1, and by Corollary 2.19, it is Minkowski additive. Using Theorem 2.27, we
obtain that there is a constant .d ∈ R such that

Z̃(K) = d V1 (K)
.

for every .K ∈ Kn . Since .Z̃ is simple and .n ≥ 2, we obtain that .d = 0 which

concludes the proof of the theorem. .O
2 Valuations on Convex Bodies and Functions 47

2.5.3 Valuations Invariant Under Subgroups of O(n)

For valuations invariant under the action of subgroups of the orthogonal group,
O(n), Alesker [1, 3] obtained the following result.
.

Theorem 2.28 (Alesker) For a compact subgroup G of .O(n), the linear space of
continuous, translation and G invariant valuations on .Kn is finite dimensional if
and only if G acts transitively on .Sn−1 .
As the classification of such subgroups G is known, it is a natural task (which
was already proposed in [1]) to find bases for spaces of continuous, translation
and G invariant valuations for all such subgroups (see [2, 10, 12] for some of the
contributions).

2.5.4 An Application of the Hadwiger Theorem

The following result is a special case of the principal kinematic formula, which is
due to Blaschke, Chern, Federer and Santaló (see [41, 73]). We use integration with
respect to the Haar measure on .SO(n) x Rn , and the normalization is chosen so that
on .SO(n) we have the Haar probability measure, and translations are identified with
.R with the standard Lebesgue measure.
n

Theorem 2.29 For .K, L ∈ Kn ,

f En
κi κn−i
. V0 (K ∩ φL) dφ = (n) Vi (K) Vn−i (L).
φ∈SO(n)xRn i=0 i κ n

Proof For .K, L ∈ Kn , set

f
. Z(K, L) := V0 (K ∩ φL) dφ.
φ∈SO(n)xRn

For .L ∈ Kn , it is easy to see that .K |→ Z(K, L) is a continuous, translation and

rotation invariant valuation on .Kn . By Theorem 2.24, there are .c0 (L), . . . , cn (L) ∈
R such that

E
n
. Z(K, L) = cj (L)Vj (K)
j =0

for every .K, L ∈ Kn . For given .K ∈ Kn , the functional .L |→ Z(K, L) is also a

continuous, translation and rotation invariant valuation on .Kn . Combined with the
homogeneity of intrinsic volumes, it follows that also each of the maps .L |→ cj (L)
48 M. Ludwig and F. Mussnig

for .0 ≤ j ≤ n is a continuous, translation and rotation invariant valuation. By

Theorem 2.24, there are .c0j , . . . , cnj ∈ R such that

E
n
. Z(K, L) = cij Vi (K) Vj (L)
i,j =0

for every .K, L ∈ Kn . The constants .cij can be determined by evaluating this
formula for suitable convex bodies K and L. u
n

2.6 Valuations on Function Spaces

We will extend and generalize valuations from (subsets of) the space of convex
bodies to function spaces. Let .F (Rn ; R) denote the space of all real-valued functions
on .Rn .

2.6.1 Definition

One way to represent the set of convex bodies, .Kn , within .F (Rn ; R) is to assign to
each body .K ∈ Kn its characteristic function .χK ∈ F (Rn ; R), which is given by
{
1 for x ∈ K
χK (x) =
.
0 for x ∈
/ K.

Using this embedding we assign to each functional .Z : F (Rn ; R) → R the

functional .Z̃ : Kn → R by setting

Z̃(K) := Z(χK )
.

for every .K ∈ Kn .
We now ask which conditions .Z needs to satisfy so that .Z̃ is a valuation. By the
definition of .Z̃ we have

. Z(χK ) + Z(χL ) = Z̃(K) + Z̃(L)

= Z̃(K ∩ L) + Z̃(K ∪ L)
= Z(χK∩L ) + Z(χK∪L )
= Z(χK ∧ χL ) + Z(χK ∨ χL )
2 Valuations on Convex Bodies and Functions 49

for every .K, L ∈ Kn such that also .K ∪ L ∈ Kn . Here, .f ∨ g and .f ∧ g denote the
pointwise maximum and minimum of .f, g ∈ F (Rn ; R), respectively. This motivates
the following definition.
Definition 2.30 Let .X ⊆ F (Rn ; R). A map .Z : X → R is a valuation if

. Z(f ) + Z(g) = Z(f ∧ g) + Z(f ∨ g)

for every .f, g ∈ X such that also .f ∧ g, f ∨ g ∈ X.

Similarly, one may define valuations with values in any Abelian semigroup.
Examples include vector-valued, matrix-valued, measure-valued valuations, and
even Minkowski valuations, which are valuations with values in the space of convex
bodies equipped with Minkowski addition.
We remark that there are various ways to represent convex bodies within the
space of real-valued functions on .Rn . For many such representations, pointwise
maxima and minima of functions correspond to unions and intersections of bodies.
Repeating the above steps for other embeddings of .Kn into .F (Rn ; R) leads to the
same definition of valuations on (subsets of) .F (Rn ; R).

2.6.2 First Examples

As for valuations on convex bodies, the simplest valuation .Z : X → R for any

X ⊆ F (Rn ; R) is of the form .Z(f ) = c with .c ∈ R. It is straightforward to check
.

that this defines a valuation, although it may

f not be the most interesting one.
Next, let .X ⊆ {f ∈ F (Rn ; R) : | Rn f (x) dx| < x}, where we consider
Lebesgue integrals. Define .Z : X → R as
f
. Z(f ) := f (x) dx.
Rn

We claim that .Z is a valuation. Let .f, g ∈ X. Since .Rn can be represented as the
disjoint union

.Rn = {f ≥ g} u {f < g},

50 M. Ludwig and F. Mussnig

where .{f ≥ g} := {x ∈ Rn : f (x) ≥ g(x)} and .{f < g} is defined accordingly, we

have
f f
Z(f ) + Z(g). = f (x) dx + g(x) dx
Rn Rn
f f
= f (x) dx + f (x) dx
{f ≥g} {f <g}
f f
+ g(x) dx + g(x) dx
{f ≥g} {f <g}
f f
= (f ∨ g)(x) dx + (f ∧ g)(x) dx
{f ≥g} {f <g}
f f
+ (f ∧ g)(x) dx + (f ∨ g)(x) dx
{f ≥g} {f <g}
f f
= (f ∨ g)(x) dx + (f ∧ g)(x) dx
Rn Rn

= Z(f ∨ g) + Z(f ∧ g). (2.28)

Note that this valuation often plays the role of volume. For example, the Prékopa–
Leindler inequality is a functional version of the Brunn–Minkowski inequality,
where the usual n-dimensional volume on subsets of .Rn is replaced by the integral
of a function (see, for example, [36]).
Further valuations on suitable function spaces are given by the map .f |→ f (x̄)
for some fixed .x̄ ∈ Rn , the pth power of the .Lp norm, the moment matrix, the
Fisher information matrix or the LYZ body. We refer to [9, 50, 52, 77, 78, 80] for
more details.

2.6.3 A Short Overview of Results

Defining analytic analogs of geometric concepts is, of course, not a new problem
(see, for example, [7, Chapter 9] and [72, Sections 9.5 and 10.15]). This section
focuses on results where analogs of important valuations in geometry were found
on function spaces.
The survey [51] describes some of the first results on valuations on function
spaces. Among them are Tsang’s characterization of valuations on .Lp spaces and
.Lp stars [77, 78], as well as the characterization of the moment matrix [53],

Fisher information matrix [50], the LYZ body and its projection body [52]. In the
following, we will give a brief overview of some of the results not included in [51].
2 Valuations on Convex Bodies and Functions 51

Quasi-Concave Functions

A real-valued function f on .Rn is called quasi-concave if it is non-negative and if

its superlevel sets,

{f ≥ t} := {x ∈ Rn : f (x) ≥ t},
.

are either empty or convex bodies for every .t > 0. A natural approach to extending
intrinsic volumes from convex bodies to quasi-concave functions is to integrate
intrinsic volumes of the level sets of a given function with respect to suitable
measures. The following result was proved in [22].
Theorem 2.31 A map .Z is a rigid motion invariant, continuous and increasing
valuation on the space of quasi-concave functions on .Rn if and only if there are
measures .νi ∈ Ni for .0 ≤ i ≤ n such that
n f
E
. Z(f ) = Vi ({f ≥ t}) dνi (t)
i=0 [0,x)

for every quasi-concave .f : Rn → R.

Here, .Z is rigid motion invariant if

. Z(f ◦ φ −1 ) = Z(f )

for every quasi-concave .f : Rn → R and every rigid motion .φ : Rn → Rn . It is

increasing if .f ≤ g pointwise implies .Z(f ) ≤ Z(g). For the precise definition of the
classes .Ni of Radon measures on .[0, x) and for the topology used in Theorem 2.31,
we refer to [22].
A homogeneous decomposition theorem for valuations on quasi-concave func-
tions that corresponds to Theorem 2.16 and a functional analog of Theorem 2.20
were proved in [23]. In the next section, we will discuss valuations on convex
functions defined via superlevel sets.

Convex Functions

Recently, the first results on valuations on various spaces of convex functions were
obtained. Valuations on the space of coercive convex functions, .Convcoe (Rn ) (see
Sect. 2.7.1 for the definition), were first classified in [21]. A characterization of
analogs of the Euler characteristic and the n-dimensional volume as .SL(n) invariant
valuations was established in [25], and we will prove a special case of this result in
the next section. See also [66, 67].
52 M. Ludwig and F. Mussnig

In addition, Minkowski valuations were considered, and characterizations of

functional analogs of the difference body and the projection body were obtained
in [24]. The former result is the following.
Theorem 2.32 A map .Z : Convcoe (Rn ) → Kn is a continuous, decreasing,
translation invariant and .SL(n) covariant Minkowski fxvaluation if and only there
exists a continuous, decreasing .ζ : R → [0, x) with . 0 ζ (t) dt < +x such that

. Z(u) = D[ζ ◦ u]

for every .u ∈ Convcoe (Rn ).

Here, .Z : Convcoe (Rn ) → Kn is decreasing if .u ≤ v pointwise implies .Z(v) ⊆
Z(u). It is .SL(n) covariant if .Z(u ◦ φ −1 ) = φ Z(u) for every .u ∈ Convcoe (Rn ) and
.φ ∈ SL(n). The body .[ζ ◦ u] ∈ K is given by its support function for .y ∈ S
n n−1 as

f x
h([ζ ◦ u], y) :=
. h({ζ ◦ u ≥ t}, y) dt,
0

and .DK := K + (−K) denotes the difference body of the convex body .K ∈ Kn .
For the definition of continuity of operators on .Convcoe (Rn ), we refer to Sect. 2.7.1.

Functions Defined on Sn−1

There are various results on valuations on spaces of real-valued functions on the unit
sphere, .Sn−1 . Such functions are particularly interesting since they appear as radial
functions of star bodies or more general star-shaped sets. Results on valuations on
the set, .C(Sn−1 )+ , of positive, continuous functions on .Sn−1 are equivalent to results
on valuations on star bodies. The following result was established in [75, 79] as a
result for valuations on star bodies.
Theorem 2.33 A map .Z : C(Sn−1 )+ → R is a continuous and rotation invariant
valuation if and only if there is a continuous function .ζ : [0, x) → R such that
f
. Z(f ) = ζ (f (x)) dHn−1 (x)
Sn−1

for every .f ∈ C(Sn−1 )+ .

Here, .Z is rotation invariant if

. Z(f ◦ φ −1 ) = Z(f )

for every .f ∈ C(Sn−1 )+ and every .φ ∈ SO(n), and continuity of .Z is understood

with respect to uniform convergence of functions.
2 Valuations on Convex Bodies and Functions 53

Further results in this area include characterizations of continuous valuations on

C(Sn−1 )+ without additional invariance properties and of valuations on the space
.

of Lipschitz functions on .Sn−1 (see [32, 33, 76]).

Lp Spaces

The Laplace transform was characterized as valuation on subspaces of .L1 (Rn ) in

[47]. A classification of Minkowski valuations on .Lp spaces for .p ≥ 1 was found
in [69]. It generalizes previous results by Tsang [78]. Classifications of translation
and .SL(n) invariant valuations on Sobolev spaces were obtained in [60].

Definable Functions

A Hadwiger-type classification of valuations on definable functions was obtained

in [9]. Here, diverse and, in general, quite large spaces of bounded real-valued
functions on .Rn are called definable. For the precise definition, which uses so-called
o-minimal systems, we refer to [9].
The authors of [9] use integral geometry and approximations by step functions
to find functional extensions of intrinsic volumes to definable functions. While the
construction of these functionals is too technical to reproduce here, we mention that
functional analogs of volume are of the form
f
f |→
. ζ (f (x)) dx,
Rn

where .ζ : R → R is a suitable function.

In addition, two different topologies on definable functions are introduced in
[9], and it is shown that the new functional versions of the intrinsic volumes are
continuous. These functionals are then characterized as the only continuous, rigid
motion invariant valuations on the function space.
Applications to sensor networks of the functional analogs of the Euler character-
istic are described, for example, in [8].

2.7 A First Classification of Valuations on Convex Functions

One of the first results on valuations on convex functions [25] characterizes

functional analogs of the Euler characteristic and n-dimensional volume. It is a
functional version of Theorem 2.2. We will prove a special case of the result.
54 M. Ludwig and F. Mussnig

2.7.1 Functional Setting

We denote by

Conv(Rn ) := {u : Rn → (−x, +x] : u is l.s.c. and convex, u /≡ +x}

.

the space of extended real-valued, lower semicontinuous, convex, proper functions

on .Rn . We will be mostly working on the subspace of coercive functions,
{ }
Convcoe (Rn ) := u ∈ Conv(Rn ) : lim|x|→+x u(x) = +x .
.

Observe that a function .u ∈ Conv(Rn ) is coercive if and only if there exist .a > 0
and .b ∈ R such that

.u(x) ≥ a|x| + b

for every .x ∈ Rn .
If .u ∈ Convcoe (Rn ), then its sublevel sets

{u ≤ t} := {x ∈ Rn : u(x) ≤ t}
.

are compact, convex subsets of .Rn for every .t ∈ R. We have .{u ≤ t} = ∅ for every
.t < minx∈Rn u(x) and .{u ≤ t} ∈ K for every .t ≥ minx∈Rn u(x). Note that u attains
n

its minimum since it is lower semicontinuous and coercive. We will see that many
operators can be generalized to .Convcoe (Rn ) using sublevel sets.
It is easy to see that

{u ∨ v ≤ t} = {u ≤ t} ∩ {v ≤ t} and
. {u ∧ v ≤ t} = {u ≤ t} ∪ {v ≤ t} (2.29)

for every .u, v ∈ Convcoe (Rn ) such that .u ∧ v ∈ Convcoe (Rn ) and .t ∈ R. Also,
observe that while the domain of u,

. dom u := {x ∈ Rn : u(x) < +x},

is convex, it need not be bounded or closed.

We equip .Conv(Rn ) and its subspaces with the topology associated to epi-
convergence, also called .r-convergence. For standard references on this topic, we
refer to the books [18, 34, 70].
On .Convcoe (Rn ), we have the following simple description of epi-convergent
sequences. Convergence of compact, convex sets is with respect to the Hausdorff
metric, and a sequence of sets .Kj is convergent to the empty set if .Kj = ∅ for
every .j ≥ j0 with some .j0 ∈ N.
2 Valuations on Convex Bodies and Functions 55

Definition 2.34 A sequence .uk ∈ Convcoe (Rn ) is epi-convergent to .u ∈

Convcoe (Rn ) if .{uk ≤ t} converges to .{u ≤ t} for every .t /= minx∈Rn u(x). In
this case, we will simply write .uk → u.
Note that in general .{uk ≤ t0 } does not converge to .{u ≤ t0 } for .t0 = minx∈Rn u(x).
To see this, let .u ∈ Convcoe (Rn ) be arbitrary and set .uk (x) := u(x) + k1 for .x ∈ Rn
and .k ∈ N. It is easy to see that .uk is epi-convergent to u, but

{uk ≤ t0 } = ∅
.

for every .k ∈ N whereas .{u ≤ t0 } /= ∅.

While pointwise convergence is a good choice on many function spaces, it gives
undesired results on .Convcoe (Rn ). To see this, let
{
0 for x ∈ K
IK (x) :=
.
+x for x /∈ K,

denote the (convex) indicator function of .K ∈ Kn and .B n := {x ∈ Rn : |x| ≤ 1} the

unit ball in .Rn . The sequence of functions

uk (x) := I(
.
) (x)
1− k1 B n

for .x ∈ Rn and .k ∈ N, is not converging pointwise to .IB n on .{x ∈ Rn : |x| =

1}, whereas it is epi-convergent. Furthermore, epi-convergence implies pointwise
convergence almost everywhere (see, for example, [70, Theorem 7.17]).
A simple consequence of Definition 2.34 is the following result [25, Lemma 8].
Lemma 2.35 For any sequence .uk ∈ Convcoe (Rn ) that is epi-convergent to some
.u ∈ Convcoe (R ), there exist .a > 0 and .b ∈ R such that
n

uk (x) ≥ a|x| + b
. and u(x) ≥ a|x| + b (2.30)

for every .x ∈ Rn and .k ∈ N.

2.7.2 Valuations on Convcoe (Rn )

We define valuations on .Conv(Rn ) and its subspaces as in Definition 2.30, using, in

addition, that

t ∨ +x = +x and
. t ∧ +x = t

for any .t ∈ (−x, +x].

56 M. Ludwig and F. Mussnig

Let .Z : Convcoe (Rn ) → R be a valuation. We say that .Z is translation invariant

if

. Z(u ◦ τ −1 ) = Z(u)

for every .u ∈ Convcoe (Rn ) and translation .τ on .Rn . It is .SL(n) invariant if

. Z(u ◦ ϑ −1 ) = Z(u)

for every .u ∈ Convcoe (Rn ) and .ϑ ∈ SL(n). Continuity of .Z is understood with

respect to epi-convergence.
Note that we use the inverse of transforms on .Rn in the definitions above. This
corresponds to applying the transforms to sublevel sets, that is,

{u ◦ τ −1 ≤ t} = τ {u ≤ t} and
. {u ◦ ϑ −1 ≤ t} = ϑ{u ≤ t} (2.31)

for every .u ∈ Convcoe (Rn ), .t ∈ R, translation .τ on .Rn and .ϑ ∈ SL(n).

In the following, we describe functional analogs of the Euler characteristic and
n-dimensional volume. We set .e−u(x) = 0 if .u ∈ Convcoe (Rn ) and .x ∈ Rn are such
that .u(x) = +x.
Lemma 2.36 The maps

u |→ e− minx∈Rn u(x)
. (2.32)

and
f
. u |→ e−u(x) dx (2.33)
Rn

define continuous, .SL(n) and translation invariant valuations on .Convcoe (Rn ).

Proof We will first consider (2.33) and show that it is well-defined and finite.
Observe that by Cavalieri’s principle (or the layer cake principle combined with
the Fubini–Tonelli theorem), we have
f f +x f +x
. e−u(x) dx = Vn ({e−u ≥ s}) ds = Vn ({u ≤ t}) e−t dt (2.34)
Rn 0 −x

for every .u ∈ Convcoe (Rn ).

Consider first the case that .u ∈ Convcoe (Rn ) is such that .u(x) ≥ a|x| for .x ∈ Rn
with .a > 0. Note that this implies

{u ≤ t} ⊆ {x : a|x| ≤ t} = at B n
.
2 Valuations on Convex Bodies and Functions 57

for every .t ≥ 0. Combined with (2.34), this implies that

f f +x
0≤
. e−u(x) dx = Vn ({u ≤ t})e−t dt
Rn −x
f +x (t ) −t
≤ Vn aB
n
e dt
0
f +x
κn
= t n e−t dt
an 0
κn n!
= .
an

In the general case there exist .a > 0 and .b ∈ R such that .u(x) ≥ a|x| + b for
x ∈ Rn and thus, since .u(x) − b ≥ a|x| for .x ∈ Rn , we have
.

f f
n!
0≤
. e−u(x) dx = e−b e−(u(x)−b) dx ≤ κn e−b . (2.35)
Rn Rn an

The fact that (2.33) defines a valuation follows from (2.34) and (2.29) together
with the fact that the n-dimensional volume, .Vn , is a valuation on convex bodies.
Similarly, using (2.31), it is easy to obtain .SL(n) and translation invariance. The
valuation property can be proved analogous to (2.28).
It remains to show continuity. Let .uk be a sequence in .Convcoe (Rn ) that epi-
converges to .u ∈ Convcoe (Rn ). By Lemma 2.35, there exist .a > 0 and .b ∈ R such
that (2.30) holds. Thus, similar to (2.35), we obtain
f
n!
0≤
. e−uk (x) dx ≤ κn e−b
Rn an

for every .k ∈ N. Since the n-dimensional volume is continuous with respect to

Hausdorff convergence, we have .Vn ({uk ≤ t}) → Vn ({u ≤ t}) as .k → x for
almost every .t ∈ R. Therefore, by the dominated convergence theorem, we obtain
that
f f +x f
. lim e−uk (x) dx = Vn ({u ≤ t}) e−t dt = e−u(x) dx,
k→x Rn −x Rn

and thus (2.33) is continuous.

In order to establish the properties of (2.32), observe that
f +x f +x
− minx∈Rn u(x) −t
e
. = e dt = V0 ({u ≤ t}) e−t dt
minx∈Rn u(x) −x

for every .u ∈ Convcoe (Rn ). Thus, it is easy to see that the same arguments as above
can be applied. u
n
58 M. Ludwig and F. Mussnig

The proof above demonstrates the simple strategy for finding a functional analog
of an operator .Z : Kn → R by considering the map
f +x
u |→
. Z({u ≤ t}) e−t dt
−x

on .Convcoe (Rn ), where we set .Z(∅) := 0. Indeed, in many cases, this will define
an operator on . Convcoe (Rn ) with similar properties as the original operator .Z.
More generally, one can often replace .e−t dt by a suitable measure .dμ(t). For some
examples, see [15, 65].

2.7.3 A Functional Analog of Blaschke’s Result

Similar to Blaschke’s characterization of the Euler characteristic and the volume,

Theorem 2.2, we can characterize their functional analogs, which we introduced in
the last section.
We will prove the following result.
Theorem 2.37 For .n ≥ 2, a map .Z : Convcoe (Rn ) → R is a continuous, .SL(n)
and translation invariant valuation such that

. Z(u + t) = e−t Z(u) (2.36)

for every .u ∈ Convcoe (Rn ) and .t ∈ R, if and only if there are constants .c0 , cn ∈ R
such that
f
− minx∈Rn u(x)
. Z(u) = c0 e + cn e−u(x) dx (2.37)
Rn

for every .u ∈ Convcoe (Rn ).

We remark that if we omit condition (2.36), additional valuations will appear in
a classification result [25, 66, 67]. However, all known proofs of such results are
considerably more involved than the proof of Theorem 2.37, which we present here.
Observe that (2.36) becomes more natural if we consider the corresponding result
on the space of log-concave functions,

LCcoe (Rn ) = {e−u : u ∈ Convcoe (Rn )}.

.

The properties of valuations on .LCcoe (Rn ) are defined analogously to the corre-
sponding properties for valuations on .Convcoe (Rn ). The following result, which is
equivalent to Theorem 2.37, is a consequence of [68, Theorem 4].
2 Valuations on Convex Bodies and Functions 59

Theorem 2.38 For .n ≥ 2, a map .Z : LCcoe (Rn ) → R is a continuous, .SL(n) and

translation invariant valuation such that

. Z(sf ) = s Z(f )

for every .f ∈ LCcoe (Rn ) and .s > 0, if and only if there are constants .c0 , cn ∈ R
such that
f
. Z(f ) = c0 max f (x) + cn f (x) dx
n
x∈R Rn

for every .f ∈ LCcoe (Rn ).

To prove Theorem 2.37, we will start with the following simple observation. For
K ∈ Kno , where .Kno = {K ∈ Kn : 0 ∈ K}, and .x ∈ Rn , set
.

gK (x) := min{λ > 0 : x ∈ λK}.

.

Then .gK is the gauge function or Minkowski functional of K. Since .0 ∈ K, it follows

that .gK ∈ Convcoe (Rn ) with

{gK ≤ t} = tK
.

for every .t ≥ 0 and .{gK ≤ t} = ∅ for every .t < 0.

Lemma 2.39 Let .n ≥ 2. If .Z : Convcoe (Rn ) → R is a continuous and .SL(n)
invariant valuation that satisfies (2.36), then there are constants .c0 , cn ∈ R such
that
f
− minx∈Rn (gK (x)+t)
. Z(gK + t) = c0 e + cn e−(gK (x)+t) dx
Rn

for every .K ∈ Kno and .t ∈ R.

Proof Since

. gK ∨ gL = gK∩L and gK ∧ gL = gK∪L

for every .K, L ∈ Kno such that .K ∪ L ∈ Kno and convergence of .Kj to K on .Kno
implies

gKj → gK ,
.

it is easy to see that

Z̃(K) := Z(gK )
.
60 M. Ludwig and F. Mussnig

defines a continuous valuation on .Kno . Furthermore, since .Z is .SL(n) invariant, also

.Z̃ has this property. Thus it follows from Theorem 2.7 that there exist .c̃0 , c̃n ∈ R

such that

Z̃(K) = c̃0 V0 (K) + c̃n Vn (K)

.

for every .K ∈ Kno . Note that this also implies that .Z̃ is translation invariant, which
is not evident from its definition. Next, observe that

e− minx∈Rn (gK (x)+t) = e−t = e−t V0 (K)

.

and
f f x
1 e−t
. e−(gK (x)+t) dx = Vn (sK)e−s ds = e−t Vn (K)
n! Rn n! 0

for every .K ∈ Kno and .t ∈ R, where we used a similar computation as in (2.34). The
result now follows by setting .c0 := c̃0 and .cn := c̃n /n!, since

. Z(gK + t) = e−t Z(gK )

= e−t Z̃(K)
= c̃0 e−t V0 (K) + c̃n e−t Vn (K)
f
= c0 e− minx∈Rn (gK (x)+t) + cn e−(gK (x)+t) dx
Rn

for every .K ∈ Kno and .t ∈ R. u

n
We will use the following reduction principle, which was first established for
valuations on Sobolev spaces in [52]. For simplicity, we will present the proof in
dimension one and remark that its extension to higher dimensions is straightforward.
See, for example, [66, Lemma 5.1].
Lemma 2.40 Let .Z1 , Z2 : Convcoe (Rn ) → R be continuous, translation invariant
valuations. If

. Z1 (gP + t) = Z2 (gP + t) (2.38)

for every polytope .P ∈ Pno and .t ∈ R, then

. Z1 (u) = Z2 (u)

for every .u ∈ Convcoe (Rn ).

2 Valuations on Convex Bodies and Functions 61

Proof (for .n = 1) Since .Z1 and .Z2 are continuous, it is enough to consider the case
where .u ∈ Convcoe (Rn ) is such that

A
m
u=
. wi
i=1

with affine functions .wi : Rn → R. In addition, we may also assume that the
graph of u has no edges parallel to the coordinate axis. We will use induction on the
number k of vertices of the graph of u.
If .k = 1, then u must be of the form

u(x) = gP (x − x0 ) + t
.

for some polytope .P ∈ Pno , .t ∈ R and .x0 ∈ R. Thus, it follows from translation
invariance and (2.38) that .Z1 (u) = Z2 (u).
Assume now that the statement is true for .k − 1 and let the graph of u have k
vertices. Denote by .(x̄, t¯) ∈ R2 one of the highest vertices. It is easy to see that we
can find a polytope .P̄ ∈ Pno such that

the graph of u ∧ ū has k − 1 vertices,

.

where .ū ∈ Convcoe (Rn ) is given by .ū(x) := gP̄ (x − x̄) + t¯ for .x ∈ Rn . See Fig. 2.4.

Fig. 2.4 Illustration of u and .ū for the case .k = 3

62 M. Ludwig and F. Mussnig

Since the graph of .u ∨ ū has only one vertex, it follows from our induction
assumption and the valuation property that

. Z1 (u) = Z1 (u ∨ ū) + Z1 (u ∧ ū) − Z1 (ū)

= Z2 (u ∨ ū) + Z2 (u ∧ ū) − Z2 (ū)
= Z2 (u),

which completes the proof. u

n
We can now proceed with the proof of our classification result.
Proof of Theorem 2.37 If .Z : Convcoe (Rn ) → R is as in (2.37), then it follows
from Lemma 2.36 that .Z is a continuous, .SL(n) and translation invariant valuation.
Furthermore, it is easy to see that it satisfies (2.36).
Conversely, let .Z : Convcoe (Rn ) → R be a continuous, translation and .SL(n)
invariant valuation that satisfies (2.36). By Lemma 2.39, there exist .c0 , cn ∈ R such
that
f
− minx∈Rn (gK (x)+t)
. Z(gK + t) = c0 e + cn e−(gK (x)+t) dx
Rn

for every .K ∈ Kno and .t ∈ R. Define now .Z̄ : Convcoe (Rn ) → R as

f
− minx∈Rn u(x)
.Z̄(u) := c0 e + cn e−u(x) dx.
Rn

By the first part of the proof, this is a continuous and translation invariant valuation
such that .Z̄(gP + t) = Z(gP + t) for every .P ∈ Pno and .t ∈ R. The result now
follows from Lemma 2.40. u
n

2.7.4 Homogeneity

For .u ∈ Convcoe (Rn ) and .λ > 0, define .λ o u ∈ Convcoe (Rn ) by

(x )
.λ o u(x) := u
λ
for .x ∈ Rn . This definition is motivated by the fact that for .t ∈ R,

{λ o u ≤ t} = λ{u ≤ t}.
.

For .p ∈ R, an operator .Z : Convcoe (Rn ) → R is horizontally p-homogeneous if

. Z(λ o u) = λp Z(u)

for every .u ∈ Convcoe (Rn ) and .λ > 0.

2 Valuations on Convex Bodies and Functions 63

It is straightforward to seef that .u |→ e− minx∈Rn u(x) is horizontally 0-

homogeneous and that .u |→ Rn e −u(x) dx is horizontally n-homogeneous. One
might hope that similar to McMullen’s decomposition theorem for valuations on .Kn ,
Theorem 2.16, every continuous and translation invariant valuation on .Convcoe (Rn )
can be written as a sum of horizontally homogeneous valuations. However, such a
result fails, and counterexamples were constructed in [27, Theorem 1.2], where the
following classes of functionals were studied. For .ζ ∈ Cc (R × Rn ), the space of
continuous functions with compact support on .R × Rn , consider
f
u |→
. ζ (u(x), ∇u(x)) dx,
dom u

which is well-defined since convex functions are differentiable almost everywhere

on the interior of their domains. More general examples can be written as
f
.u |→ ζ (u(x), ∇u(x)) [D2 u(x)]i dx, (2.39)
Rn

if in addition .u ∈ C 2 (Rn ). Here .D2 u(x) denotes the Hessian matrix of u at

.x ∈ Rn and .[D2 u(x)]i the ith elementary symmetric function of its eigenvalues for
.0 ≤ i ≤ n. We remark that (2.39) can be extended to general .u ∈ Convcoe (R )
n

where essentially .[D2 u(x)]i dx is replaced by the so-called Hessian measures.

The examples above are continuous and translation invariant. Still, due to their
dependence on the gradient of the convex function, they cannot be decomposed
into homogeneous terms for all .ζ ∈ Cc (R × Rn ) (see [27] for details). Nevertheless,
we will establish a functional analog of Theorem 2.16 in Sect. 2.8.2.

2.8 Valuations on Super-Coercive Convex Functions

To obtain a homogeneous decomposition theorem, we will restrict to the smaller

space of super-coercive convex functions and shift our attention from sublevel sets
to epi-graphs.

2.8.1 Definitions and First Examples

We consider the space of super-coercive convex functions,

{ u(x) }
Convsc (Rn ) := u ∈ Conv(Rn ) :
. lim = +x .
|x|→+x |x|
64 M. Ludwig and F. Mussnig

Obviously, .Convsc (Rn ) is a subspace of .Convcoe (Rn ). Note that for differentiable
.u ∈ Convsc (R ), the property
n

u(x)
. lim = +x
|x|→+x |x|

implies that also

. lim |∇u(x)| = +x. (2.40)

|x|→+x

The space of super-coercive convex functions is, in the following way, closely
connected to the space of finite-valued convex functions,

Conv(Rn ; R) := {v : Rn → R : v is convex}.
.

Recall that the Legendre transform is defined for .u ∈ Conv(Rn ) by

( )
u∗ (x) := sup <x, y> − u(y)
.
y∈Rn

for .x ∈ Rn . By standard properties of the Legendre transform, we now have

{u∗ : u ∈ Convsc (Rn )} = Conv(Rn ; R).

. (2.41)

This relation allows us to translate results for valuations on .Convsc (Rn ) easily to
results on .Conv(Rn ; R) and vice versa.
A valuation .Z : Convsc (Rn ) → R is epi-translation invariant if it is vertically
translation invariant in addition to having the usual translation invariance, that is, if

. Z(u ◦ τ −1 + α) = Z(u)

for every .u ∈ Convsc (Rn ), translation .τ on .Rn and .α ∈ R. Note that this means that
Z is invariant under translations of the epi-graph of u in .Rn+1 , where the epi-graph
.

of u is given by

. epi u := {(x, t) ∈ Rn × R : u(x) ≤ t}

and is a closed, convex subset of .Rn+1 for every .u ∈ Conv(Rn ).

For .u, v ∈ Convsc (Rn ), let
( )
(u O v)(x) := infn u(x − y) + v(y)
.
y∈R
2 Valuations on Convex Bodies and Functions 65

denote their infimal convolution at .x ∈ Rn . Note that also .u O v ∈ Convsc (Rn ) and
that

. epi(u O v) = epi u + epi v,

where the addition on the right side is Minkowski addition of closed, convex sets in
Rn+1 . The infimal convolution is also called epi-addition. It naturally induces the
.

following operation. For .λ > 0 and .u ∈ Convsc (Rn ), define .λ u ∈ Convsc (Rn ) as
(x )
(λ u)(x) := λ u
.
λ

for .x ∈ Rn . In addition, set .0 u := I{0} . It is easy to see that

. epi(λ u) = λ epi u

for every .λ > 0 and .u ∈ Convsc (Rn ) and that

. k u = 'u O ·''
· · O u'
k times

for every .k ∈ N and .u ∈ Convsc (Rn ).

For .p ∈ R, a valuation .Z : Convsc (Rn ) → R is epi-homogeneous of degree p if

. Z(λ u) = λp Z(u)

for every .u ∈ Convsc (Rn ) and .λ > 0. We will present two examples of continuous,
epi-homogeneous, and epi-translation invariant valuations on .Convsc (Rn ).
First, it is easy to see that the constant map .u |→ c for .c ∈ R defines a continuous,
epi-translation invariant valuation that is epi-homogeneous of degree 0. In fact, it is
the only valuation with these properties (see [28, Theorem 25]).
Next, let .ζ ∈ Cc (Rn ), that is, .ζ is continuous with compact support. Consider
the map
f
. Z(u) = ζ (∇u(x)) dx (2.42)
dom u

for .u ∈ Convsc (Rn ). Because of (2.40), it is at least plausible that .Z(u) is well-
defined and finite for every .u ∈ Convsc (Rn ). On the other hand, the example .u(x) :=
|x| shows that .Z defined by (2.42) is not a well-defined (finite) map on the larger
space . Convcoe (Rn ).
We will state the following result from [28, Proposition 20] without proof.
66 M. Ludwig and F. Mussnig

Lemma 2.41 For .ζ ∈ Cc (Rn ), the map

f
u |→
. ζ (∇u(x)) dx
dom u

defines a continuous and epi-translation invariant valuation on .Convsc (Rn ), which

is epi-homogeneous of degree n.
We remark that in the proof of this lemma, the map
f
v |→
. ζ (∇v ∗ (x)) dx
dom v ∗

on .Conv(Rn ; R) is considered, which is well-defined by (2.41). This map can be

written as
f
.v |→ ζ (x) dMA(v; x)
Rn

for .v ∈ Conv(Rn ; R). Here, .MA(v; ·), the Monge–Ampère measure of v, is a Radon
measure on .Rn , which can be defined as a continuous extension of the measure
.det(D v(x)) dx from .C (R ) to . Conv(R ; R).
2 2 n n

The valuation .Z defined in (2.42) can be seen as a further generalization of n-

dimensional volume on convex bodies to convex functions. Indeed, we have
f
. Z(IK ) = ζ (0) dx = ζ (0)Vn (K) (2.43)
K

for every .K ∈ Kn . See also Sect. 2.8.4.

2.8.2 A Homogeneous Decomposition Theorem

We will prove a functional analog from [28] of the homogeneous decomposition

theorem, Theorem 2.16.
Theorem 2.42 If .Z : Convsc (Rn ) → R is a continuous, epi-translation invariant
valuation, then

. Z = Z0 + · · · + Zn

where .Zj : Convsc (Rn ) → R is a continuous, epi-translation invariant valuation

that is epi-homogeneous of degree j .
2 Valuations on Convex Bodies and Functions 67

Similar to the proof of Theorem 2.37, we first show that the result is true on a
restricted set of functions and then use a reduction argument. For .y ∈ Rn , define
.ly : R → R by .ly (x) := <y, x>.
n

Lemma 2.43 Let . Z : Convsc (Rn ) → R be a continuous, epi-translation invariant

valuation. For every .y ∈ Rn , the map .Z̃y : Kn → R, defined by

Z̃y (K) := Z(ly + IK ),

.

is a continuous and translation invariant valuation.

Proof Continuity and the valuation property are easy to obtain. For translation
invariance, observe that

.ly (x) + IK+x0 (x) = <y, x> + IK (x − x0 )

= <y, x − x0 > + IK (x − x0 ) + <y, x0 >
= ly (x − x0 ) + IK (x − x0 ) + <y, x0 >

for every .K ∈ Kn and .x, x0 , y ∈ Rn . In other words, the epi-graph of .ly + IK+x0 is
a translate of the epi-graph of .ly + IK . Thus, by the epi-translation invariance of .Z,
we now obtain that

Z̃y (K + x0 ) = Z(ly + IK+x0 ) = Z(ly + IK ) = Z̃y (K)

.

for every .K ∈ Kn and .x0 , y ∈ Rn . u

n
Next, we use Theorem 2.16 to show that Theorem 2.42 holds on functions of the
form .ly + IK with .y ∈ Rn and .K ∈ Kn .
Lemma 2.44 If . Z : Convsc (Rn ) → R is a continuous and epi-translation invariant
valuation, then for every .u = ly + IK with .y ∈ Rn and .K ∈ Kn ,

. Z(u) = Z0 (u) + · · · + Zn (u)

where .Zi : Convsc (Rn ) → R is a continuous and epi-translation invariant valuation

such that

. Zi (λ u) = λi Z(u)

for every .λ ≥ 0 and .u = ly + IK with .y ∈ Rn and .K ∈ Kn .

Proof For .y ∈ Rn , define .Z̃y : Kn → R by .Z̃y (K) := Z(ly + IK ). It follows
from Lemma 2.43 and Theorem 2.16 that for every .y ∈ Rn there exist continuous,
68 M. Ludwig and F. Mussnig

translation invariant and i-homogeneous valuations .Z̃y,i : Kn → R for .0 ≤ i ≤ n

such that

E
n
.Z̃y (K) = Z̃y,i (K)
i=0

for every .K ∈ Kn . Thus,

E
n
. Z(λ (ly + IK )) = Z(ly + IλK ) = Z̃y (λK) = λi Z̃y,i (K)
i=0

for every .K ∈ Kn , .y ∈ Rn and .λ ≥ 0, where .00 := 1. Setting .λ := j for every

.0 ≤ j ≤ n, we therefore obtain

⎛ ⎞ ⎛ 0 ⎞⎛ ⎞
Z(0 (ly + IK )) 0 ··· 0n Z̃y,0 (K)
⎜ . ⎟ ⎜ . .. ⎟ ⎜ .. ⎟
.⎝ .. ⎠ = ⎝ .. . . . . ⎠⎝ . ⎠
Z(n (ly + IK )) n0 · · · nn Z̃y,n (K)

for every .K ∈ Kn and .y ∈ Rn . The matrix in the equation is invertible since it is a

Vandermonde matrix. Denoting its inverse by .(αij )0≤i,j ≤n , we now have

E
n
Z̃y,i (K) =
. αij Z(j (ly + IK ))
j =0

for .0 ≤ i ≤ n and every .K ∈ Kn and .y ∈ Rn . Since the coefficients .αij are

independent of .K ∈ Kn and .y ∈ Rn , we may now define .Zi : Convsc (Rn ) → R as

E
n
. Zi (u) := αij Z(j u)
j =0

for every .0 ≤ i ≤ n. It easily follows from the properties of .Z that also the
functionals .Zi for .0 ≤ i ≤ n are continuous and epi-translation invariant valuations.
We now have

E
n
. Zi (ly + IK ) = αij Z(j (ly + IK )) = Z̃y,i (K)
j =0

and thus

. Zi (λ (ly + IK )) = Zi (ly + IλK ) = Z̃y,i (λK) = λi Z̃y,i (K) = λi Zi (ly + IK )

2 Valuations on Convex Bodies and Functions 69

for every .0 ≤ i ≤ n, .K ∈ Kn , .y ∈ Rn and .λ > 0. Furthermore,

E
n E
n
. Z(ly + IK ) = Z̃y (K) = Z̃y,i (K) = Zi (ly + IK )
i=0 i=0

for every .K ∈ Kn and .y ∈ Rn , which completes the proof. u

n
We will now show that every continuous, epi-translation invariant valuation on
Convsc (Rn ) is already determined by its values on a particular small set of functions.
.

Lemma 2.45 Let . Z : Convsc (Rn ) → R be a continuous, epi-translation invariant

valuation. If

. Z(ly + IP ) = 0 (2.44)

for every .y ∈ Rn and .P ∈ Pn , then .Z(u) = 0 for every .u ∈ Convsc (Rn ).

We present two approaches to prove this result. Similar to the proof of
Lemma 2.40, it follows from the continuity of .Z that we may reduce to the
case that .u ∈ Convsc (Rn ) is piecewise affine. Here, this means that there exist
polytopes .P1 , . . . , Pm ∈ Pn with pairwise disjoint interiors and affine functions
.w1 , . . . , wm : R → R such that
n

A
m
u=
. (wi + IPi ), (2.45)
i=1

that is, u is a piecewise minimum of affine functions restricted to disjoint polytopes.

Proof (First Approach) We prove the result by induction on the number m in (2.45).
We start with the case .m = 1. Since there exist .y1 ∈ Rn and .t ∈ R such that
.w1 = ly + t, we have .u = ly1 + IP1 + t and thus, by the epi-translation invariance

of .Z, it follows from (2.44) that .Z(u) = 0.

Assume that the statement is true for .m − 1 and let u have m components in the
representation (2.45). Without loss of generality, we may assume that there exist
disjoint index sets .I1 , I2 ⊂ {1, . . . , m} such that .0 < |I1 |, |I2 | < m and such that
the sets
|| ||
. Pi and Pi
i∈I1 i∈I2

are convex (for a more detailed discussion of such a partition, we refer to [21,
Section 7.1]). Let .u1 , u2 ∈ Convsc (Rn ) be defined as
A A
u1 :=
. (wi + IPi ) and u2 := (wi + IPi ).
i∈I1 i∈I2
70 M. Ludwig and F. Mussnig

Clearly, .u = u1 ∧ u2 and, by our induction assumption, .Z(u1 ) = Z(u2 ) = 0.

Furthermore, it is easy to see that if .ū := u1 ∨ u2 , then there exist polytopes
.P̄1 , . . . , P̄k ∈ P (which all have to be at most .(n − 1)-dimensional) with .k ≤ m − 1
n

and affine functions .w̄1 , . . . , w̄k such that

A
k
ū =
. (w̄i + IP̄i ).
i=1

Using the induction assumption again, we see that also .Z(ū) = 0. Thus, by the
valuation property of .Z,

. Z(u) = Z(u1 ) + Z(u2 ) − Z(ū) = 0,

which completes the proof. u

n
Proof (Second Approach) Similar to (2.1), for every continuous valuation .Z̄ on
Convsc (Rn ) and .u1 , . . . um ∈ Convsc (Rn ) such that .u1 ∧ . . . ∧ um ∈ Convsc (Rn ),
.

we have
E
.Z̄(u1 ∧ · · · ∧ um ) = (−1)|I |−1 Z̄(uI ),
∅/=I ⊂{1,...,m}

V
where .uI := i∈I ui . Thus, in order to show that .Z vanishes on functions of the
form (2.45), it suffices to show that
(v )
. Z (wi + IPi ) = 0
i∈I
V
for every .∅ /= I ⊂ {1, . . . , m}. Since every such function . i∈I (wi + IPi ) is again
an affine function restricted to a polytope, the statement follows from (2.44) and the
vertical translation invariance of .Z. u
n
We now have all ingredients to prove the homogeneous decomposition theorem.
Proof of Theorem 2.42 Let the valuations .Z0 , . . . , Zn : Convsc (Rn ) → R be given
by Lemma 2.44 and define .Z̄ : Convsc (Rn ) → R as

E
n
Z̄(u) := Z(u) −
. Zi (u).
i=0

Clearly, .Z̄ is a continuous and epi-translation invariant valuation. Furthermore, by

the properties of the valuations .Zi for .0 ≤ i ≤ n, we have

Z̄(ly + IP ) = 0
.
2 Valuations on Convex Bodies and Functions 71

for every polytope .P ∈ Pn and .y ∈ Rn . Thus, by Lemma 2.45,

E
n
. Z(u) = Zi (u)
i=0

for every .u ∈ Convsc (Rn ).

It remains to show that the valuation .Zi is epi-homogeneous of degree i for each
.0 ≤ i ≤ n. For .λ ≥ 0 and .0 ≤ i ≤ n, set

Z̄λ,i (u) = Zi (λ u) − λi Zi (u)

.

for .u ∈ Convsc (Rn ). Note that .Z̄λ,i is a valuation on .Convsc (Rn ). Using the same
arguments as above, we obtain that .Z̄λ,i ≡ 0, which shows that for each .0 ≤ i ≤ n,
the valuation .Zi is epi-homogeneous of degree i. u
n
With an approach similar to that for Theorem 2.18, we obtain the following result
by considering .u |→ Zi (u O ū) for fixed .ū ∈ Convsc (Rn ).
Theorem 2.46 Let .1 ≤ m ≤ n. If .Z : Convsc (Rn ) → R is a continuous, epi-
translation invariant valuation that is epi-homogeneous of degree m, then there is a
symmetric function .Z̄ : (Convsc (Rn ))m → R such that

E ( )
m
. Z(λ1 u1 O · · · O λk uk ) = λi1 · · · λikk Z̄(u1 [i1 ], . . . , uk [ik ])
i 1 · · · ik 1
i1 ,...,ik ∈{0,...,m}
i1 +···+ik =m

for every .k ≥ 1, every .u1 , . . . , uk ∈ Convsc (Rn ) and every .λ1 , . . . , λk ≥ 0.

Moreover, .Z̄ is epi-additive in each variable and the map

u |→ Z̄(u[j ], u1 , . . . , um−j )
.

is a continuous, epi-translation invariant valuation on .Convsc (Rn ) that is epi-

homogeneous of degree j for .1 ≤ j ≤ m and every .u1 , . . . , um−j ∈ Convsc (Rn ).
Here, a function .Y : Convsc (Rn ) → R is called epi-additive if

. Y(u O v) = Y(u) + Y(v)

for every .u, v ∈ Convsc (Rn ). The special case .m = 1 in the previous theorem leads
to the following result, which is a functional version of Corollary 2.19.
Corollary 2.47 If . Z : Convsc (Rn ) → R is a continuous, epi-translation invariant
valuation that is epi-homogeneous of degree 1, then .Z is epi-additive.
72 M. Ludwig and F. Mussnig

2.8.3 A Classification Result

In this section, we will show that the valuations described in Lemma 2.41 are indeed
the only continuous and epi-translation invariant valuations on .Convsc (Rn ) which
are epi-homogeneous of degree n. The following result was established in [28,
Theorem 2].
Theorem 2.48 A map .Z : Convsc (Rn ) → R is a continuous and epi-translation
invariant valuation that is epi-homogeneous of degree n, if and only if there exists
.ζ ∈ Cc (R ) such that
n

f
. Z(u) = ζ (∇u(x)) dx (2.46)
dom u

for every .u ∈ Convsc (Rn ).

Proof For given .ζ ∈ Cc (Rn ), it follows from Lemma 2.41 that (2.46) has the
desired properties.
Conversely, let .Z : Convsc (Rn ) → R be a continuous, epi-translation invariant
valuation that is epi-homogeneous of degree n. For .y ∈ Rn , let .Z̃y : Kn → R
be defined by .Z̃y (K) := Z(ly + IK ). By Lemma 2.43, the functional .Z̃y is a
continuous and translation invariant valuation. In addition, it is easy to see that .Z̃y
is homogeneous of degree n. Thus, it follows from Theorem 2.20 that for every
.y ∈ R there exists a constant .ζ (y) ∈ R such that
n

. Z(ly + IK ) = Z̃y (K) = ζ (y)Vn (K) (2.47)

for every .K ∈ Kn . Furthermore, it follows from the continuity of .Z that .ζ (y)

continuously depends on .y ∈ Rn . This defines a continuous function .ζ : Rn → R.
Next, we show that .ζ has compact support. Assume on the contrary that there
exists a sequence .yk ∈ Rn with

. lim |yk | = +x (2.48)

k→x

but .ζ (yk ) /= 0 for every .k ∈ N. By possibly restricting to a subsequence, we may

assume without loss of generality that .ζ (yk ) is positive for every .k ∈ N and that
there exists a vector .e ∈ Sn−1 such that
yk
. lim = e.
k→x |yk |

Let .Bk , Bx ∈ Kn be given by

.Bk = {x ∈ yk⊥ : |x| ≤ 1}, Bx = {x ∈ e⊥ : |x| ≤ 1}

2 Valuations on Convex Bodies and Functions 73

and let .Ck ∈ Kn be defined as

{ yk [ 1 ]}
.Ck = x + t : x ∈ Bk , t ∈ 0, (2.49)
|yk | ζ (yk )
for .k ∈ N. Observe that .Ck is an orthogonal cylinder and that
1 κn−1
Vn (Ck ) = Vn−1 (Bk )
. = (2.50)
ζ (yk ) ζ (yk )
for .k ∈ N. Next, set .uk := lyk + ICk for .k ∈ N and note that .uk ∈ Convsc (Rn ). It
follows from (2.48) and (2.49) that .uk → IBx as .k → x. Thus, the continuity of .Z
combined with (2.47) implies that

0 = Z(IBx ) = lim Z(uk ).

.
k→x

On the other hand, it follows from (2.47) and (2.50) that

. Z(uk ) = ζ (yk )Vn (Ck ) = κn−1 > 0

for every .k ∈ N, which is a contradiction. Hence, we conclude that .ζ has compact

support.
It remains to show that (2.46) holds. Define .Z̄ : Convsc (Rn ) → R as
f
.Z̄(u) := Z(u) − ζ (∇u(x)) dx.
dom u

By Lemma 2.41 and our assumptions on .Z, the operator .Z̄ is a continuous and epi-
translation invariant valuation. Furthermore, it follows from (2.47) that
f
.Z̄(ly + IK ) = Zy (K) − ζ (y) dx = 0
K

for every .y ∈ Rn and .K ∈ Kn . Thus, Lemma 2.45 implies that

Z̄(u) = 0
.

for every .u ∈ Convsc (Rn ), which completes the proof. u

n

2.8.4 A Glimpse at the Current State of Research

As pointed out in (2.43), for any .ζ ∈ Cc (Rn ), the operator

f
u |→
. ζ (∇u(x)) dx
dom u
74 M. Ludwig and F. Mussnig

can be seen as a functional analog of the n-dimensional volume on .Convsc (Rn ). This
interpretation is further supported by Theorem 2.48, which (up to the assumption of
continuity) is a functional version of Theorem 2.20. In the following, we restrict to
the rotation invariant case, where we say that a valuation .Z : Convsc (Rn ) → R is
rotation invariant if

. Z(u ◦ ϑ −1 ) = Z(u)

for every .u ∈ Convsc (Rn ) and .ϑ ∈ SO(n). Define

f
Vn,α (u) :=
. α(|∇u(x)|) dx
dom u

for .u ∈ Convsc (Rn ) and .α ∈ Cc ([0, x)).

It is a consequence of Theorem 2.43 that, for each .0 ≤ j ≤ n − 1, there exists
a continuous, epi-translation invariant valuation .Vj,α : Convsc (Rn ) → R that is
epi-homogeneous of degree j such that

E
n
Vn,α (u O r IB n ) =
. r n−j κn−j Vj,α (u) (2.51)
j =0

for every .u ∈ Convsc (Rn ) and .r ≥ 0. Observe that (2.51) corresponds to the
classical Steiner formula (2.5) where we have replaced the n-dimensional volume
with .Vn,α and where now .IB n plays the role of the unit ball.
In many ways, the functionals .Vj,α behave like the classical intrinsic volumes.
First, it follows from the rotation invariance of .Vn,α and the radial symmetry of .IB n
that also .Vj,α is rotation invariant for every .0 ≤ j ≤ n − 1. Next, since

IK O r IB n = IK+rB n ,
.

it follows from (2.5), (2.43) and (2.51) that

Vj,α (IK ) = α(0)Vj (K)

.

for every .0 ≤ j ≤ n and .K ∈ Kn . Last but not least, the functionals .Vj,α are
characterized by a Hadwiger-type theorem. The version that is stated here follows
from [26, Theorem 1.3] and [30, Theorem 1.4].
Theorem 2.49 Let .n ≥ 2. A functional .Z : Convsc (Rn ) → R is a continuous,
epi-translation and rotation invariant valuation if and only if there are functions
.α0 , . . . , αn ∈ Cc ([0, x)) such that

. Z(u) = V0,α0 (u) + · · · + Vn,αn (u)

for every .u ∈ Convsc (Rn ).

2 Valuations on Convex Bodies and Functions 75

Theorem 2.49 is a functional analog of the Hadwiger theorem, Theorem 2.24, and
shows that the valuations .Vj,α clearly play the role of the intrinsic volumes on
n
.Convsc (R ).

In [26], a different approach and notation are used. The functionals there take the
form
f
.u |→ ζ (|∇u(x)|)[D2 u(x)]n−j dx (2.52)
Rn

if in addition .u ∈ C 2 (Rn ), where .ζ : (0, x) → R has bounded support and might

have a certain singularity at .0+ . It was later shown in [30, Theorem 1.4] that the
continuous extensions of (2.52) to .Convsc (Rn ) coincide with the functionals .Vj,α ,
that are considered here, where .ζ and .α are connected via an integral transform.
There are many open questions concerning functional intrinsic volumes and
related functionals. Current research topics include characterization results, partic-
ularly for further groups of transformations, and the program to obtain results in
the integral geometry of function spaces and to establish inequalities for the newly
defined functionals. We refer to [5, 29–31, 42, 43] for some recent results.

Acknowledgments M. Ludwig was supported, in part, by the Austrian Science Fund (FWF):
P 34446, and F. Mussnig was supported by the Austrian Science Fund (FWF): J 4490.

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Chapter 3
Geometric and Functional Inequalities

Andrea Colesanti and Daniel Hug

Abstract In this chapter, some of the fundamental inequalities for the basic
geometric functionals on convex bodies are described. For some of these, functional
analogs and extensions have been obtained. Some of these are motivated by the
calculus of variations

3.1 Introduction

Inequalities involving geometric functionals are one of the principal directions

of research in classic and modern convex geometry. Well-known examples of
such inequalities are the Brunn–Minkowski inequality, the Aleksandrov–Fenchel
inequalities, the Blaschke–Santaló inequality and its converse, the isoperimetric
inequality and its reverse form.
Many connections exist among these inequalities. For instance, the Brunn–
Minkowski inequality for convex bodies, which has great importance by itself, is a
special case of the Aleksandrov–Fenchel inequalities. Analogously, the isoperimet-
ric inequality for convex bodies can be easily deduced from the Brunn–Minkowski
inequality.
The research activity about these inequalities is currently very intense. We start
by mentioning the recent progress concerning the classification of equality cases
in the Aleksandrov–Fenchel inequality, by Shenfeld and van Handel (see [60] and
[61]).
Further developments follow different ramifications. First, various extensions of
these inequalities have been proposed. On the one hand, new frameworks like the

A. Colesanti
Dipartimento di Matematica e Informatica “U. Dini”, Università di Firenze, Firenze, Italy
e-mail: andrea.colesanti@unifi.it
D. Hug (O)
Karlsruhe Institute of Technology (KIT), Karlsruhe, Germany
e-mail: [email protected]

© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 79

A. Colesanti, M. Ludwig (eds.), Convex Geometry, C.I.M.E. Foundation Subseries
2332, https://doi.org/10.1007/978-3-031-37883-6_3
80 A. Colesanti and D. Hug

.Lp Brunn–Minkowski theory provided the ground for new formulations of existing
inequalities. On the other hand, as it has been found out, some functionals coming
from different areas satisfy inequalities very similar to those valid e.g. for the
volume, in convex geometry. Examples are provided by the Brunn–Minkowski type
inequalities that have been established for some classic functionals in the calculus
of variations.
Moreover, in recent times, for several of the main inequalities in convex geom-
etry, an analytic counterpart has been found. For instance, the Prékopa–Leindler
inequality can be seen as a functional form of the Brunn–Minkowski inequality.
As a second example, we mention the functional forms of the Blaschke–Santaló
inequality and its converse (we refer to Chap. 4 for this topic).
The goal of this chapter is to provide a general overview of this area, selecting
some specific and representative examples from the wide landscape of geometric
and functional inequalities in convex geometry.
Our starting point will be an elementary construction of volume, surface area and
mixed volumes of convex bodies, as well as of the class of mixed area measures,
contained in the first section.
Then we present the two most emblematic inequalities in convex geometry: the
Brunn–Minkowski and the Aleksandrov–Fenchel inequalities. This part includes
various proofs of these inequalities, applications, and the general Brunn–Minkowski
and Minkowski inequalities.
In the subsequent section we illustrate the basics of the so-called .Lp Brunn–
Minkowski theory, and we present a selection of results coming from this area.
In particular, we focus on the .Lp version of the Brunn–Minkowski inequality, for
.p ≥ 1, and on the conjecture concerning the log-Brunn–Minkowski inequality,

corresponding to the case .p = 0.

In Sect. 3.5 we present the Brunn–Minkowski inequalities for three functionals in
the calculus of variations: the electrostatic capacity, the torsion and the first Dirichlet
eigenvalue of the Laplace operator. We focus in particular on the first one, and in
general we provide additional evidence of the analogies of the behavior of these
functionals with that of the volume.
The final section is devoted to some important functional inequalities, the
Brascamp–Lieb and the Barthe inequalities, and their geometric applications. In
particular we present the volume ratio inequality and the consequent solution of the
reverse isoperimetric problem, including some recent stability results.
Throughout this chapter we will use the notation and several notions which have
been introduced in Chap. 1.
3 Geometric and Functional Inequalities 81

3.2 Functionals and Measures in the Brunn–Minkowski

Theory

In this section, we give a more detailed introduction to some of the basic functionals
and measures which have proved to be key objects in convex geometry. We start by
constructing volume and surface area of convex bodies by using induction over the
dimension of the space. This can be done in an elementary way for polytopes, the
extension to general convex bodies is achieved by approximation of general convex
bodies by polytopes (from inside and outside). The approach to mixed volumes and
mixed area measures follows a similar path (in principle) but requires more refined
arguments.

3.2.1 Polytopal Approximation, Volume and Surface Area

We recall from the introductory chapter that by a convex body in .Rn we mean a
non-empty compact convex subset of .Rn . The class of all convex bodies in .Rn is
denoted by .Kn . The topology on .Kn , induced by the Hausdorff metric .δ(·, ·), allows
us to introduce and study geometric functionals on convex bodies by first defining
them for a special subclass, for example the class .Pn of polytopes or the class of
convex bodies with sufficiently smooth boundaries. Such an approach requires that
the geometric functionals under consideration have a continuity or monotonicity
property and also that the class .Pn of polytopes is dense in .Kn . The following result
ensures that the latter property is indeed available.
Theorem 3.1 Let .K ∈ Kn and .ε > 0.
(a) There exists a polytope .P ∈ Pn with .P ⊂ K and .δ(K, P ) ≤ ε.
(b) There exists a polytope .P ∈ Pn with .K ⊂ P and .δ(K, P ) ≤ ε.
(c) If . o ∈ relint K, then there exists a convex polytope .P ∈ Pn which satisfies
- ∈ Pn with .P
.P ⊂ K ⊂ (1 + ε)P . There is even a convex polytope .P - ⊂ relint K
-
and which satisfies .K ⊂ relint((1 + ε)P ).
For the proof of (a), one can use a simple compactness argument to see that .∂K
(the boundary of K) can be covered by finitely many Euclidean balls of radius .ε
with center in .∂K. The convex hull of these centers is a suitable choice of a convex
polytope P , as required in (a). Proofs of the remaining assertions can be found in
[43, Theorem 3.5].
Sometimes better or more specific approximation results are required. Examples
of such cases are:
. Approximation by combinatorially equivalent (simple and strongly isomorphic)
polytopes (see [59, Theorem 2.4.15]).
. Approximation by smooth bodies (see [59, Section 3.4]).
82 A. Colesanti and D. Hug

. Economic approximation (by polytopes having few vertices or few facets; see,
e.g., [13, 26, 56, 57, 63]).
. Simultaneous approximation with additional features (for instance, preserving
the convexity of the union; see [43, Exercise 3.1.15]).

Volume and Surface Area

Volume and surface area of convex bodies can be defined via Lebesgue measure and
Hausdorff measure of the appropriate dimension, respectively. Here we indicate a
more elementary approach, using polytopal approximation and induction over the
dimension. This also serves as a preparation for the introduction of mixed volumes.
We start with some preparatory remarks:
. A support set of a convex body K is a non-empty intersection of K with a
supporting hyperplane, i.e. a hyperplane H which has non-empty intersection
with K and is such that K is contained in one of the two half-spaces determined
by H .
. The support set .K(u) := {x ∈ K : <x, u> = hK (u)}, .u ∈ Sn−1 , of a non-empty
convex body K with (exterior) normal u lies in a hyperplane parallel to .u⊥ , the
orthogonal complement of u.
. The orthogonal projection .K(u)|u⊥ of the support set .K(u) to .u⊥ is a uniquely
determined translate of .K(u), and we can consider .K(u)|u⊥ as a convex body in
.R
n−1 if we identify .u⊥ with .Rn−1 .

. Assuming that the volume is already defined in .(n − 1)-dimensional linear

subspaces, we then denote by .V (n−1) (K(u)|u⊥ ) the .(n − 1)-dimensional volume
of this projection.
. As soon as translation invariance is available, there is no need to mention the
projection explicitly. Since our definition is by induction on the dimension and
translation invariance of the volume in lower-dimensional subspaces is available
by an induction argument, we will not indicate the projection in the following
definition.
. Furthermore, after Definition 3.2 we will not make explicit by our notation the
dimension of the ambient Euclidean space in which volume and surface area are
calculated, as long as the dimension is clear from the context.
Let .P ∈ Pn be a polytope with .o ∈ int P . Let .u1 , . . . , um ∈ Sn−1 denote the
exterior unit normals of the facets (.(n − 1)-dimensional support sets) of P . Then P
is the union of the simplices .conv({o} ∪ P (ui )) with base .P (ui ) and common apex
o, .i = 1, . . . , m, any two of which do not have common interior points, that is,

U
m
P =
. conv({o} ∪ P (ui )).
i=1
3 Geometric and Functional Inequalities 83

The volume of P equals the sum of the volumes of the simplices and the volume
of the simplex .conv({o} ∪ P (ui )) is .1/n times the .(n − 1)-dimensional volume of
the base .P (ui ) times the height, which is the distance of o from the affine subspace
spanned by .P (ui ). The latter is equal to the value of the support function of P
evaluated at .ui . Some argument is required to see that the volume thus defined is
indeed translation invariant and that it still works properly if o is not an interior
point of P .
After these explanations, the following definitions are natural.
Definition 3.2 Let .P ∈ Pn be a polytope.
If .n = 1, then .P = [a, b] with .a ≤ b and

V (1) (P ) := b − a
. and S (1) (P ) := 2.

For .n ≥ 2, let
⎧ E
⎪ 1
⎨ hP (u)V (n−1) (P (u)), if dim P ≥ n − 1,
.V
(n)
(P ) : = n
(∗)
⎪
⎩
0, if dim P ≤ n − 2,

and
⎧E
⎪
⎨ V (n−1) (P (u)), if dim P ≥ n − 1,
S (n) (P ) : =
. (∗)
⎪
⎩0, if dim P ≤ n − 2,

where the summation .(∗) is over all .u ∈ Sn−1 for which .P (u) is a facet of P ; here,
in .Rn , by a facet of a polytope we mean a support set of dimension .n − 1. In .Rn , we
shortly write .V (P ) for .V (n) (P ) and call this the volume of P . Similarly, we write
.S(P ) instead of .S
(n) (P ) and call this the surface area of P .

Note that the definition implies that .V (n) (P ) = 0 if .dim P = n − 1. Moreover,

volume and surface area of the empty set are defined as zero.
Next we summarize basic properties of volume and surface area.
Proposition 3.3 The volume V and the surface area F of polytopes .P , Q ∈ Pn
have the following properties:
(a) .V (P ) = Hn (P ),
(b) V and S are invariant with respect to rigid motions,
.V (αP ) = α V (P ) and .S(αP ) = α
(c) n n−1 S(P ) for .α ≥ 0,

(d) .V (P ) = 0 if and only if .dim P ≤ n − 1,

(e) if .P ⊂ Q, then .V (P ) ≤ V (Q) and .S(P ) ≤ S(Q).

Most of the required arguments easily follow by induction on the dimension,
which is natural in view of the inductive nature of the definition of volume and
84 A. Colesanti and D. Hug

surface area of polytopes. The connection to and properties of the n-dimensional

Hausdorff measure (which equals Lebesgue measure for the sets under consider-
ation in .Rn ) can also be exploited. See [43, Proposition 3.1] for the details. The
monotonicity of volume and surface area hold for general convex bodies, as stated
in Theorem 3.5. For the volume this is not surprising in view of the monotonicity
of Lebesgue (n-dimensional Hausdorff) measure with respect to inclusion. It should
be clear, however, that the monotonicity of the surface area with respect to inclusion
of the enclosed sets does not extend to arbitrary compact sets in .Rn .
Definition 3.4 Let .K ∈ Kn be a convex body. Then

V+ (K) := inf V (P ),
. V− (K) := sup V (P ), where P ∈ Pn ,
P ⊃K P ⊂K

and

S+ (K) := inf S(P ),

. S− (K) := sup S(P ), where P ∈ Pn .
P ⊃K P ⊂K

If .V+ (K) = V− (K) =: V (K), we call this value the volume of K.

If .S+ (K) = S− (K) =: S(K), we call this value the surface area of K.
The following result shows that volume and surface area of general convex bodies
exist, and it summarizes important properties of the functionals thus defined. It is not
surprising that these properties mirror corresponding properties of the functionals on
convex polytopes.
Theorem 3.5 Let .K, L ∈ Kn .
(a) Then

V+ (K) = V− (K) = V (K)

.

and

. S+ (K) = S− (K) = S(K).

(b) Volume and surface area have the following properties:

(b1) .V (K) = Hn (K),
(b2) V and S are invariant with respect to rigid motions,
.V (αK) = α V (K) and .S(αK) = α
(b3) n n−1 S(K) for .α ≥ 0,

(b4) .V (K) = 0 if and only if .dim K ≤ n − 1,

(b5) if .K ⊂ L, then .V (K) ≤ V (L) and .S(K) ≤ S(L),

(b6) .K |→ V (K) is continuous.

Most of the properties are again easy to derive from the corresponding ones stated
in Theorem 3.3. However, part (a) and the continuity property require additional
arguments (see [43, Theorem 3.6] for the details). The surface area functional is also
3 Geometric and Functional Inequalities 85

continuous with respect to the Hausdorff metric. In the special case of a sequence
of convex bodies .Ki , .i ∈ N, converging to a convex body .K ∈ Kn with non-empty
interior, we can provide a direct argument: Since S is translation invariant, we can
assume that .K ∈ Kn(o) . Then we also have .Ki ∈ Kn(o) , if i is large enough. Let .ε > 0
be given. By Theorem 3.1 (c) there is a polytope .P ∈ Pn(o) such that

P ⊂ int(K) and
. K ⊂ int((1 + ε)P ).

Then there is some .r > 0 such that .P + rB n ⊂ K and .K + rB n ⊂ (1 + ε)P . Since

.Ki → K it follows that

Ki ⊂ K + rB n ⊂ (1 + ε)P
. and P + rB n ⊂ K ⊂ Ki + rB n

for .i ≥ i0 ; in particular, .P ⊂ Ki . Using these inclusions and the facts that S is

increasing under set inclusion and homogeneous of degree .n − 1, we get

S(P ) − S((1 + ε)P ) ≤ S(Ki ) − S(K) ≤ S((1 + ε)P ) − S(P ),

.

hence
( )
|S(Ki ) − S(K)| ≤ (1 + ε)n−1 − 1 S(K).
.

This proves the assertion under the assumption that K has non-empty interior.
The general case will follow later via the connection to mixed volumes (see
Theorem 3.14 (a) and (f)).

3.2.2 Mixed Volumes

The classical Steiner formula has already been discussed in Sect. 1.9 of Chap. 1. An
elementary proof for the polynomial expansion of the volume of the parallel set of
a general convex body can be given by first showing this expansion for the parallel
sets of a convex polytope. In this case, the parallel set decomposes into (essentially
disjoint) wedges over the faces of the polytope whose volumes can be calculated by
means of Fubini’s theorem. The situation is easily illustrated for a convex polygon
in dimension two (see Fig. 3.1).
Now we consider the more general problem of calculating the volume of
Minkowski combinations of finitely many (general) convex bodies in .Rn . More
specifically, we are considering the following question. Let .Ki ∈ Kn and .αi ≥ 0 for
.i = 1, . . . , m. How does the volume

.V (α1 K1 + · · · + αm Km )

depend on the variables .α1 , . . . , αm ?

To answer the question, we provide several auxiliary results.
86 A. Colesanti and D. Hug

Fig. 3.1 Polynomial volume growth of .V (P +qB 2 ) = V (P )+S(P )·q +V (B 2 )·q2 as a function
of .q ≥ 0, where .S(P ) is the perimeter and .V (P ) is the area of P

Proposition 3.6 Let .m ∈ N, let .α1 , . . . , αm > 0, let .K1 , . . . , Km ∈ Kn be convex

bodies, and let .u, v ∈ Sn−1 . Then
(a) .(α1 K1 + · · · + αm Km )(u) = α1 K1 (u) + · · · + αm Km (u),
(b) .dim(α1 K1 + · · · + αm Km )(u) = dim(K1 + · · · + Km )(u),
(c) if .(K1 + · · · + Km )(u) ∩ (K1 + · · · + Km )(v) /= ∅, then

(K1 + · · · + Km )(u) ∩ (K1 + · · · + Km )(v)

.

= (K1 (u) ∩ K1 (v)) + · · · + (Km (u) ∩ Km (v)).

Proof The argument in [43, Proposition 3.2] works without changes for general
convex bodies, but will be needed only for polytopes. u
n
Also the next lemma is taken from [43], see Lemma 3.2 there. It identifies the
intersection of two given adjacent support sets as a support set of one of the given
support sets.
Lemma 3.7 Let .K ∈ Kn , let .u, v ∈ Sn−1 be linearly independent unit vectors, and
let .w = λu + μv with some .λ ∈ R and .μ > 0. Then .K(u) ∩ K(v) /= ∅ implies that
.K(u) ∩ K(v) = K(u)(w).

While Lemma 3.7 holds for general convex bodies, the restriction to polytopes is
crucial in the following lemma.
Lemma 3.8 Let .P ∈ Pn with .dim(P ) = n, let F be a facet of P , and let Q be a
facet of F (with respect to the .(n − 1)-dimensional affine subspace spanned by F ,
as the ambient space). Then there is a (unique) facet G of P such that .Q = F ∩ G.
3 Geometric and Functional Inequalities 87

The assertion follows from Exercise 1.4.6 or from Exercise 1.5.5 (d) in [43].
Here we provide another argument. A minor modification of this argument shows
that support sets of support sets of a polytope are support sets (and consequently the
proper faces of a polytope are support sets). In the argument, we use the important
notion of an extreme point. A point x of a polytope P (or of a general compact
convex set) is said to be an extreme point of P if .P \ {x} is convex. It is a well-
known fact that a polytope P has finitely many extreme points and P equals the
convex hull of its extreme points (which form the minimal subset of P having this
property).
Proof We may denote the extreme points (vertices) .x0 , . . . , xt of P in such a way
that .x0 , . . . , xr are the vertices of Q and .x0 , . . . , xs are the vertices (extreme points)
of F , where .r < s < t. Let .F = P (u) for some .u ∈ Sn−1 and .Q = P (u)(w) for
some vector .w ∈ Sn−1 orthogonal to u.
Then
{
= 0 for i = 1, . . . , s,
. <xi − x0 , u>
< 0 for i = s + 1, . . . , t,
{
= 0 for i = 1, . . . , r,
<xi − x0 , w>
< 0 for i = r + 1, . . . , s.

Define
{ }
<xi − x0 , w>
.λ0 := max : i = s + 1, . . . , t .
−<xi − x0 , u>

Then
⎧
⎪
⎨= 0
⎪ for i = 1, . . . , r,
.<xi − x0 , λ0 u + w> = λ0 <xi − x0 , u> + <xi − x0 , w> <0 for i = r + 1, . . . , s,
⎪
⎪
⎩≤ 0 for i = s + 1, . . . , t,

where for at least one index .i ∈ {s + 1, . . . , t} we have .<xi − x0 , λ0 u + w> = 0 by

the definition of .λ0 . Hence

G := conv{xi : <xi − x0 , λ0 u + w> = 0, i ∈ {0, . . . , t}}

.

is a facet of P and .G ∩ F = Q. u
n
For polytopes .P1 , . . . , Pk ∈ Pn , let .N(P1 , . . . , Pk ) denote the set of all .u ∈ Sn−1
such that .(P1 + · · · + Pk )(u) is a facet (an .(n − 1)-dimensional face) of .P1 + · · · + Pk
in .Rn .
88 A. Colesanti and D. Hug

Definition 3.9 For polytopes .P1 , . . . , Pn ∈ Pn , the mixed volume .V (P1 , . . . , Pn )

of .P1 , . . . , Pn is defined recursively.
For .n = 1 and .P1 = [a, b] ⊂ R with .a ≤ b,

V (P1 ) := hP1 (1) + hP1 (−1) = b − a,

.

and, for .n ≥ 2,

1E
V (P1 , . . . , Pn ) :=
. hPn (u)V (P1 (u), . . . , Pn−1 (u)),
n
(∗)

where the summation .(∗) extends over all .u ∈ N(P1 , . . . , Pn−1 ).

Remark 3.10 Induction on the dimension n and the fact that .N (P , . . . , P ) =
N (P ) for .P ∈ Pn show that .V (P , . . . , P ) = V (P ).
Remark 3.11 To introduce mixed volumes by induction over the dimension, we
did not use an upper index “.(n)” to indicate this dependence on the dimension,
since the number of arguments already contains this information. For .n = 1, the
mixed volume is just the same as the volume (length of an interval). Furthermore,
as in the case of the inductive approach to the volume functional, we refrain from
using orthogonal projections of support sets to parallel linear subspaces.
The recursive definition of the mixed volumes leads to a functional satisfying
various properties and relationships. A first collection of basic properties is provided
in the following theorem.
Theorem 3.12 The mixed volume .V (P1 , . . . , Pn ), defined for any choice of n
convex polytopes .P1 , . . . , Pn ∈ Pn , has the following properties.
(a) It is symmetric in the arguments .P1 , . . . , Pn (that is, invariant with respect to
permutations of the arguments).
(b) It is independent of individual translations of the polytopes .P1 , . . . , Pn .
(c) If .dim(P1 + · · · + Pn ) ≤ n − 1, then .V (P1 , . . . , Pn ) = 0.
(d) If .m ∈ N, .P1 , . . . , Pm ∈ Pn , and .α1 , . . . , αm ≥ 0, then

E
m E
m
V (α1 P1 + · · · + αm Pm ) =
. ··· αi1 · · · αin V (Pi1 , . . . , Pin ). (3.1)
i1 =1 in =1

(e) The mixed volume is linear with respect to positive Minkowski combinations in
each argument.
Proof The proof proceeds by induction on the dimension n. Thus the assertions
(a)–(e) can be established simultaneously. We focus on two points.
3 Geometric and Functional Inequalities 89

First We Prove (d) It is sufficient to consider the case where α1 > 0, . . . , αm > 0.
By the definition of volume and by Proposition 3.6,
(( m ) )
1 E E
.V (α1 P1 + · · · + αm Pm ) = hEm i=1 αi Pi
(u) v αi Pi (u)
n
u∈N (P1 ,...,Pm ) i=1
( m )
E
m
1 E E
= αin hPin (u) v αi Pi (u) ,
n
in =1 u∈N (P1 ,...,Pm ) i=1

where we write v to denote the volume functional in a subspace of codimension 1.

The induction hypothesis implies that
( m )
E E
m E
m
v
. αi Pi (u) = ··· αi1 · · · αin−1 V (Pi1 (u), . . . , Pin−1 (u)).
i=1 i1 =1 in−1 =1

Thus we obtain (d).

The most delicate point in the proof is to show the symmetry property (a). Here
we apply the recursive definition twice. For unit vectors u, v with u /= ±v we write
γ (u, v) ∈ (0, π ) for the angle enclosed by u and v, that is cos γ (u, v) = <u, v>.
Then we obtain, using Proposition 3.6 and Lemmas 3.7 and 3.8,

V (P1 , . . . , Pn−2 , Pn−1 , Pn )

.

1 E
= hPn (u) V (P1 (u), . . . , Pn−1 (u))
n
u∈N (P1 ,...,Pn )

1 E
=
n(n − 1)
u,v∈N (P1 ,...,Pn ),v/=±u
[ 1 1 ]
× hPn (u)hPn−1 (v) − hPn (u)hPn−1 (u)
sin γ (u, v) tan γ (u, v)
× V (P1 (u) ∩ P1 (v), . . . , Pn−2 (u) ∩ Pn−2 (v))
= V (P1 , . . . , Pn−2 , Pn , Pn−1 ),

which implies the symmetry property (by induction).

The remaining assertions and further details can be found in the argument for
[43, Theorem 3.7]. n
u
The next result is a key property of mixed volumes (and other multilinear
functionals). It can be used to transfer properties of the volume functional to mixed
volumes. It can be easily verified for .n = 2 or .n = 3. A proof can be found in [43,
Theorem 3.8] (see also [59, Lemma 5.1.4]), a different (combinatorial) argument is
given in [39, Theorem 6.7].
90 A. Colesanti and D. Hug

Theorem 3.13 (Inversion Formula) If .P1 , . . . , Pn ∈ Pn , then

1 E E
n
V (P1 , . . . , Pn ) =
. (−1)n+k V (Pr1 + · · · + Prk ). (3.2)
n!
k=1 1≤r1 <···<rk ≤n

Finally, we define mixed volumes of general convex bodies and summarize their
main basic properties.
(j )
Theorem 3.14 Let .K1 , . . . , Kn ∈ Kn be convex bodies. Let .(Pi )j ∈N for .i ∈
(j )
{1, . . . , n} be arbitrary approximating sequences of polytopes such that .Pi → Ki
as .j → ∞, for .i = 1, . . . , n. Then the limit

(j ) (j )
V (K1 , . . . , Kn ) = lim V (P1 , . . . , Pn )
.
j →∞

(j )
exists and is independent of the choice of the approximating sequences .(Pi )j ∈N .
The number .V (K1 , . . . , Kn ) is called the mixed volume of the convex bodies
.K1 , . . . , Kn . The mapping .V : (K ) → R, which is defined by .(K1 , . . . , Kn ) |→
n n

V (K1 , . . . , Kn ), is called mixed volume.

In particular,

1 E E
n
V (K1 , . . . , Kn ) =
. (−1)n+k V (Kr1 + · · · + Krk ), (3.3)
n!
k=1 1≤r1 <···<rk ≤n

and, for .m ∈ N, .K1 , . . . , Km ∈ Kn , and .α1 , . . . , αm ≥ 0,

E
m E
m
V (α1 K1 + · · · + αm Km ) =
. ··· αi1 · · · αin V (Ki1 , . . . , Kin ). (3.4)
i1 =1 in =1

Furthermore, for .K, L, K1 , . . . , Kn ∈ Kn ,

(a) .V (K, . . . , K) = V (K) and .nV (K, . . . , K, B n ) = S(K).
(b) V is symmetric.
(c) V is multilinear, that is, if .α, β ≥ 0, then

V (αK + βL, K2 , . . . , Kn ) = αV (K, K2 , . . . , Kn ) + βV (L, K2 , . . . , Kn ).

.

(d) .V (K1 + x1 , . . . , Kn + xn ) = V (K1 , . . . , Kn ) for .x1 , . . . , xn ∈ Rn .

(e) .V (gK1 , . . . , gKn ) = V (K1 , . . . , Kn ) for rigid motions g of .Rn .
3 Geometric and Functional Inequalities 91

(f) V is continuous, that is,

(j ) (j )
V (K1 , . . . , Kn ) → V (K1 , . . . , Kn ),
.

(j )
whenever .Ki → Ki as .j → ∞, for .i = 1, . . . , n.
(g) .V ≥ 0 and V is increasing in each argument.
The proofs of these assertions are partly based on Theorem 3.13 and properties
of mixed volumes (or the volume functional) of polytopes. The representation of
the surface area as a mixed volume is done in two steps, by first choosing K as
a polytope and approximating the unit ball by a sequence of polytopes; see [43,
Theorem 3.9] for a detailed argument.
Using the symmetry of the mixed volumes, we obtain for .K1 , . . . , Km ∈ Kn and
.α1 , . . . , αm ≥ 0 that

( m ) ( )
E E
n
n
V
. αi Ki = α r1 · · · αm
rm
V (K1 [r1 ], . . . , Km [rm ]),
r1 , . . . , rm 1
i=1 r1 ,...,rm =0
(3.5)

where the number in brackets is the multiplicity .ri of the convex body .Ki for .i =
1, . . . , m. Here the multinomial coefficient is defined as usual, in particular it is zero
if .r1 + · · · + rm /= n.
In the special case of the parallel body .K + αB n , .α ≥ 0, of a (non-empty) body
.K ∈ K , we retrieve the Steiner formula. In fact, with the choices .m = 2, .α1 = 1,
n

.α2 = α, .K1 = K, .K2 = B , relations (3.4) and (3.5) yield

n

V (K + αB n ) = V (α1 K1 + α2 K2 )
.

E
2 E
2
= ··· αi1 · · · αin V (Ki1 , . . . , Kin )
i1 =1 in =1

E
n ( )
n
= αi V (K[n − i], B n [i]).
i
i=0

For the following definition, let .κk denote the volume of the k-dimensional unit
ball.
Definition 3.15 For .K ∈ Kn ,

Wi (K) := V (K, . . . , K , B n , . . . , B n ) = V (K[n − i], B n [i])

.
' '' ' ' '' '
n−i i
92 A. Colesanti and D. Hug

is called the ith quermassintegral of K, .i ∈ {0, . . . , n}, and

(n) (n)
j j
Vj (K) :=
. Wn−j (K) = V (K[j ], B n [n − j ])
κn−j κn−j

is called the j th intrinsic volume of K for .j ∈ {0, . . . , n}. In addition,

.Wi (∅) := Vj (∅) := 0, i, j = 0, . . . , n.

The functional .Wi : Kn → R, for .i ∈ {0, . . . , n}, is the ith quermassintegral.

The functional .Vj : Kn → R, for .j ∈ {0, . . . , n}, is the j th intrinsic volume.
For applications in integral geometry and in valuation theory it is sometimes
useful to define intrinsic volumes and the quermassintegrals also for the empty set,
which is the reason why this case is included in the preceding definition.
Theorem 3.16 (Steiner formula) For .K ∈ Kn and .α ≥ 0,

E
n ( )
n
V (K + αB n ) =
. αi Wi (K)
i
i=0

and

E
n
V (K + αB n ) =
. α n−j κn−j Vj (K).
j =0

The intrinsic volumes were introduced by Peter McMullen (1975). Their obvious
advantages are that the index j of .Vj equals the degree of homogeneity,

Vj (αK) = α j Vj (K),
. K ∈ Kn , α ≥ 0

and, more importantly, intrinsic volumes are independent of the dimension of the
ambient Euclidean space. By this we mean that for a body .K ∈ Kn with .dim K =
k < n, we have
(n) (k)
Vj (K) = Vj (K),
. j = 0, . . . , k,

where the upper index indicates the dimension of the ambient space in which
(k)
the intrinsic volume is considered. In other words, by .Vj (K) we mean that the
j th intrinsic volume of the k-dimensional convex body K is calculated in the k-
(n)
dimensional affine subspace containing K, whereas .Vj (K) requires that the j th
intrinsic volume of K is determined with respect to the ambient space .Rn (even if
K is lower-dimensional).
3 Geometric and Functional Inequalities 93

The intrinsic volumes .Vj : Kn → [0, ∞), .j ∈ {0, . . . , n}, are important
geometric functionals of a convex body.
Examples
. The volume of K:

Vn (K) = V (K, . . . , K) = V (K).

.

. The surface area of K:

2Vn−1 (K) = nV (K, . . . , K, B n ) = S(K).

.

If K has interior points, then .2Vn−1 (K) = S(K) = Hn−1 (∂K). For a body K
with .dim(K) = n − 1, .Vn−1 (K) = Hn−1 (K) is the .(n − 1)-dimensional content
of K.
. The mean width of K is proportional to .V1 (K). We introduce it next.
We now define the mean width of .K ∈ Kn and relate it to the first intrinsic
volume.
By the special case .j = 1 of the preceding definition,
κn−1
. V1 (K) = V (K, B n , . . . , B n ). (3.6)
n
Approximation of the unit ball by polytopes shows that
f
1
.V (K, B n , . . . , B n ) = hK (u) dHn−1 (u), (3.7)
n Sn−1

where the integration is with respect to the spherical Lebesgue measure, that is, the
(n − 1)-dimensional Hausdorff measure .Hn−1 , restricted to the unit sphere .Sn−1 . A
.

rigorous derivation of (3.7) follows from Theorem 3.21 (or by means of the method
of rotation averaging, as described for Theorem 2.26, and a characterization result
for Minkowski additive functionals, see Theorem 2.27).
Combining (3.6) and (3.7), we get
f
κn−1 V1 (K) =
. hK (u) dHn−1 (u).
S
n−1

Since .wK (u) := hK (u) + hK (−u) is the width of K in direction u (the distance
between the two parallel supporting hyperplanes with common unit normal u),
f f
1 n−1 1 κn
. hK (u) dH (u) = wK (u) dHn−1 (u) = w(K),
n S n−1 2n S n−1 2
94 A. Colesanti and D. Hug

where
f
1
.w(K) := wK (u) dHn−1 (u)
nκn Sn−1

denotes the mean width of K (with .nκn = Hn−1 (Sn−1 )). It follows that
nκn
V1 (K) =
. w(K),
2κn−1

that is, the first intrinsic volume .V1 and the mean width .w are proportional
functionals on convex bodies.

3.2.3 Mixed Area Measures

For polytopes .P1 , . . . , Pn ∈ Pn the mixed volume satisfies

1 E
V (P1 , . . . , Pn−1 , Pn ) =
. hPn (u)V (P1 (u), . . . , Pn−1 (u)).
n
u∈S
n−1

On the right side, the summation extends over all unit vectors u for which
.V (P1 (u), . . . , Pn−1 (u)) > 0 or, alternatively, over all facet normals of the polytope
.P1 + · · · + Pn−1 . The (effectively finite) summation is independent of .Pn .

By approximation and using the continuity of mixed volumes and support

functions, we therefore get the same formula for an arbitrary convex body .Kn ∈ Kn ,
that is,

1 E
V (P1 , . . . , Pn−1 , Kn ) =
. hKn (u)V (P1 (u), . . . , Pn−1 (u)). (3.8)
n
u∈S
n−1

We define
E
S(P1 , . . . , Pn−1 , ·) :=
. V (P1 (u), . . . , Pn−1 (u))δu , (3.9)
u∈S
n−1

where the Dirac measure .δu with unit point mass in .u ∈ Sn−1 is considered to be a
Borel measure on .Sn−1 .
In the following, we only need a special version of Prokhorov’s theorem (see
[14, Theorem 8.6.2]), which can be deduced from the Helly–Bray theorem (see [45,
Theorem 6.20]). Since the unit sphere is compact, the statement of the theorem
does not involve the condition of “tightness” explicitly, since it is trivially satisfied.
On the other hand, since the present application is not restricted to probability
3 Geometric and Functional Inequalities 95

measures, a uniform bound on the total mass of the measures is required. For another
application of Prokhorov’s theorem (for sets of probability measures), see Sect. 4.2.4
of this volume.
Theorem 3.17 Let .μi , .i ∈ N, be a sequence of Borel measures on .Sn−1 . If there is
a constant C such that .μi (Sn−1 ) ≤ C for .i ∈ N, then there exists an infinite subset
.I ⊂ N and a Borel measure .μ on .S such that .μi → μ as .I e i → ∞, where
n−1

the convergence is in the sense of weak convergence of measures, i.e.

f f
. lim f dμi = f dμ
I ei→∞ Sn−1 Sn−1

for all (bounded) continuous functions .f : Sn−1 → R.

The following lemma states that integrals of support functions suffice to deter-
mine a finite Borel measure on the unit sphere.
Lemma 3.18 If .μ, ν are finite Borel measure on .Sn−1 such that
f f
. h K dμ = hK dν (3.10)
Sn−1 Sn−1

for all convex bodies .K ∈ Kn , then .μ = ν.

Remark It is sufficient that the assumption holds for a dense class of convex bodies.
Proof If (3.10) holds for support functions, then also for differences of support
functions. Hence, (3.10) holds for functions in .C 2 (Sn−1 ) by [43, Sect. 2.3, Exercise
1*]. Since .C 2 (Sn−1 ) is dense in the Banach space .C(Sn−1 ) (with the maximum
norm) due to the Stone–Weierstrass approximation theorem, (3.10) holds for
functions in .C(Sn−1 ), which yields the assertion. u
n
Theorem 3.19 For .K1 , . . . , Kn−1 ∈ Kn , there exists a uniquely determined finite
Borel measure .S(K1 , . . . , Kn−1 , ·) on .Sn−1 such that
f
1
V (K1 , . . . , Kn−1 , K) =
. hK (u) dS(K1 , . . . , Kn−1 , u)
n Sn−1

for .K ∈ Kn .
Proof We already know that
f
1
.V (P1 , . . . , Pn−1 , Kn ) = hK (u) dS(P1 , . . . , Pn−1 , u)
n Sn−1 n
96 A. Colesanti and D. Hug

holds for .P1 , . . . , Pn−1 ∈ Pn and .Kn ∈ Kn . Let .K1 , . . . , Kn−1 ∈ Kn be arbitrary.
(j ) (j )
Choose .Pi ∈ Pn , for .j ∈ N and .i ∈ {1, . . . , n − 1}, with .Pi → Ki as .j → ∞.
An application of the preceding relation with .Kn = B shows that
n

(j ) (j ) (j ) (j )
S(P1 , . . . , Pn−1 , Sn−1 ) = nV (P1 , . . . , Pn−1 , B n ),
. j ∈ N.

The mixed volumes on the right-hand side are bounded by the continuity (or
monotonicity) of the mixed volumes.
Hence an application of Prokhorov’s theorem (stated as Theorem 3.17) yields the
existence of a Borel measure .μ on .Sn−1 and of an infinite subset .I ⊂ N such that
with respect to the weak convergence of measures we have

(j ) (j )
S(P1 , . . . , Pn−1 , ·) → μ
.

as .I e j → ∞. In particular, this implies that

f
1
V (K1 , . . . , Kn−1 , Kn ) =
. hK (u) dμ(u).
n Sn−1 n

The limit measure .μ depends on .K1 , . . . , Kn−1 , but could possibly also depend on
the choice of the approximating sequence. However, the (uniqueness) Lemma 3.18
shows that .μ is independent of the polytopes used for the approximation and of the
chosen convergent subsequence. Therefore we set .S(K1 , . . . , Kn−1 , ·) := μ. u
n
Lemma 3.18 and the symmetry property of mixed volumes imply that also
S(K1 , . . . , Kn−1 , ·) is independent of the order of the bodies .K1 , . . . , Kn−1 .
.

For polytopes .P1 , . . . , Pn−1 , the measures .S(P1 , . . . , Pn−1 , ·) are just again the
measures from which we started in (3.9).
Definition 3.20 The measure .S(K1 , . . . , Kn−1 , ·) is called the mixed surface area
measure or simply mixed area measure of the bodies .K1 , . . . , Kn−1 ∈ Kn . In
particular,

Sj (K, ·) := S(K, . . . , K , B n , . . . , B n , ·) := S(K[j ], B n [n − 1 − j ], ·)

.
' '' ' ' '' '
j n−1−j

is called the j th order surface area measure or simply j th area measure of K for
j ∈ {0, . . . , n − 1}.
.

Remarks

. All area measures have centroid at the origin o. In fact, since

V (K1 , . . . , Kn−1 , {x}) = 0,

.
3 Geometric and Functional Inequalities 97

we have
f
. <x, u> dS(K1 , . . . , Kn−1 , u) = 0
Sn−1

for x ∈ Rn . It is instructive to interpret this centeredness condition for Sn−1 (P , ·)

and, in particular, for n = 2.
. For the total mass of the mixed area measure, we get

S(K1 , . . . , Kn−1 , Sn−1 ) = nV (K1 , . . . , Kn−1 , B n );

.

in particular,
nκn−j
Sj (K, Sn−1 ) = nV (K[j ], B n [n − j ]) =
. (n) Vj (K)
j

and

. Sn−1 (K, Sn−1 ) = 2Vn−1 (K) = S(K),

which explains the name surface area measure.

. For j ∈ {0, . . . , n − 1} and K ∈ Kn , the measure

S0 (K, ·) = S(B n , . . . , B n , ·) = Sj (B n , ·)
.

equals the (n−1)-dimensional Hausdorff measure Hn−1 , restricted to Sn−1 . This

follows from part (d) of the following theorem. Hence we obtain the equation
f
1
V (K, B n , . . . , B n ) =
. hK (u) dHn−1 (u).
n Sn−1

Further properties of mixed area measures follow from the relation between
mixed volumes and mixed area measures (via the uniqueness property stated in
Lemma 3.18).
Theorem 3.21 The mapping S : (K1 , . . . , Kn−1 ) |→ S(K1 , . . . , Kn−1 , ·), defined
on (Kn )n−1 and with values in the space of finite Borel measures on the unit sphere,
has the following properties:
(a) S is symmetric, that is,

S(K1 , . . . , Kn−1 , ·) = S(Kπ(1) , . . . , Kπ(n−1) , ·)

.

for K1 , . . . , Kn−1 ∈ Kn and permutations π of {1, . . . , n − 1}.

98 A. Colesanti and D. Hug

(b) S is multilinear, that is,

S(αK + βL, K2 , . . . , Kn−1 , ·) = αS(K, K2 , . . . , Kn−1 , ·)

.

+ βS(L, K2 , . . . , Kn−1 , ·)

for α, β ≥ 0 and K, L, K2 , . . . , Kn−1 ∈ Kn .

(c) S is translation invariant, that is,

S(K1 + x1 , . . . , Kn−1 + xn−1 , ·) = S(K1 , . . . , Kn−1 , ·)

.

for K1 , . . . , Kn−1 ∈ Kn and x1 , . . . , xn−1 ∈ Rn .

(d) S is rotation-covariant, that is,

S(ϑK1 , . . . , ϑKn−1 , ϑA) = S(K1 , . . . , Kn−1 , A)

.

for K1 , . . . , Kn−1 ∈ Kn , Borel sets A ⊂ Sn−1 , and rotations ϑ ∈ O(n).

(e) S is continuous, that is,
(m) (m)
S(K1 , . . . , Kn−1 , ·) → S(K1 , . . . , Kn−1 , ·)
.

weakly, as m → ∞, provided that Ki(m) → Ki for i = 1, . . . , n − 1.

Proof
(d) For a rotation ρ of Rn and a Borel measure μ on Sn−1 , the image measure
ρ ◦ μ of μ under ρ is defined as the Borel measure on Sn−1 given by ρ ◦ μ :=
μ(ρ −1 (·)). Then
f
. hKn (u) d(ϑ −1 ◦ S)(ϑK1 , . . . , ϑKn−1 , u)
Sn−1
f
= n−1 hKn (ϑ −1 u) dS(ϑK1 , . . . , ϑKn−1 , u)
S
f
= hϑKn (u) dS(ϑK1 , . . . , ϑKn−1 , u)
Sn−1

= nV (ϑK1 , . . . , ϑKn−1 , ϑKn )

= nV (K1 , . . . , Kn−1 , Kn )
f
= hKn (u) dS(K1 , . . . , Kn−1 , u),
Sn−1

where Kn ∈ Kn is arbitrary.
3 Geometric and Functional Inequalities 99

(e) For ε > 0 and f ∈ C(Sn−1 ), choose K, L ∈ Kn with ||f − (hK − hL )|| ≤ ε.
Here we use the maximum norm ||g|| := max{|g(u)| : u ∈ Sn−1 } for g ∈
C(Sn−1 ).
(m)
Further, choose m0 ∈ N such that for m ≥ m0 we have Ki ⊂ Ki + B n ,
for i = 1, . . . , n − 1, and
(m) (m)
|V (K1 , . . . , Kn−1 , M) − V (K1 , . . . , Kn−1 , M)| ≤ ε
.

for M ∈ {K, L} and m ≥ m0 .

Then
|f f |
| |
.| |
(m) (m)
| n−1 f (u) dS(K 1 , . . . , K n−1 , u) − f (u) dS(K 1 , . . . , K n−1 , u) |
S Sn−1
|f |
| |
≤ || n−1 (f − (hK − hL ))(u) dS(K1 , . . . , Kn−1 , u)||
(m) (m)
S
|f
|
+ || n−1 (hK − hL )(u) dS(K1(m) , . . . , Kn−1 (m)
, u)
S
f |
|
− n−1 (hK − hL )(u) dS(K1 , . . . , Kn−1 , u)||
S
|f |
| |
+ || n−1 (f − (hK − hL ))(u) dS(K1 , . . . , Kn−1 , u)||
S
≤ ||f − (hK − hL )||n V (K1 + B n , . . . , Kn−1 + B n , B n )
(m) (m)
+ n|V (K1 , . . . , Kn−1 , K) − V (K1 , . . . , Kn−1 , K)|

+ n|V (K1(m) , . . . , Kn−1

(m)
, L) − V (K1 , . . . , Kn−1 , L)|
+ ||f − (hK − hL )||n V (K1 , . . . , Kn−1 , B n )
≤ c(n, K1 , . . . , Kn−1 )ε, for m ≥ m0 ,

where c(n, K1 , . . . , Kn−1 ) is a constant which depends on the arguments in brackets

and is independent of m. u
n
Recall that Sn−1 (K, ·) = S(K, . . . , K, ·) for K ∈ Kn . Let K1 , . . . , Km ∈ Kn and
α1 , . . . , αm ≥ 0. Then the multilinearity of mixed area measures and the invariance
with respect to permutations of the bodies involved implies that

Sn−1 (α1 K1 + · · · + αm Km , ·)
.

E
m E
m
= ... αi1 · · · αin−1 S(Ki1 , . . . , Kin−1 , ·)
i1 =1 in−1 =1

E
n−1 n−1 (
E )
n−1
= ... α r1 · · · αm
rm
S(K1 [r1 ], . . . , Km [rm ], ·). (3.11)
r1 , . . . , rm 1
r1 =0 rm =0
100 A. Colesanti and D. Hug

Moreover, this formula can be inverted so that we obtain

S(K1 , . . . , Kn−1 , ·)
.

1 E n−1 E
= (−1)n−1+k Sn−1 (Kr1 + · · · + Krk , ·). (3.12)
(n − 1)!
k=1 1≤r1 <···<rk ≤n−1

As a special case of (3.11) and the preceding results, we summarize some of the
properties of area measures.
Corollary 3.22 For j = 0, . . . , n − 1, the mapping K |→ Sj (K, ·) on Kn is
translation invariant, rotation-covariant and continuous.
Moreover,

E
n−1 ( )
n−1
Sn−1 (K + αB , ·) =
.
n
α n−1−j
Sj (K, ·)
j
j =0

for α ≥ 0 (local Steiner formula).

3.3 Classical Brunn–Minkowski Theory

The classical Brunn–Minkowski theory arises from the combination of Minkowski

addition and the volume functional. The aim of this section is to show some of the
main inequalities that arise in this way. We indicate several approaches and relations
to corresponding results for convex functions.

3.3.1 Brunn–Minkowski Inequality and Consequences

The Brunn–Minkowski inequality is a cornerstone of convex geometry, which was

first proved around 1890. It allows to compare the volume of a Minkowski sum of
two convex bodies and the volumes of the individual bodies. Here are some main
features of the Brunn–Minkowski inequality (BMI, for short):
. For convex bodies .K, L ∈ Kn it states that the function
/ 1
t |→
.
n
V (tK + (1 − t)L) = V (tK + (1 − t)L) n , t ∈ [0, 1],

is concave.
. Consequences of the Brunn–Minkowski inequality are: several inequalities for
mixed volumes, in particular the Minkowski inequality and the celebrated
isoperimetric inequality.
3 Geometric and Functional Inequalities 101

. The inequality holds for more general sets, for instance for compact sets. This
is in contrast to other inequalities which involve mixed volumes and require
convexity.
. Several proofs are available in the literature. They are based on cubical approx-
imation, mass transportation, symmetrization, the use of pairs of coordinated
parallel planes (see the classical proof below), or on the Prékopa–Leindler
inequality (a functional version of the Brunn–Minkowski inequality), to mention
just a few. We provide various proofs in this section (see also the contribution by
Shiri Artstein-Avidan in Chap. 4).The proofs given here all involve an induction
argument as a crucial step.
Theorem 3.23 (Brunn–Minkowski Inequality, BMI) Let .K, L ∈ Kn be convex
bodies and .α ∈ (0, 1). Then
1 1 1
.V (αK + (1 − α)L) n ≥ αV (K) n + (1 − α)V (L) n

with equality if and only if K and L lie in parallel hyperplanes or K and L are
homothetic.
Before we provide a (in fact several) proof(s), we start with a sequence of
preparatory comments.
. We say that .K, L ∈ Kn are homothetic if and only if .K = αL+x or .L = αK +x,
for some .x ∈ Rn and some .α ≥ 0. Hence, if K or L is a point, then K and L are
homothetic.
. The Brunn–Minkowski inequality also holds for .α ∈ {0, 1}. But then the
inequality is an equality for all convex bodies .K, L.
. Another (seemingly weaker but in fact equivalent) way to state the inequality is

V (αK + (1 − α)L) ≥ min{V (K), V (L)},

.

for .α ∈ [0, 1] and all .K, L ∈ Kn , or also

V (αK + (1 − α)L) ≥ 1,
. (3.13)

for .α ∈ [0, 1] and all convex bodies .K, L ⊂ Rn with .V (K) = V (L) = 1.
To see that (3.13) implies the BMI, let .K, L have positive volume and .α ∈ (0, 1).
Then we can apply (3.13) with
1
− n1 − n1 αV (K) n
K = V (K)
. K, L = V (L) L, α= 1 1
,
αV (K) n + (1 − α)V (L) n

to deduce the general BMI for .K, L, α. Note that this extension step does not
require convexity of the sets.
102 A. Colesanti and D. Hug

. The BMI is true for arbitrary compact sets. To state the result in this generality,
we write .Cn for the class of non-empty compact sets in .Rn . The volume of a
compact set is its Lebesgue measure (that is, n-dimensional Hausdorff measure).
Theorem 3.24 (Brunn–Minkowski Inequality, General Version) Let .X, Y ∈ Cn
with .V (X), V (Y ) > 0. Then
1 1 1
V (X + Y ) n ≥ V (X) n + V (Y ) n
.

with equality if and only if X and Y are homothetic convex bodies.

On the real line, that is for .n = 1, the BMI takes a particularly simple form:
. If .K, L ⊂ R are non-empty convex sets (intervals), the BMI holds with equality.
. If .A, B ⊂ R are non-empty compact sets, then .A + B is compact, hence
measurable. In this case,

H1 (A + B) ≥ H1 (A) + H1 (B).
. (3.14)

Proof By translation invariance of volume and compactness of the sets, we can

assume that .0 ∈ A ⊂ [−∞, 0] and .0 ∈ B ⊂ [0, −∞). Then .A ⊂ A+B, .B ⊂ A+B,
and hence .A ∪ B ⊂ A + B. This implies that

H1 (A + B) ≥ H1 (A ∪ B) = H1 (A) + H1 (B),
.

since .A ∩ B = {0} and hence .H1 (A ∩ B) = 0. u

n

. The inequality (3.14) can be strict. To see this, choose .A = [−3, −2] ∪ [−1, 0],
.B = [0, 1], hence .A + B = [−3, 1].

. If .A, B ⊂ Rn are non-empty compact sets, then so is .A + B and .Hn (A + B) ≥

Hn (A) + Hn (B). Of course, for .n ≥ 2 this is weaker than the statement of the
BMI.
. A very special case of the BMI is obtained if the sets under consideration are
boxes with parallel axes. Let .A, B ⊂ Rn be boxes with axes parallel to the
coordinate axes:

A = [0, a1 ] × · · · × [0, an ],
. B = [0, b1 ] × · · · × [0, bn ],

where .ai , bj > 0. Hence

A + B = [0, a1 + b1 ] × · · · × [0, an + bn ].
.
3 Geometric and Functional Inequalities 103

Then the inequality of arithmetic and geometric means implies that

( n )1 ( n )1
|| ai n || bi n
1 E ai
n
1 E bi
n
. + ≤ + = 1.
ai + bi ai + bi n ai + bi n ai + bi
i=1 i=1 i=1 i=1

Rearranging terms yields .V (A + B)1/n ≥ V (A)1/n + V (B)1/n .

In order to get the BMI for general sets from this special case, X and Y are
approximated by unions of (small) boxes (of common edge length) such that any
two of the boxes have no common interior points. To show that the BMI remains
true for finite unions of boxes, induction over the total number of boxes can be used
(in this part of the argument, boxes of arbitrary edge lengths are considered). For
the induction step, it is shown that the Brunn–Minkowski deficit behaves nicely with
respect to parallel dissections preserving volume ratios (Hadwiger–Ohmann cut).
(See Sect. 4.1.1 in the contribution by Shiri Artstein-Avidan for an illustration.)
Definition 3.25 For .X, Y ∈ Cn , the Brunn–Minkowski deficit is defined by
( 1
)
1 n
D(X, Y ) = V (X + Y ) − V (X) n + V (Y ) n .
.

The deficit .D(·, ·) is symmetric and translation invariant (independently in both

arguments). The BMI states that .D ≥ 0. A proof of the following lemma can be
found in [43, Exercise 3.11] (see also [42, Sections 5.2.1-5] or [36, Section 6]
for further references). For a unit vector u and .α ∈ R, we define the hyperplane
+
.H (u, α) := {x ∈ R : <x, u> = α} and the two closed half-spaces .H (u, α) :=
n
n −
{x ∈ R : <x, u> ≥ α} and .H (u, α) := {x ∈ R : <x, u> ≤ α} bounded by it.
n

Lemma 3.26 Let .X, Y ∈ Cn , .V (X), V (Y ) > 0, .e ∈ Sn−1 , and .α, β ∈ R. Define
.X
± := X ∩ H ± (e, α), .Y ± := Y ∩ H ± (e, β). Suppose that .V (X + )/V (X) =

V (Y + )/V (Y ). Then

D(X, Y ) ≥ D(X− , Y − ) + D(X+ , Y + ).

.

If X is the union of at least two boxes, then the dissecting hyperplane .H (e, α)
can be chosen as a coordinate hyperplane which separates two of the boxes. Thus
the total number of boxes in .X+ , Y + and the total number of boxes in .X− , Y − is
reduced by at least one, so that the induction hypothesis can be applied.
The discussion of the equality case requires additional efforts.
We now turn to a functional version of the BMI.
Theorem 3.27 (Prékopa–Leindler Inequality, PLI) Let .λ ∈ (0, 1), and let
f, g, h : Rn → [0, ∞) be measurable functions such that
.

.h((1 − λ)x + λy) ≥ f (x)1−λ g(y)λ for x, y ∈ Rn .

104 A. Colesanti and D. Hug

Then
f (f )1−λ (f )λ
. h(x) dx ≥ f (x) dx g(x) dx .
Rn Rn R n

Note that the BMI for compact sets is recovered by choosing .f := 1X , .g := 1Y ,

h := 1(1−λ)X+λY (these are the ordinary indicator functions with .1X (z) = 1 if .z ∈ X
.

and zero otherwise). An application of Theorem 3.27 yields

.V ((1 − λ)X + λY ) ≥ V (X)1−λ V (Y )λ

for .λ ∈ [0, 1] and .X, Y ∈ Cn . The general case then is obtained as described in the
third remark after Theorem 3.23.
Proof The assertion is proved by induction over .n ∈ N. We start with .n = 1.
We can assume that .f /≡ 0 and .g /≡ 0 are bounded. Otherwise, we first consider
.min{f, m} instead of f and .min{g, m} instead of g for .m ∈ N. The general case

follows by means of the monotone convergence theorem. By homogeneity, we can

then assume that .sup f = sup g = 1.
For a measurable function .γ : R → [0, ∞) and .t ∈ R we briefly write

[γ ≥ t] := {x ∈ R : γ (x) ≥ t}.
.

Fubini’s theorem shows that

f f ∞
. γ (x) dx = H1 ([γ ≥ t]) dt.
R 0

From .f (x) ≥ t, .g(y) ≥ t it follows that .h((1 − λ)x + λy) ≥ t, hence

[h ≥ t] ⊃ (1 − λ)[f ≥ t] + λ[g ≥ t].

.

For .t ∈ (0, 1), the sets .[f ≥ t], [g ≥ t] are non-empty. If they are also compact,
the BMI for compact sets on the real line yields

H1 ([h ≥ t]) ≥ (1 − λ) · H1 ([f ≥ t]) + λ · H1 ([g ≥ t]).

.

Otherwise we approximate the sets .[f ≥ t] and .[g ≥ t] from inside by compact sets
using the fact that Lebesgue measure is a regular measure.
3 Geometric and Functional Inequalities 105

Integration with respect to t over .[0, 1) implies

f f ∞ f 1
1
. h(x) dx = H ([h ≥ t]) dt ≥ H1 ([h ≥ t]) dt
R 0 0
f 1 f 1
≥ (1 − λ) H1 ([f ≥ t]) dt + λ H1 ([g ≥ t]) dt
0 0
f f
= (1 − λ) f (x) dx + λ g(x) dx
R R
(f )1−λ (f )λ
≥ f (x) dx g(x) dx ,
R R

where in the last step we used that .a 1−λ bλ ≤ (1 − λ)a + λb for .a, b ≥ 0.
We continue the induction argument. Let .n > 1 and suppose that the assertion has
already been proved in lower dimensions. We use the identification .Rn = Rn−1 × R
and define, for .s ∈ R and .z ∈ Rn−1 ,

hs (z) := h(z, s),

. fs (z) := f (z, s), gs (z) := g(z, s).

Let .z1 , z2 ∈ Rn−1 , .a, b ∈ R and .c := (1 − λ)a + λb. By assumption, we have

hc ((1 − λ)z1 + λz2 ) = h((1 − λ)z1 + λz2 , (1 − λ)a + λb)

.

= h((1 − λ)(z1 , a) + λ(z2 , b))

≥ f (z1 , a)1−λ g(z2 , b)λ
= fa (z1 )1−λ gb (z2 )λ .

The induction hypothesis yields

f (f )1−λ ( f )λ
. hc (z) dz ≥ fa (z) dz gb (z) dz ,
' Rn−1
'' ' ' Rn−1
'' ' ' Rn−1
'' '
=:H (c) =:F (a) =:G(b)

that is,

H ((1 − λ)a + λb) ≥ F (a)1−λ G(b)λ

.

for .a, b ∈ R.
106 A. Colesanti and D. Hug

The case .n = 1 has already been proved, hence by Fubini’s theorem we get
f f f f
. h(x) dx = h s (z) dz ds = H (s) ds
Rn R Rn−1 R
(f )1−λ (f )λ
≥ F (a) da G(b) db
R R
(f )1−λ (f )λ
= f (x) dx g(x) dx .
Rn Rn
This completes the induction argument and thus the proof. u
n
The classical proof of the BMI also has its benefits. For instance, it has been
extended to obtain stability improvements of the BMI. In particular, it clarifies the
equality cases of the BMI for convex sets.
Proof (Classical Proof of the BMI) The main case to be considered deals with the
situation where .V (K) = V (L) = 1.
Volume is translation invariant. Hence we can assume that K and L have their
center of mass at the origin o. Recall that the center of mass of an n-dimensional
convex body M is the point .c = c(M) ∈ Rn for which
f
1
.<c, u> = <x, u> dx holds for u ∈ Sn−1 .
V (M) M
Since .V (K) = V (L) = 1, assuming that .c(K) = c(L) = o means that
f f
. <x, u> dx = <x, u> dx = 0 for u ∈ Sn−1 .
K L

Under these assumptions, the equality case then reduces to the claim that .K = L.
We now prove the Brunn–Minkowski theorem by induction on n.
For .n = 1, the assertion is already clear.
The argument employs a method that can be described as using sections of K
and L by coordinated parallel hyperplanes.
For the induction step we assume that .n ≥ 2 and that the assertion of the Brunn–
Minkowski theorem is true in dimension .n − 1. We fix an arbitrary unit vector
.u ∈ S and denote by .Eη := H (u, η) = {x ∈ Rn : <u, x> = η}, .η ∈ R,
n−1

the hyperplane in direction u with (signed) distance .η from the origin. Recall that
−
.H (u, η) = {x ∈ R : <u, x> ≤ η} is the halfspace bounded by .H (u, η) having u
n

as an outer normal vector. The function

f : [−hK (−u), hK (u)] → [0, 1],

. β |→ V (K ∩ H − (u, β)),

is strictly increasing, onto, and continuous. This follows since

f β
V (K ∩ H − (u, β)) =
. v(K ∩ Eη ) dη
−hK (−u)
3 Geometric and Functional Inequalities 107

by Fubini’s theorem (here .v(·) denotes the volume functional in a hyperplane)

and since .η |→ v(K ∩ Eη ) is positive on .(−hK (−u), hK (u)) and continuous on
.[−hK (−u), hK (u)]. Hence the function f is differentiable on .[−hK (−u), hK (u)]

and .f ' (β) = v(K ∩ Eβ ). Since f is invertible, the inverse function .β : [0, 1] →
[−hK (−u), hK (u)], which is also strictly increasing and continuous, satisfies
.β(0) = −hK (−u), .β(1) = hK (u), and

1 1
.β ' (τ ) = = , τ ∈ (0, 1).
f ' (β(τ )) v(K ∩ Eβ(τ ) )
By the same argument, for the convex body L we obtain a function .γ : [0, 1] →
[−hL (−u), hL (u)] with
1
γ ' (τ ) =
. , τ ∈ (0, 1).
v(L ∩ Eγ (τ ) )
Because of

α(K ∩ Eβ(τ ) ) + (1 − α)(L ∩ Eγ (τ ) ) ⊂ (αK + (1 − α)L) ∩ Eαβ(τ )+(1−α)γ (τ ) ,

.

for .α, τ ∈ [0, 1] and using a substitution by the map

[0, 1] → [α(−hK (−u)) + (1 − α)(−hL (−u)), αhK (u) + (1 − α)hL (u)],

.

τ |→ αβ(τ ) + (1 − α)γ (τ ),

we obtain from the induction assumption

f ∞
.V (αK + (1 − α)L) = v((αK + (1 − α)L) ∩ Eη ) dη
−∞

f 1
= v((αK + (1 − α)L) ∩ Eαβ(τ )+(1−α)γ (τ ) )(αβ ' (τ ) + (1 − α)γ ' (τ )) dτ
0

f 1 ( )
≥ v α(K ∩ Eβ(τ ) ) + (1 − α)(L ∩ Eγ (τ ) )
0
( )
α 1−α
× + dτ
v(K ∩ Eβ(τ ) ) v(L ∩ Eγ (τ ) )

f 1[ / / ]n−1
≥ α n−1
v(K ∩ Eβ(τ ) ) + (1 − α) n−1 v(L ∩ Eγ (τ ) )
0
( )
α 1−α
× + dτ . (3.15)
v(K ∩ Eβ(τ ) ) v(L ∩ Eγ (τ ) )
≥ 1, (3.16)
108 A. Colesanti and D. Hug

since the integrand is .≥ 1. To see this, choose .r := v(K ∩Eβ(τ ) ), .s := v(L∩Eγ (τ ) ),

and .t := n−1
1
. Then the assertion follows from the inequality
( )
α 1−α [ t ]1
. + αr + (1 − α)s t t ≥ 1, α ∈ (0, 1), r, s, t > 0,
r s

with equality if and only if .r = s. (Note that the function .x |→ log x is strictly
concave.)
Now we discuss the equality case and assume that

V (αK + (1 − α)L) = 1.
.

Then we must have equality in (3.16), which implies that the integrand in (3.15)
equals 1, for all .τ (since the integrand is a continuous function of .τ ). In turn this
yields that

v(K ∩ Eβ(τ ) ) = v(L ∩ Eγ (τ ) ),

. for τ ∈ [0, 1].

Therefore .β ' = γ ' on .(0, 1), hence the function .β−γ is a constant on .[0, 1]. Because
the center of gravity of K is at the origin, we obtain
f f β(1) f β(1) f 1
.0= <x, u> dx = ηv(K ∩ Eη ) dη = ηf ' (η) dη = β(τ ) dτ,
K β(0) β(0) 0

where the change of variables .η = β(τ ) was used.

In an analogous way,
f 1
0=
. γ (τ ) dτ.
0

Consequently,
f 1
. (β(τ ) − γ (τ )) dτ = 0
0

and therefore .β = γ . In particular, we obtain

hK (u) = β(1) = γ (1) = hL (u).

.

Since .u ∈ Sn−1 was arbitrary, .V (αK + (1 − α)L) = 1 implies that .hK = hL , and
hence .K = L.
Conversely, it is clear that .K = L implies that .V (αK + (1 − α)L) = 1. u
n
3 Geometric and Functional Inequalities 109

The Brunn–Minkowski inequality implies that the function defined by

1
f (t) := V (tK + (1 − t)L) n ,
. t ∈ R,

is concave on .[0, 1]. If .x, y, α ∈ [0, 1], then

1
f (αx + (1 − α)y) = V ([αx + (1 − α)y]K + [1 − αx − (1 − α)y]L) n
.

1
= V (α[xK + (1 − x)L] + (1 − α)[yK + (1 − y)L]) n

1 1
≥ αV (xK + (1 − x)L) n + (1 − α)V (yK + (1 − y)L) n

= αf (x) + (1 − α)f (y).

1
The same is true for the function .t |→ V (K + tL) n with .t ∈ [0, 1].
As an important consequence, we obtain an inequality for mixed volumes which
was first proved by Hermann Minkowski.
Theorem 3.28 (Minkowski’s Inequality, MI) Let .K, L ∈ Kn . Then

.V (K[n − 1], L)n ≥ V (K)n−1 V (L)

with equality if and only if .dim K ≤ n − 2 or K and L lie in parallel hyperplanes

or K and L are homothetic.
Proof For .dim K ≤ n − 1, the inequality holds since the right-hand side is zero.
Moreover, we then have equality, if and only if either .dim K ≤ n − 2 or K and L
lie in parallel hyperplanes. Hence, we now assume .dim K = n.
By the BMI the function
1
. f (t) := V (K + tL) n , t ∈ [0, 1],

is concave. We write .f + for the right derivative of f . Since f is concave on its

domain,
1 1
f + (0) ≥ f (1) − f (0) = V (K + L) n − V (K) n .
.

On the other hand, by the polynomial expansion of .t |→ V (K + tL) and the

chain rule,

1 1
f + (0) =
. V (K) n −1 n V (K[n − 1], L).
n
110 A. Colesanti and D. Hug

Hence we arrive at
1 1 1 1
.V (K) n −1 V (K[n − 1], L) ≥ V (K + L) n − V (K) n ≥ V (L) n ,

where we used the BMI for the second inequality (with .t = 12 ). This yields the
required inequality.
If equality holds, then equality holds in the BMI, which implies that K and L are
homothetic. Conversely, if K and L are homothetic, then equality holds. u
n
The isoperimetric inequality is one of the fundamental classical results in
mathematics. It states that among all (convex) bodies of given volume, precisely
the Euclidean balls minimize the surface area F .
Corollary 3.29 (Isoperimetric Inequality) If .K ∈ Kn is n-dimensional, then
( ) ( )
S(K) n V (K) n−1
. ≥ .
S(B n ) V (B n )
Equality holds if and only if K is a ball.
Proof We put .L := B n in the Minkowski inequality and get

V (K[n − 1], B n )n ≥ V (K)n−1 V (B n )

.

or, equivalently,

nn V (K[n − 1], B n )n V (K)n−1

. ≥ ,
nn V (B n [n − 1], B n )n V (B n )n−1
which is precisely what we had to show. u
n
Note that the inequality is scaling and rigid motion invariant. It can be expressed
by saying that the isoperimetric ratio
S(K)n
.
V (K)n−1
is minimized precisely by Euclidean balls.
Using .V (B n ) = κn and .S(B n ) = nκn , we can rewrite the inequality in the form
1
V (K)n−1 ≤
. S(K)n .
nn κ n

For .n = 2 and using the common terminology .A(K) for the area (the “volume” in
R2 ) and .L(K) for the boundary length (the “surface area” in .R2 ), we obtain
.

1
A(K) ≤
. L(K)2 ,
4π
3 Geometric and Functional Inequalities 111

and, for .n = 3,

1
V (K)2 ≤
. S(K)3 .
36π

An exchange of K and .B n in the proof above leads to a similar inequality for the
mixed volume .V (B n [n − 1], K), whence we obtain the following corollary for the
mean width .w(K).
Corollary 3.30 Let .K ∈ Kn be a convex body. Then,
( )n
w(K) V (K)
. ≥ .
w(B n ) V (B n )

Equality holds if and only if K is a ball.

Since .w(K) is not greater than the diameter of K, the corollary yields an
inequality for the diameter. The resulting inequality is known as the isodiametric
inequality.
Using the BMI and second derivatives, we obtain an inequality of quadratic type.
Theorem 3.31 (Minkowski’s Second Inequality, MIq) For .K, L ∈ Kn ,

V (K[n − 1], L)2 ≥ V (K[n − 2], L, L)V (K).

. (3.17)

Equality holds if .dim(K) ≤ n − 2 or if K and L are homothetic, but these are not
the only cases.
[The characterization of the case of equality involves the .(n − 2)-tangential
bodies of L.]
1
Proof We assume that .V (K) > 0 (why?). The function .f (t) := V (K + tL) n is
concave on .[0, 1] by the BMI. Since
n ( )
E n i
.t →
| h(t) := V (K + tL) = t V (K[n − i], L[i]), t ∈ [0, 1],
i
i=0

is of class .C 2 , f is of class .C 2 as well (note that .V (K) > 0). Hence, .f '' ≤ 0 on
1
.[0, 1]. Since .f (t) = h(t) n , we get

[ ]
' 1 1 1 1
−2 1 − n '
.f (t) = h(t) n −1 h' (t), ''
f (t) = h(t) n ''
h (t) + h(t)h (t) .
2
n n n

Therefore .f '' (0) ≤ 0 yields

n−1 ' 2
. h(0)h'' (0) ≤ h (0) . (3.18)
n
112 A. Colesanti and D. Hug

Furthermore,
n ( )
E
' n i−1
.h (t) = it V (K[n − i], L[i]),
i
i=1
n ( )
E n
h'' (t) = i(i − 1)t i−2 V (K[n − i], L[i]).
i
i=2

Plugging .h'' (0) = n(n − 1)V (K[n − 2], L, L), .h' (0) = nV (K[n − 1], L) and
.h(0) = V (K) into (3.18), it follows that

n−1 2
V (K)n(n − 1)V (K[n − 2], L, L) ≤
. n V (K[n − 1], L)2 ,
n
and hence

V (K)V (K[n − 2], L, L) ≤ V (K[n − 1], L)2 ,

.

which is the required inequality. u

n
Replacing K or L in (3.17) by the unit ball, we obtain more special inequalities,
for example (in .R3 )

. π w(K)2 ≥ S(K) or S(K)2 ≥ 6π w(K)V (K).

Next we describe two basic applications.

Claim If .K ∈ Kn is symmetric with respect to the origin o, that is .K = −K,
then among all parallel hyperplane sections of K the central sections have maximal
section volume.
To verify the claim, let .H (u, t) = {x ∈ Rn : <x, u> = t} for .u ∈ Sn−1 , .t ∈ R. If
.H (u, t) ∩ K /= ∅, then .H (u, −t) ∩ K /= ∅ and

1 1
. (H (u, t) ∩ K) + (H (u, −t) ∩ K) ⊂ H (u, 0) ∩ K.
2 2
Hence (writing again v for the volume in a hyperplane)
( ) 1
1 1 1 n−1
v(H (u, 0) ∩ K)
. n−1 ≥v (H (u, t) ∩ K) + (H (u, −t) ∩ K)
2 2
1 1 1 1
≥ v (H (u, t) ∩ K) n−1 + v (H (u, −t) ∩ K) n−1
2 2
1 1 1 1
= v (H (u, t) ∩ K) n−1 + v (H (u, t) ∩ (−K)) n−1
2 2
1
= v(H (u, t) ∩ K) n−1 ,

which yields .v(H (u, 0) ∩ K) ≥ v(H (u, t) ∩ K).

3 Geometric and Functional Inequalities 113

The second application concerns a uniqueness property of the top order area
measures.
Theorem 3.32 (Uniqueness of Top Order Area Measures) Let .K, L ∈ Kn with
.dim K = dim L = n. Then .Sn−1 (K, ·) = Sn−1 (L, ·) if and only if K and L are

translates.
Proof If .K, L are translates of each other, the equality of the area measures is clear.
Assume now .Sn−1 (K, ·) = Sn−1 (L, ·). Then
f
1
V (K[n − 1], L) =
. hL (u) dSn−1 (K, u)
n Sn−1
f
1
= hL (u) dSn−1 (L, u) = V (L).
n Sn−1

In the same way, we obtain .V (L, . . . , L, K) = V (K).

The MI therefore yields that

V (L)n ≥ V (K)n−1 V (L)

. and V (K)n ≥ V (L)n−1 V (K),

which implies that .V (K) = V (L). But then we have equality in both inequalities,
and hence K and L are homothetic. Since K and L have the same volume, they
must be translates of each other. u
n
The Brunn–Minkowski inequality has been discussed also for general compact
sets. A similar extension can be obtained for the Minkowski inequality (see [42,
Sections 5.2.1-5]).
Definition 3.33 (Outer Relative Surface Area for Compact Sets) For .X, Y ∈ Cn
the lower (outer) relative surface area of X with respect to Y is defined by

V (X + εY ) − V (X)
S+ (X, Y ) := lim inf
. .
ε↓0 ε

The upper (outer) relative surface area of X with respect to Y is defined by

V (X + εY ) − V (X)
S + (X, Y ) := lim sup
. .
ε↓0 ε

If .S + (X, Y ) = S+ (X, Y ) =: S(X, Y ), then we say that the outer relative surface
area of X with respect to Y exists.
In Chapter essentially the same concept is considered, where the .lim inf and the
lim sup are denoted as lower and upper anisotropic outer Minkowski content of X
.

with respect to Y .
114 A. Colesanti and D. Hug

Theorem 3.34 If .X, Y ∈ Cn , then

n−1 1
S + (X, Y ) ≥ S+ (X, Y ) ≥ nV (X)
. n V (Y ) n .

Let .X, Y ∈ Cn with .V (X), V (Y ) > 0. Suppose that .S(X, Y ) exists. Then .S(X, Y ) =
n−1 1
nV (X) n V (Y ) n holds if and only if .X, Y are homothetic convex bodies.
n−1 1
If only .S+ (X, Y ) = nV (X) n V (Y ) n is available, then still the volume kernels
of .X, Y are homothetic convex bodies.
Here the volume kernel of a set .X ∈ Cn is the set of all .x ∈ X such that .X ∩ U
has positive volume for each neighborhood U of x. The volume kernel of X is again
a compact set which has the same volume as X, which justifies its name.

3.3.2 The Aleksandrov–Fenchel Inequality

A generalization of Minkowski’s second inequality states that

V (M[n − 2], K, L)2 ≥ V (M[n − 2], K, K)V (M[n − 2], L, L),

. (3.19)

for convex bodies .K, L, M ∈ Kn . The case considered in Theorem 3.31 is recovered
by choosing .M = K. The resolution of the long-standing open problem of charac-
terizing the equality case for the general quadratic Minkowski inequality (3.19) has
been achieved by Shenfeld and van Handel [60].
The even more general Aleksandrov–Fenchel inequality (AFI) is obtained if the
sequence of the .n − 2 bodies .M, . . . , M in (3.19) is replaced by arbitrary convex
bodies .M1 , . . . , Mn−2 , so that

V (M1 , . . . , Mn−2 , K, L)2 ≥ V (M1 , . . . , Mn−2 , K, K)V (M1 , . . . , Mn−2 , L, L)

.

(3.20)

is obtained. The Aleksandrov–Fenchel inequality is connected to various fields in

mathematics and has many and surprising applications. A recent characterization
of the equality cases of (3.20), if all bodies involved are polytopes, is provided
in [61]. See also Sections 7.3, 7.6 and 7.7 of Schneider’s monograph [59] for
further information on the Aleksandrov–Fenchel inequality, its equality cases and
applications. A complete understanding of the equality cases is not yet available
and is the subject of current research.
In the following, for integers .1 ≤ i ≤ j ≤ n and convex bodies .Ki , . . . , Kj ∈
Kn , we write .Ki··j = (Ki , . . . , Kj ) (with or without brackets) for a given finite
sequence of .j − i + 1 convex bodies. The sequence is empty (and omitted) if .i > j .
We write .Knn for the set of convex bodies with non-empty interiors.
3 Geometric and Functional Inequalities 115

Theorem 3.35 (Aleksandrov–Fenchel Inequality) Let .K1 , . . . , Kn ∈ Kn . Then

V (K1 , K2 , K3..n )2 ≥ V (K1 [2], K3..n ) V (K2 [2], K3..n ).

. (AFI)

By the symmetry properties of mixed volumes this is equivalent to (3.20). For

n = 2 the AFI boils down to the MI. For this reason, we focus on dimension .n ≥ 3
.

in the following.
For .m ∈ {2, . . . , n} and convex bodies .K1 , K2 , Km+1 , . . . , Kn ∈ Kn , we
consider the function defined by
1
fm (t) := V ((K1 + tK2 ) [m], Km+1..n ) m ,
. t ≥ 0.

We will see now that the validity of (AFI) is closely related to the fact that .fm is a
concave function on .[0, ∞).
The following argument is adjusted from Cordero-Erausquin, Klartag, Merigo,
Santambrogio [33] (see also [43, Section 3.5] for further details).
We start by determining the second derivative of the function .fm .
Lemma 3.36 Let .m ∈ {2, . . . , n}, .K1 , K2 , Km+1 , . . . , Kn ∈ Knn and .t ≥ 0. Then

fm'' (t) = −(m − 1)fm (t)1−2m

.
( )
× V (K1 , K2 , K3..n )2 − V (K1 [2], K3..n )V (K2 [2], K3..n ) ,

where .K t := K1 + tK2 and .K3..n := (K t [m − 2], Km+1..n ) for .t ≥ 0.

Proof We define .hm (t) := fm (t)m for .t ≥ 0. Then .fm and .hm are of class .C 2 and
( )
'' 1 '' 1−m '
.fm (t) = fm (t) 1−2m
hm (t)hm (t) + 2
hm (t) , t ≥ 0.
m m

Using the Minkowski linearity of mixed volumes, we obtain

hm (t) = V (K t [m], Km+1..n ),

.

h'm (t) = mV (K t [m − 1], K2 , Km+1..n ),

h''m (t) = m(m − 1)V (K t [m − 2], K2 [2], Km+1..n ).
116 A. Colesanti and D. Hug

Hence we get

1−m '
h''m (t)hm (t) +
. hm (t)2
m
(
= −m(m − 1) V (K t , K2 , K t [m − 2], Km+1..n )2
)
−V (K t [2], K t [m − 2], Km+1..n )V (K2 [2], K t [m − 2], Km+1..n )
( )
= −m(m − 1) V (K1 , K2 , K3..n )2 − V (K1 [2], K3..n )V (K2 [2], K3..n ) ,

from which the assertion follows. u

n
Note that in writing .K3..n for .(K t [m − 2], Km+1..n ) the dependence on m and t is
not made explicit. Furthermore, it should be observed that for .m = 2 the sequence
.K3..n := (Km+1..n ) is independent of t.

The following proposition is an immediate consequence of Lemma 3.36.

Proposition 3.37
(a) If (AFI) holds for all convex bodies, then .fm is a concave function for all convex
bodies.
(b) For fixed convex bodies .K1 , . . . , Kn ∈ Knn , (AFI) holds if and only if .f2 is
concave. In particular, (AFI) holds for all convex bodies if and only if .f2 is
always concave.
The next lemma shows that a converse of Proposition 3.37 (a) holds not only for
m = 2, but also for .m = 3. This observation will be a key fact in the proof of the
.

Aleksandrov–Fenchel inequality which proceeds by induction on the dimension n

of the space.
Lemma 3.38 If .f3 is a concave function for all convex bodies, then (AFI) holds for
all convex bodies.
For .n = 3 we already know by the BMI that .f3 is concave. Hence the AFI holds
in full generality in three-dimensional space.
The proof of Lemma 3.38 uses an algebraic extension of mixed volumes (see
Lemmas 3.5 and 3.6 in [43]).
Since it is sufficient to prove the AFI for a dense class of bodies, it is sufficient
to prove the result for polytopes. In order to simplify formulas for mixed volumes
of polytopes, we restrict the consideration to tuples of polytopes having the same
combinatorial type (strongly isomorphic polytopes, polytopes having the same a-
type). The polytopes within such a combinatorial class are determined by their
support vectors. This finally allows us to calculate derivatives with respect to these
support vectors. We start with some preparations.
3 Geometric and Functional Inequalities 117

We write .Pnn for the set of n-dimensional polytopes in .Rn . Polytopes in .Pnn are
called n-polytopes. For vectors .u1 , . . . , uN ∈ Sn−1 and .h = (h1 , . . . , hN )T ∈ RN ,
we now consider polyhedral sets of the form

n
N
P[h] :=
. H − (ui , hi ).
i=1

Clearly, if .h ∈ RN + , then .o ∈ P[h] and .P[h] is a polytope if and only if the vectors
.u1 , . . . , uN ∈ S are not contained in any hemisphere. Further, .o ∈ int(P[h] ) if
n−1

and only if .h1 , . . . , hN > 0.

The vector h is called the vector of support numbers of .P[h] if .u1 , . . . , uN are
the exterior unit facet normals of .P[h] , that is, if .dim(P[h] (ui )) = n − 1 for .i =
1, . . . , N . In this case, the support numbers are uniquely determined by .P[h] , since
.h(P[h] , ui ) = hi .

Strongly Isomorphic Polytopes

As explained above, in order to prove the Aleksandrov–Fenchel inequality, it is

sufficient to establish the inequality for a dense class of convex bodies such as
convex polytopes. One of the classical proofs (due to Aleksandrov) proceeds in this
way and in fact employs the subclass of simple polytopes such that the n polytopes
for which the mixed volume is evaluated have the same a-type in the sense of the
subsequent definitions. As we will see below, for polytopes having the same a-type
simplified representations for the mixed volumes are available.
Definition 3.39
(a) A polytope .P ∈ Pnn is simple if each vertex of P is contained in precisely n
facets of P .
(b) Two polytopes .P1 , P2 ∈ Pnn are strongly isomorphic (or analogous) if the
condition .dim(P1 (u)) = dim(P2 (u)) is satisfied for all .u ∈ Sn−1 .
Clearly, strong isomorphism of n-polytopes is an equivalence relation, the
equivalence class of a polytope .P ∈ Pnn is called the a-type of P . For .Q ∈ Pnn
we write .Q ∈ a(P ) if Q and P belong to the same class. The following lemma
(see [43, Lemma 3.7] for explicit references to [59]) collects several geometric facts
about strongly isomorphic polytopes that will be used in the following.
Lemma 3.40
(a) If .P1 , P2 ∈ Pnn are strongly isomorphic, then the support sets .P1 (u) and .P2 (u)
are also strongly isomorphic, for each .u ∈ Sn−1 .
(b) If .P1 , . . . , Pm ∈ Pnn are strongly isomorphic, then all polytopes .α1 P1 + · · · +
αm Pm with .α1 , . . . , αm ≥ 0 and .α1 + · · · + αm > 0 are strongly isomorphic.
118 A. Colesanti and D. Hug

(c) If .P = P[h] ∈ Pnn is simple and has exterior facet normals .u1 , . . . , uN ∈ Sn−1 ,
then there is some .β > 0 such that any two of the polytopes .P[h+α] with .α =
(α1 , . . . , αN )T and .|αi | ≤ β are strongly isomorphic.
(d) For any .(K1 , . . . , Kn ) ∈ (Kn )n there is a sequence .(P1(m) , . . . , Pn(m) ) ∈ (Pnn )n ,
(m)
.m ∈ N, such that .P → Kj as .m → ∞ (in the Hausdorff metric), for
j
.j = 1, . . . , n, and .P1(m) , . . . , Pn(m) are simple and strongly isomorphic for each
.m ∈ N.

Mixed Volumes of Strongly Isomorphic Polytopes

Let .P ∈ Pnn be a simple polytope with facet normals .u1 , . . . , uN ∈ Sn−1 . Then
{ }
C(P ) := h ∈ (0, ∞)N : P[h] ∈ a(P )
.

is an open convex cone. In fact, if .h, h' ∈ C(P ), then .P[h] + P[h' ] ∈ a(P ) by
Lemma 3.40 (b), and thus

(P[h] + P[h' ] )(ui ) = P[h] (ui ) + P[h' ] (ui ) = P[h+h' ] (ui )

.

implies that .P[h] + P[h' ] = P[h+h' ] . The fact that .C(P ) is open follows from
Lemma 3.40 (c).
Lemma 3.41 Let .P ∈ Pnn be a simple polytope with exterior facet normals
.u1 , . . . , uN ∈ Sn−1 . For .i = 1, . . . , n, let .Pi = P[h(i) ] ∈ a(P ) with
(i)
.hj = h(P[h(i) ] , uj ) for .j = 1, . . . , N . Then there are real numbers .aj1 ···jn , for
.j1 , . . . , jn ∈ {1, . . . , N }, depending only on .a(P ) (and independent of the support

numbers of the polytopes) and symmetric in the lower indices, such that

E
N
(1) (n)
V (P1 , . . . , Pn ) =
. aj1 ···jn hj1 · · · hjn .
j1 ,...,jn =1

The map .C(P )N e (h(1) , . . . , h(n) ) |→ V (P[h(1) ] , . . . , P[h(n) ] ) is of class .C ∞ .

For a (twice continuously) differentiable function .F on an open subset of .RN
we write .TF(h) = (F1 (h), . . . , FN (h))T ∈ RN for the gradient of .F at h and
.T F(h) := ∂ F(h) = (Fij (h))
i,j =1 ∈ R
2 2 N N,N for the Hessian matrix of .F at h, with

respect to the standard basis of .R .N

Proof (of the AFI) We proceed by induction. The theorem has already been proved
in the cases where .n ∈ {2, 3}. Hence let .n ≥ 3 (or even .n ≥ 4) and assume the
theorem holds in smaller dimensions.
3 Geometric and Functional Inequalities 119

Let .P ∈ Pnn be a simple polytope and fix .Kn−3 := K4..n := (P4 , . . . , Pn ) with

n-polytopes .Pr ∈ a(P ) for .r = 4, . . . , n. Then the function .F : C(P ) → (0, ∞)
defined by

F(h) := V (P[h] [3], Kn−3 )

.

has the following properties.

(i) .F is .C ∞ and positively homogeneous of degree 3 on the open convex cone
.C(P ).

(ii) For .h ∈ C(P ), we have

3 (n−1) ( )
Fi (h) =
. V P[h] (ui )[2], Kn−3 (ui ) > 0,
n
where .Kn−3 (ui ) = (P4 (ui ), . . . , Pn (ui )). The derivative follows from an
explicit formula for the mixed volume of strongly isomorphic polytopes and
the symmetry of mixed volumes.
(iii) By the induction hypothesis, the AFI holds for the mixed volume .V (n−1) in
⊥
.u . Hence, since for .λ ∈ [0, 1] we have
i
( )
.P[(1−λ)h+λh' ] (ui ) = (1 − λ)P[h] + λP[h' ] (ui ) = (1−λ)P[h] (ui )+λP[h' ] (ui ),

1
the map .C(P ) e h |→ Fi (h) 2 is concave.
(iv) Let .J := {(i, j ) ∈ {1, . . . , N}2 : dim(P (ui ) ∩ P (uj )) = n − 2}. For .(i, j ) ∈ J
and .h ∈ C(P ), it follows from an explicit formula for the mixed volume of
strongly isomorphic polytopes that
3 2 1
Fij (h) =
. V (n−2)
n n − 1 sin (ui , uj )
/
( )
P[h] (ui ) ∩ P[h] (uj ), Kn−3 (ui , uj ) > 0,

where .Kn−3 (ui , uj ) = (P4 (ui ) ∩ P4 (uj ), . . . , Pn (ui ) ∩ Pn (uj )) and

./ (ui , uj ) ∈ (0, π ) denotes the angle enclosed by .ui and .uj , that is,
.cos / (ui , uj ) = <ui , uj > (as in the proof of Theorem 3.12 (a)). Note that

all these intersections are .(n − 2)-dimensional since .(i, j ) ∈ J . Further, we

have .Fii (h) < 0 and .Fij (h) = 0 if .(i, j ) ∈ {(r, s) ∈ {1, . . . , N }2 \ J : r /= s}.
Since any two facets are connected by a sequence of facets such that the
intersection of successive facets has dimension .n − 2, it follows that the matrix
.T F(h) is irreducible.
2

The following Lemma 3.42 shows that these properties imply that .C(P ) e h |→
1
F(h) 3 is concave. Now from the approximation Lemma 3.40 (d) and the continuity
of mixed volumes it follows that
1
L |→ V (L[3], K3 , . . . , Kn ) 3 ,
. L ∈ Kn ,
120 A. Colesanti and D. Hug

is a concave map, and therefore .f3 is concave for all convex bodies. Hence, AFI
holds in n-dimensional Euclidean space, which completes the induction step.
Lemma 3.42 Let .C ⊂ (0, ∞)N be an open, convex cone. Let .F : C → R be a
function of class .C 3 such that
(a) .F is positively 3-homogeneous,
1
(b) .C e h |→ Fi (h) 2 is concave and .Fi (h) > 0 for .h ∈ C,
(c) .T F(h) is irreducible and .Fij (h) ≥ 0 for .i /= j and .h ∈ C.
2

1
Then .C e h |→ F(h) 3 is a concave function.
In the proof of the analytic Lemma 3.42, the following fact from linear algebra,
which is based on a special case of the Perron–Frobenius theorem, is used. For
details, we refer to [43, Section 3.5].
Lemma 3.43 Let .M = (mij ) ∈ RN,N be symmetric, irreducible and such that
.mij ≥ 0 for .i /= j . Suppose that .v1 ∈ S
n−1
is a positive eigenvector of M with
corresponding eigenvalue .λ1 > 0. If M does not have any eigenvalues in .(0, λ1 ),
then

M ≤ λ1 v1 ⊗ v1 .
.

This completes the proof of the Aleksandrov–Fenchel inequality. u

n

3.3.3 Generalized Brunn–Minkowski and Minkowski

Inequalities

We already observed that the following theorem, which is a generalized version

of the Brunn–Minkowski inequality, is a consequence of the Aleksandrov–Fenchel
inequality.
Theorem 3.44 (GBMI) For .m ∈ {2, . . . , n} and .Km+1 , . . . , Kn ∈ Kn , let .K =
(Km+1 , . . . , Kn ). Then the map
1
.Kn e L |→ V (L[m], K) m

is concave.
From the inequalities derived up to this point, a variety of strong geomet-
ric inequalities can be deduced. For example, we obtain a general version of
Minkowski’s inequality.
3 Geometric and Functional Inequalities 121

Theorem 3.45 (GMI) For .m ∈ {2, . . . , n} and .K1 , K2 , Km+1 , . . . , Kn ∈ Kn , let

.K = (Km+1 , . . . , Kn ). Then

. V (K1 [m − 1], K2 , K)m ≥ V (K1 [m], K)m−1 V (K2 [m], K).

Proof Let .K = (Km+1 , . . . , Kn ). The function .fm defined by

1
fm (t) := V ((K1 + tK2 ) [m], K) m ,
. t ≥ 0,

is concave, and hence

1 1
fm' (t) |t=0+ =
. V (K1 [m], K) m −1 · m · V (K1 [m − 1], K2 , K) ≥ fm (1) − fm (0).
m
This and the GBMI for mixed volumes imply that
1
V (K1 [m], K) m −1 V (K1 [m − 1], K2 , K)
.

1 1
≥ V ((K1 + K2 ) [m], K) m − V (K1 [m], K) m
1 1 1
≥ V (K1 [m], K) m + V (K2 [m], K) m − V (K1 [m], K) m
1
= V (K2 [m], K) m ,

and hence
m−1 1
V (K1 [m − 1], K2 , K) ≥ V (K1 [m], K)
. m V (K2 [m], K) m ,

which is the required inequality. u

n

The GBMI and the GMI Are Essentially Equivalent

In fact, using the GMI and the Minkowski linearity of mixed volumes, we get

V ((K1 + K2 ) [m], K) = V ((K1 + K2 ) [m − 1], K1 + K2 , K)

.

= V ((K1 + K2 ) [m − 1], K1 , K) + V ((K1 + K2 ) [m − 1], K2 , K)

m−1 1
≥ V ((K1 + K2 ) [m], K) m V (K1 [m], K) m
m−1 1
+ V ((K1 + K2 ) [m], K) m V (K2 [m], K) m
m−1
( 1 1
)
= V ((K1 + K2 ) [m], K) m V (K1 [m], K) m + V (K2 [m], K) m ,

which yields the GBMI.

122 A. Colesanti and D. Hug

3.4 Lp Brunn–Minkowski Theory

In the beginning of this section we briefly describe the basics of the .Lp Brunn–
Minkowski theory. Thereafter we present the .Lp Brunn–Minkowski inequality, in
the case .p ≥ 1 and in the more delicate case .0 ≤ p < 1, and we focus in particular
on the so-called log-Brunn–Minkowski inequality, corresponding to the case .p = 0.

3.4.1 The Lp Addition

The .Lp Brunn–Minkowski theory is based on the .Lp addition of convex bodies,
introduced by Firey in [35], that we are now going to recall.
Throughout this part we will be working with convex bodies containing the
origin. Recall that

Kno = {K ∈ Kn : o ∈ K}.
.

Moreover, .Kn(o) denotes the family of convex bodies containing the origin in their
interior. Note that .K ∈ Kno if and only if .hK ≥ 0, and .K ∈ K(o) if and only if
.hK (x) > 0 for every .x /= o.

We start from the definition of p-means of non-negative numbers.

Definition 3.46 Let .t ∈ [0, 1].
. For .p > 0 and .a, b ≥ 0 we set

Mp (a, b; t) := ((1 − t)a p + tbp )1/p .

.

. For .p = 0 and .a, b > 0 we set

M0 (a, b; t) := a 1−t bt .
.

. For .p < 0 and .a, b > 0 we set

Mp (a, b; t) := ((1 − t)a p + tbp )1/p .

.

. For .p ≤ 0 and .a, b ≥ 0 such that .ab = 0, we set

Mp (a, b; t) := 0.
.

. For .a, b ≥ 0 we set

M∞ (a, b; t) := max{a, b};

. M−∞ (a, b; t) = min{a, b}.
3 Geometric and Functional Inequalities 123

Remark 3.47 Let .p, q ∈ [−∞, ∞] with .p ≤ q. For every .t ∈ [0, 1] and for every
a, b ≥ 0:
.

Mp (a, b; t) ≤ Mq (a, b; t).

.

Proposition 3.48 Let .p ≥ 1. For every .K, L ∈ Kno , and for every .α, β ≥ 0, the
function .h : Sn−1 → R+ defined by
( )1/p
h(x) = αhK (x)p + βhL (x)p
.

is 1-homogeneous and convex.

The proof of the previous result follows from basic properties of p-means; the
condition .p ≥ 1 is crucial for convexity.
Definition 3.49 Let .p ≥ 1. For .K, L ∈ Kno , and for .α, β ≥ 0, we define the .Lp -
linear combination of K and L, denoted by

α · K +p β · L,
.

through the relation

( p p )1/p
. hα·K+p β·L := αhK + βhL .

Note that .hα·K+p β·L ≥ 0, and therefore .α · K +p β · L ∈ Kno . Hence we have

a new algebraic structure on .Kn , for every .p ≥ 1. The standard case, i.e. that of
Minkowski addition, corresponds to .p = 1. A comment about notation: the product
“.·” depends on p like the sum “.+p ”. For simplicity, we avoid to indicate it explicitly
by a further index p.
Exercise 3.50 What is the .L2 addition of two orthogonal segments centered at the
origin in the plane?
The notion of .Lp addition is at the basis of the so-called .Lp Brunn–Minkowski
theory (or Brunn–Minkowski–Firey theory) of convex bodies. This theory began
with the work of Firey (see [35]), and it was then developed by Lutwak (starting
from [52]). The .Lp Brunn–Minkowski theory constitutes now an important part of
convex geometry; a recent survey can be found, for instance, in [59, Chapter 9].
Remark 3.51 Let .p, q ≥ 1, be such that .p ≤ q, and let .α, β ≥ 0, .K, L ∈ Ko .
Then, by Remark 3.47, we have

hα·K+p β·L ≤ hα·K+q β·L ,

.

whence

α · K +p β · L ⊂ α · K +q β · L
.
124 A. Colesanti and D. Hug

(clearly, in the previous relations, the symbol “.·” is the product corresponding to the
Lp addition on the left-hand side, and the product corresponding to the .Lq addition
.

on the right-hand side).

3.4.2 The First Variation of the Volume with Respect to the

Lp Addition and the Lp Surface Area Measure

In analogy with the formula which expresses the first variation of the volume with
respect to the Minkowski addition, (see formula (1.2) in Chap. 1), we present the
corresponding formula for the .Lp addition.
Theorem 3.52 Let .K, L ∈ Kno , and let .p ≥ 1. Then
f
V (K +p ε · L) − V (K) 1
. lim = hL (u)p hK (u)1−p dSn−1 (K, u).
ε→0+ ε p Sn−1
(3.21)

Note that the relation

p p p
hα·K+p β·L = αhK + βhL
.

tells us that the .Lp addition behaves linearly with respect to the pth power of support
functions. Hence formula (3.21) shows that the measure
1−p
hK (·)Sn−1 (K, ·)
.

is the first variation of the volume with respect to the .Lp addition. This measure
is called the .Lp surface area measure of K. A corresponding Minkowski-type
problem can be posed; for more details we refer the reader to [59, Chapter 9].

3.4.3 The Lp Brunn–Minkowski Inequality for p ≥ 1

Let .p ≥ 1. If .K ∈ Kno and .λ ≥ 0, then the support function of .λ · K is

hλ·K = λ1/p hK .
.

Hence the multiplication by a non-negative real number .λ in the .Lp sense, coincides
with the standard dilation of a factor .λ1/p . In particular this changes the degree of
homogeneity of the volume: for .K ∈ Kno and .λ ≥ 0,

. Vn (λ · K) = λn/p Vn (K).
3 Geometric and Functional Inequalities 125

Let us now see the .Lp version of the Brunn–Minkowski inequality.

Theorem 3.53 Let .p ≥ 1. Let .K0 , K1 ∈ Kno , and let .t ∈ [0, 1]. Then

V ((1 − t) · K0 +p t · K1 )p/n ≥ (1 − t)V (K0 )p/n + tV (K1 )p/n .

.

Proof Assume that .V (K0 ) = V (K1 ) = 1. By Remark 3.51, the monotonicity of

the volume and the classical Brunn–Minkowski inequality, we have:

V ((1 − t) · K0 +p t · K1 ) ≥ V ((1 − t)K0 + tK1 )

.
[ ]n
≥ (1 − t)V (K0 )1/n + tV (K1 )1/n
[ ]n/p
= (1 − t)V (K0 )p/n + tV (K1 )p/n .

Hence the inequality is proved under the assumption that .K0 and .K1 have volume
1. The general case follows from a standard argument based on homogeneity (see
also (3.13) and the related remark). u
n

3.4.4 The Case 0 ≤ p < 1 and the log-Brunn–Minkowski

Inequality

In this part we extend the definition of .Lp addition (or better, of .Lp -convex linear
combination) to the case .0 ≤ p < 1. The construction requires the notion of a Wulff
shape, also known as the Aleksandrov body.

Wulff Shape and Aleksandrov Body

With a continuous and non-negative function .f : Sn−1 → R we associate the set

.K[f ] := {x ∈ Rn : <x, u> ≤ f (u) for every u ∈ Sn−1 }.

Clearly, .K[f ] is closed and convex, being the intersection of closed half-spaces.
Moreover, as f is continuous on .Sn−1 , it is bounded; this implies that .K[f ] is
bounded. Note also that .o ∈ K[f ], since .f ≥ 0; if we assume that f is strictly
positive, then the origin is an interior point of K. We conclude that .∅ /= K[f ] ∈ Kn .
The convex body .K[f ] is called the Wulff shape or the Aleksandrov body of f .
It is easy to see that

hK[f ] ≤ f
.
126 A. Colesanti and D. Hug

and we have equality (for every point of .Sn−1 ) if and only if the 1-homogeneous
extension of f is a convex functions (i.e. f is a support function). .K[f ] can also be
characterized as follows: its support function is the largest 1-homogeneous convex
function which is bounded from above by f .

The Convex Linear Combination of Order p with p ≥ 0

Let .p ≥ 0, .K0 , K1 ∈ Kno , and .t ∈ [0, 1]. Set, for .u ∈ Sn−1 ,

ft (u) := Mp (hK0 (u), hK1 (u); t),

.

that is, .ft is the p-mean of the support functions of .K0 and .K1 (with weights .1 − t
and t). If .p < 1, in general this is not a support function. The p convex linear
combination of .K0 and .K1 is defined as

(1 − t) · K0 +p t · K1 := K[ft ].
.

In more explicit terms:

(1−t)·K0 +p t ·K1 = {x ∈ Rn : <x, u> ≤ Mp (hK0 (u), hK1 (u); t) for every u ∈ Sn−1 }.
.

Remark 3.54 If .p ≥ 1, .ft is a support function, so that this definition is consistent

with the one of .Lp addition provided before.
In the case .p = 0, we get

(1 − t) · K0 +0 t · K1 = {x ∈ Rn : <x, u> ≤ h1−t

.
K0 (u)hK1 (u) for every u ∈ S
t n−1
}.

This is the so-called log Minkowski convex linear combination of .K0 and .K1 .
Exercise 3.55 Let .K0 and .K1 be two orthogonal segments in the plane, centered at
the origin. What is
1 1
. · K0 +0 · K1 ?
2 2

The log-Brunn–Minkowski Inequality

In [18], Böröczky, Lutwak, Yang and Zhang proved the following version of the
Brunn–Minkowski inequality for the 0 addition, in the two-dimensional case.
Theorem 3.56 Let .K0 , K1 ∈ K2o be centrally symmetric with respect to the origin.
If .t ∈ [0, 1], then

V ((1 − t) · K0 +0 t · K1 ) ≥ V (K0 )1−t V (K1 )t .

. (3.22)
3 Geometric and Functional Inequalities 127

For .t ∈ (0, 1) equality holds if and only if .K0 and .K1 are dilates of each other, or
they are parallelograms with parallel sides.
Remark 3.57 Similarly to the case .p ≥ 1, by the monotonicity of p-means
with respect to p (see Remark 3.10), and by the definition of .Lp convex linear
combination for .p ≤ 1, we have the inclusion

. (1 − t) · K0 +0 t · K1 ⊂ (1 − t) · K0 +p t · K1

for every .K0 , K1 ∈ Kno , .t ∈ [0, 1], and .p ≥ 0. Hence, by a standard

homogeneity argument (see the proof of Theorem 3.53, (3.13) and the related
remark), inequality (3.22) implies, under the same assumptions on .K0 , K1 and t,
and for .n = 2, that

V ((1 − t) · K0 +p t · K1 )p/n ≥ (1 − t)V (K0 )p/n + tV (K1 )p/n ,

.

for every .p > 0.

Remark 3.58 The assumption of central symmetry is necessary (see [54]), even if
some extensions of this result to the non-symmetric case have been established (see
[64]).
Theorem 3.56 led to the following conjecture.
Conjecture 3.59 Let .p ∈ (0, 1). If .K0 , K1 ∈ Kn are centrally symmetric with
respect to the origin and .t ∈ (0, 1), then

. V ((1 − t) · K0 +p t · K1 )p/n ≥ (1 − t)V (K0 )p/n + tV (K1 )p/n .

In particular, in the limiting case .p = 0,

V ((1 − t) · K0 +0 t · K1 ) ≥ V (K0 )1−t V (K1 )t .

.

This conjecture has been intensively studied in recent years, and much progress
has been made. An updated survey on the state of the art can be found in [46].

3.4.5 The log-Brunn–Minkowski Inequality for Unconditional

Bodies

In this part we present a result due to Saroglou [58], which proves the validity of the
log-Brunn–Minkowski conjecture for unconditional convex bodies.
A convex body .K ∈ Kn is called unconditional if it is symmetric with respect to
all coordinate hyperplanes of .Rn :

x = (x1 , . . . , xn ) ∈ K
. ⇒ (±x1 , . . . , ±xn ) ∈ K,

for every possible choice of the signs “.+” and “.−”.

128 A. Colesanti and D. Hug

Theorem 3.60 If .K0 , K1 ∈ Kno are unconditional and .t ∈ [0, 1], then

V ((1 − t) · K0 +0 t · K1 ) ≥ V (K0 )1−t V (K1 )t .

.

Proof For general points .x, y ∈ Rn we denote their coordinates by .(x1 , . . . , xn ),

.(y1 , . . . , yn ). We set

K01−t K1t := {(±|x1 |1−t |y1 |t , . . . , ±|xn |1−t |yn |t ) : x ∈ K0 , y ∈ K1 }.

.

Again, all choices of the signs are considered; in particular, .K01−t K1t is symmetric
with respect to all coordinate hyperplanes. We will prove the following two facts:
(i)

(1 − t) · K0 +0 t · K1 ⊃ K01−t K1t ;
.

(ii)

V (K01−t K1t ) ≥ V (K0 )1−t V (K1 )t .

.

To prove the first inclusion, we start from

(1 − t) · K0 +0 t · K1 = {x ∈ Rn : <x, u> ≤ h1−t

.
K0 (u)hK1 (u) for every u ∈ S
t n−1
}.

Then, we need to prove that .z = (z1 , . . . , zn ) ∈ K01−t K1t implies, for .u ∈ Sn−1 ,

<z, u> ≤ h1−t

.
t
K0 (u)hK1 (u).

As .K01−t K1t , .K0 and .K1 are symmetric with respect to all coordinate hyperplanes, it
is sufficient to consider the case in which all coordinates of z and u are non-negative.
There exist .x = (x1 , . . . , xn ) ∈ K0 and .y = (y1 , . . . , yn ) ∈ K1 (which we may also
assume to have non-negative coordinates) such that, for .i ∈ {1, . . . , n},

zi = xi1−t yit .
.
3 Geometric and Functional Inequalities 129

Then

E
n
. <z, u> = xi1−t yit u1−t
i ui
t

i=1

E
n
= (xi ui )1−t (yi ui )t
i=1
( n )1−t ( )t
E E
n
≤ xi ui yi ui
i=1 i=1

= (<x, u>)1−t (<y, u>)t ≤ h1−t t

K0 (u)hK1 (u),

where we used Hölder’s inequality and the definition of support function. Hence we
have proved claim (i).
In order to prove claim (ii), let

Rn+ := {x = (x1 , . . . , xn ) : x1 ≥ 0, . . . , xn ≥ 0},

.

and let

.f := 1K0 ∩Rn , g := 1K1 ∩Rn , h := 1(K 1−t K t )∩Rn

+ + 0 1 +

(we recall that .1A is the standard indicator function of a set A). We also set

f¯(x̄) := f¯(x̄1 , . . . , x̄n ) = f (ex̄1 , . . . , ex̄n )ex̄1 +···+x̄n ,

.

and we give similar definitions for .ḡ = ḡ(ȳ) and .h̄ = h̄(z̄). By the definition of
K01−t K1t , it follows that
.

h̄(z̄) ≥ f¯1−t (x̄)ḡ t (ȳ)

.

for .x̄, ȳ ∈ Rn and .z̄ = (1 − t)x̄ + t ȳ. Then, by the Prékopa–Leindler inequality (see
Theorem 3.27),
f (f )1−t (f )t
. h̄(z̄) dz̄ ≥ f¯(x̄) dx̄ ḡ(ȳ) dȳ .
Rn R n
Rn

On the other hand, by a simple change of variable we see that

f f
. h̄(z̄) dz̄ = h(z) dz = V ((K01−t K1t ) ∩ Rn+ ),
Rn
R+
n
130 A. Colesanti and D. Hug

and, similarly,
f f
. f¯(x̄) dx̄ = f (x) dx = V (K0 ∩ Rn+ ),
Rn Rn+
f f
ḡ( ȳ) dȳ = g(y) dy = V (K1 ∩ Rn+ ).
Rn Rn+

This concludes the proof of (ii) and of the present theorem. u

n

3.5 Inequalities of Brunn-Minkowski Type for Variational

Functionals

In this section we present some functionals, coming from the world of calculus of
variations and elliptic PDE’s, which, when restricted to convex bodies, surprisingly
share some significant properties with the ordinary volume, including inequalities
of Brunn–Minkowski type, representation formulas, and variational formulas.
Our first and main example will be the electrostatic capacity; the second part of
the section is devoted to other well-known functionals.

3.5.1 The Electrostatic Capacity of a Convex Body

The standard definition (see, for instance, [47]) of the electrostatic capacity of a
convex body .K ∈ Kn , .n ≥ 3, is
{f }
. Cap(K) := inf |Tu(x)| dx : u ∈
2
Cc1 (Rn ), u ≥ 1 on K
Rn

(in the 2-dimensional case this notion is naturally replaced by logarithmic capacity,
see, for instance, [30]). Here .Cc1 (Rn ) denotes the set of functions in .C 1 (Rn ) with
compact support. For simplicity, let us assume that K has non-empty interior. Then
.Cap(K) can also be written as

f
. Cap(K) = |Tu(x)|2 dx
Rn \K

where u is the solution of the following exterior boundary value problem

⎧
⎨ Au = 0 in Rn \ K,
. u=1 on ∂K, (3.23)
⎩
lim|x|→∞ u(x) = 0.
3 Geometric and Functional Inequalities 131

The function u is uniquely determined (by problem (3.23) and by the maximum
principle), and it is called the equilibrium potential of K. Another consequence of
the maximum principle is that .0 ≤ u(x) ≤ 1 for every .x ∈ Rn \ K.
As a functional from .Kn to .R, the capacity has the following properties:
. it is continuous with respect to the Hausdorff metric;
. it is rigid motion invariant;
. it is homogeneous of degree .n − 2: for .K ∈ Kn and .λ ≥ 0,

. Cap(λK) = λn−2 Cap(K).

3.5.2 The Brunn–Minkowski Inequality for the Capacity

The electrostatic capacity satisfies an inequality of Brunn–Minkowski type, as

shown by the following result.
Theorem 3.61 Let .K0 , K1 ∈ Kn , .n ≥ 3, and let .t ∈ [0, 1]. Then

. Cap((1 − t)K0 + tK1 )1/(n−2) ≥ (1 − t) Cap(K0 )1/(n−2) + t Cap(K1 )1/(n−2) .

(3.24)

If .K0 , K1 ∈ Knn and equality holds in (3.24), then .K0 and .K1 are homothetic.
The previous theorem is due to Borell (see [15]), who proved (3.24), and to
Caffarelli, Jerison and Lieb (see [27]), who characterized equality conditions.
The similarity between (3.24) and the Brunn–Minkowski inequality for the
volume is clear. Both assert the concavity in .Kn of a certain functional, raised to
the reciprocal of its homogeneity order, with respect to the Minkowski addition.

Outline of a Proof of Theorem 3.61

Here we sketch a proof of the Brunn–Minkowski inequality for the capacity. The
complete argument can be found in [32].

Step 1. Let K be a convex body with non-empty interior in .Rn , .n ≥ 3, and let u
be the equilibrium potential of K, i.e. the solution to problem (3.23). Extend u to
be identically 1 on K. A simple consequence of the maximum principle is that

0<u<1
.

in .Rn \ K. Moreover, u is quasi-concave, i.e. its super-level sets are convex: for
every .s ∈ (0, 1)

{x ∈ Rn : u(x) > s} is convex

.

(see [49] and [32]).

132 A. Colesanti and D. Hug

Step 2. We have already seen some formulas which permit to compute .Cap(K)
in terms of u. Here is another one, which turns out to be useful in this argument:

. Cap(K) = lim c(n)u(x)|x|n−2 , (3.25)

|x|→∞

for some dimensional constant .c(n).

Step 3. Given .K0 , K1 ∈ Kn and .t ∈ [0, 1], let .u0 , .u1 and .ut be the equilibrium
potentials of .K0 , .K1 and .Kt := (1 − t)K0 + tK1 , respectively (extended as 1 on
.K0 , .K1 and .Kt , respectively). Starting from .u0 and .u1 we construct a function

.ũt : R → R as follows:
n

ũ(z) := sup{min{u0 (x), u1 (y)} : (1 − t)x + ty = z}.

. (3.26)

It can be easily seen that .ũt is the (uniquely determined) function such that, for
every .s ∈ [0, 1],

{ũt > s} = (1 − t){u0 > s} + t{u1 > s}.

.

In other words, the super-level sets of .ũt are the Minkowski convex linear
combinations of the corresponding super-level sets of .u0 and .u1 . In particular
we have

ũt = 1 on ∂K,
. and lim ũ(x) = 0. (3.27)
|x|→∞

Step 4. The most delicate part of the proof is to compare .ũt with the equilibrium
potential .ut of .Kt . This is done showing that .ũt is a viscosity sub-solution of the
Laplace equation in .Rn \ Kt :

Aũt ≥ 0
. in Rn \ Kt . (3.28)

In order to prove (3.28) one needs to evaluate and estimate the Hessian matrix of
.ũ at a point z, in terms of the Hessian matrices of .u0 at x and of .u1 at y, where
.x, y, z are such that .z = (1 − t)x + ty and

ũ(z) = u0 (x) = u1 (y).

.

The details can be found in [32].

Together with the boundary conditions in (3.23), (3.27) and the maximum
principle, we then deduce that

ũt ≤ ut
. (3.29)

in .Rn .
3 Geometric and Functional Inequalities 133

Step 5. By (3.29), (3.26) and (3.25), we deduce:

. Cap(Kt ) ≥ min{Cap(K0 ), Cap(K1 )}.

A standard homogeneity argument leads then to the Brunn–Minkowski inequal-

ity for capacity.

3.5.3 A Variational Formula for the Capacity and the

Corresponding Minkowski Problem

We start this part with a formula for capacity which parallels the representation
formula (1.1) for the volume.
Let .K ∈ Kn , and assume that it has non-empty interior. Let u be the equilibrium
potential of K. Then .Tu can be appropriately extended to almost every point of .∂K,
with respect to the .(n − 1)-dimensional Hausdorff measure restricted to .∂K, and the
extension is such that

Tu ∈ L2 (∂K).
.

We refer the reader to the article [47] for a detailed presentation of these facts. Hence
Cap
we can define a measure .Sn−1 (K, ·) on .Sn−1 , as follows: for every Borel subset .ω
of .Sn−1
f
Cap
.S
n−1 (K, ω) := |Tu(x)|2 dHn−1 (x).
−1
νK (ω)

−1
Recall that .νK is the Gauss map of K, and .νK (ω) is the set of points of .∂K where
the outer unit normal is defined, and it belongs to .ω.
The following property can be proved (if K has non-empty interior):
Cap
Sn−1 (K, ·) is not concentrated on any great subsphere of Sn−1 .
. (3.30)

Moreover, translation invariance of capacity implies that

f
Cap
. y dSn−1 (K, y) = 0. (3.31)
S n−1

The following two formulas can be found in the paper [47].

Proposition 3.62 Let .K ∈ Kn , .n ≥ 3, have non-empty interior, and let u be the
equilibrium potential of K. Then
f
1 Cap
. Cap(K) = hK (y) dSn−1 (K, y). (3.32)
n − 2 Sn−1
134 A. Colesanti and D. Hug

Moreover, for every .L ∈ Kn with non-empty interior,

f
Cap(K + εL) − Cap(L) Cap
. lim = n−1 hL (y) dSn−1 (K, y). (3.33)
ε→0+ ε S
Comparing (3.32) and (3.33) with the corresponding formulas that we have
Cap
seen for the volume, i.e. (1.1) and (1.2), it becomes clear that .Sn−1 (K, ·) is the
counterpart, for capacity, of the area measure. For this reason it is called the
capacitary area measure of K.
Remark 3.63 As in the case of the volume, (3.32) can be obtained from (3.33),
using the homogeneity of capacity. The proof of (3.33), as presented in [47], is first
made in the smooth case, where a (demanding) argument based on integration by
parts formulas is exploited. The general case is then achieved by approximation.
Based on the formulas provided in Proposition 3.62, Jerison (see [47]) considered
the Minkowski problem for electrostatic capacity, which requires to find a convex
body with prescribed capacitary area measure. A complete solution to this problem,
in terms of existence, uniqueness and regularity, was provided in [47]. We cover
Jerison’s existence and uniqueness result in the following statement.
Theorem 3.64 (Jerison) Let .n > 3 and let .μ be a non-negative Borel measure on
Sn−1 . Then .μ is the capacitary area measure of a convex body K if and only if
.

(a) .μ is not concentrated on any great sub-sphere of .Sn−1 and

(b) .μ is centered in the sense that
f
. y dμ(y) = 0.
Sn−1

Moreover, the convex body K is unique up to translations.

In dimension .n = 3 the corresponding statement is slightly different. It is
worth noting that, just as for the ordinary Minkowski problem, the uniqueness part
follows from the characterization of equality conditions in the Brunn–Minkowski
inequality (3.24).

3.5.4 The Torsion and the First Dirichlet Eigenvalue of the

Laplacian

In this section we present two more functionals defined on .Kn , namely the torsion
and the first Dirichlet eigenvalue of the Laplacian, which, like the capacity, have
several features in common with the volume. In particular,
(a) they satisfy an inequality of Brunn–Minkowski type;
3 Geometric and Functional Inequalities 135

(b) they admit a representation formula and a formula for the first variation, similar
to (3.32) and (3.33);
(c) a Minkowski-type problem has been posed and solved for these functionals.
As for the capacity, these functionals are classical examples in the calculus of
variations.

The Torsion

Let .K ∈ Kn , and assume that K has non-empty interior. The variational definition
of the torsion of K , denoted by .τ (K), is the following:
{f f }
K |Tu(x)| dx
2
1 1,2
. := inf (f )2 : u ∈ W0 (int(K)), |u(x)| dx > 0 .
τ (K) |u(x)| dx K
K

Here, following the standard notation, we denote by .W 1,2 (int(K)) the Sobolev space
of functions with (weak) gradient in .L2 (int(K)), and by .W01,2 (int(K)) the closure
of .Cc∞ (int(K)) with respect to the norm of .W 1,2 (int(K)). The previous minimum
problem admits in fact a minimizer u, which is the unique solution of the following
boundary value problem:
{
Au = −2 in int(K),
. (3.34)
u=0 on ∂K.

Then .τ (K) can be expressed as

f
τ (K) =
. |Tu|2 dx.
K

The torsion is rigid motion invariant, continuous with respect to the Hausdorff
metric, and homogeneous of order .n + 2: for .K ∈ Kn and .λ > 0,

τ (λK) = λn+2 τ (K).

.

The Brunn–Minkowski inequality for .τ was established by Borell (see [16]), and
equality conditions were characterized in [29].
Theorem 3.65 Let .K0 , K1 ∈ Kn and let .t ∈ [0, 1]. Then

τ ((1 − t)K0 + tK1 )1/(n+2) ≥ (1 − t)τ (K0 )1/(n+2) + tτ (K1 )1/(n+2) .

. (3.35)

If .K0 , K1 ∈ Knn and equality holds in (3.35), then .K0 and .K1 are homothetic.
136 A. Colesanti and D. Hug

As in the case of the capacity, the gradient of u admits an .L2 (∂K) extension to
.∂K, and we have the following formulas (see [31, Theorem 3.1]):

f
1
τ (K) =
.
τ
hK (y) dSn−1 (K, y);
n + 2 Sn−1

moreover, for every .L ∈ Kn with non-empty interior,

f
τ (K + εL) − τ (K)
. lim = n−1 hL (y) dSn−1
τ
(K, y).
ε→0+ ε S
τ (K, ·) is defined in a similar way as the
In the previous formulas, the measure .Sn−1
capacitary measure:
f
τ
.Sn−1 (K, ω) := |Tu(x)|2 dHn−1 (x),
−1
νK (ω)

for every Borel subset .ω of .Sn−1 .

Translation invariance and the condition that .int(K) /= ∅ imply that
τ
Sn−1
. (K, ·) is not concentrated on any great subsphere of Sn−1 ,
f
.
τ
y dSn−1 (K, y) = 0.
S n−1

τ (K, ·), which represents the first variation of .τ at K, induces a

The measure .Sn−1
Minkowski problem which has been solved in [31].
Theorem 3.66 Let .μ be a non-negative Borel measure on .Sn−1 . If
(a) .μ is not concentrated on any great sub-sphere of .Sn−1 and
(b) .μ is centered, i.e.
f
. y dμ(y) = 0,
Sn−1

then there exists a convex body K with non-empty interior such that
τ
Sn−1
. (K, ·) = μ(·).

Moreover, K is unique up to translations.

3 Geometric and Functional Inequalities 137

3.5.5 The First Dirichlet Eigenvalue of the Laplacian

Let .K ∈ Kn , and assume that K has non-empty interior. Consider the following
minimum problem for the so-called Rayleigh quotient:
{f f }
|Tu(x)|2 dx
λ(K) := inf
. f
K
:u∈W 1,2
(int(K)), 2
u (x) dx > 0 .
2
K u (x) dx K

There exists a minimizer u for this problem, which can be chosen to be the solution
of
⎧
⎨ Au = −λ(K)u in int(K),
. u>0 in K, (3.36)
⎩
u=0 on ∂K.

The (positive) number .λ(K) is called the first Dirichlet eigenvalue of the Laplacian.
It can be also characterized as the best constant .λ such that the following Poincaré
inequality,
f f
1
. u2 dx ≤ |Tu|2 dx
K λ K

is valid for every .u ∈ C 1 (int(K)), with compact support contained in .int(K).

As in the previous examples, it is a continuous and translation invariant functional
on .Kn ; it is homogeneous of order .−2.
The Brunn–Minkowski inequality for .λ has been proved by Brascamp and Lieb
in [23] (see also [16] for a different proof), while equality conditions have been
characterized in [29].
Theorem 3.67 Let .K0 , K1 ∈ Kn and let .t ∈ [0, 1]. Then

λ((1 − t)K0 + tK1 )−1/2 ≥ (1 − t)λ(K0 )−1/2 + tλ(K1 )−1/2 .

. (3.37)

If .K0 , K1 ∈ Knn and equality holds in (3.37), then .K0 and .K1 are homothetic.
Following the lines that we have seen for the capacity and for the torsion, a
Minkowski-type problem can be posed for .λ. This problem was firstly considered
by Jerison in [48], who proved the existence of a solution. Uniqueness was then
established in [29], based on the equality conditions in (3.37).
138 A. Colesanti and D. Hug

3.5.6 Remarks

. We have seen that the validity of the classical Brunn–Minkowski inequality goes
beyond convex sets. By this point of view, the picture for the functionals that we
have seen in this part is not complete. The Brunn–Minkowski inequality for the
torsion and for the first Dirichlet eigenvalue of the Laplacian can be extended to
non-convex sets (with sufficiently smooth boundary). A corresponding extension
for the capacity is an interesting open problem.
. The solutions to the boundary value problems (3.23), (3.34) and (3.36) inherit
specific qualitative properties from the convexity of the domain K (we have
already seen it in the case of the capacity). The capacitary equilibrium is quasi-
concave; the solution of (3.34) is power concave, the solution of (3.36) is
log-concave (see [29] for references about these results). It is interesting to
notice that the argument of many of the proofs of geometric properties of the
solutions, can be adapted to prove the Brunn–Minkowski inequality for the
relevant functionals.
. The results that we have seen in this section have been object of numerous
extensions. References to a first group of results, where Cap, τ or λ are replaced
by other variational functionals (like p-capacity, p-torsion, eigenvalues of other
elliptic operators), can be found in [29]. More recently, extensions where the
usual Minkowski addition is replaced by the p addition have been studied. The
literature in this area is rapidly growing; possible references are [50, 62, 65].

3.6 Brascamp–Lieb–Barthe Inequalities and Reverse

Isoperimetry

In this section, we discuss a dual pair of analytic inequalities which had a major
impact on convex geometry. Conversely, research in convexity has motivated to a
large extent the further development of these and related analytic inequalities.

3.6.1 Brascamp–Lieb and Barthe Inequalities

The following theorem combines two analytic-geometric inequalities which have

proved to be extremely useful and have inspired a lot of research. See Barthe [5] for
the following result, Brascamp, Lieb, Luttinger [22, 24, 51] for contributions which
inspired much of this work and Barthe, Wolff [7] for a recent account of the state of
the art. Many remarkable special cases will be discussed after the next theorem has
been stated. The first inequality will be addressed as the Brascamp–Lieb inequality
(BLI), the reverse inequality is the Barthe inequality (BI). The latter involves an
upper integral since the integrand on the left side need not be measurable in general.
An outline of the proof of Theorem 3.68 is given in Chapter of this volume.
3 Geometric and Functional Inequalities 139

Theorem 3.68 (General Brascamp–Lieb E and Barthe Inequality) For .i =

1, . . . , k, let .ci > 0, .ni ∈ N with . ki=1 ci ni = n. Let .Bi : Rn → Rni be linear
and surjective maps with Euclidean adjoint .Bi∗ : Rni → Rn . Let .fi : Rni → R be
integrable. Then

f || k (f )ci
1 ||
k
. fi (B i x) ci
dx ≤ √ f (x
i i ) dxi
Rn i=1 D i=1 Rni

and
f { k }
∗ || E
k
. sup fi (zi ) : x =
ci
ci Bi∗ zi , zi ∈R
ni
dx
Rn i=1 i=1

√ k (f
|| )ci
≥ D fi (xi ) dxi ,
i=1 Rni

where
⎧ (E ) ⎫
⎨ det k ∗ ⎬
i=1 ci Bi Ai Bi
.D := inf ||k : Ai ∈ Rpd (ni , ni )
⎩ ci ⎭
i=1 (det Ai )

and .Rpd (ni , ni ) are the positive definite (real) .ni × ni -matrices.

Remarks
n
. If ki=1 Ker(Bi ) /= {o}, then D = 0 and the stated inequalities hold trivially.
E
. If ni = n, Bi = In , ci = 1/pi and ki=1 1/pi = 1 and if fi is replaced by
1/c
fi i then BLI turns into Hölder’s inequality. In this situation we have D = 1.
To see this, one can use an inequality for determinants: Let Ai ∈ Rpd (n, n),
E
i = 1, . . . , k, and ci > 0 with ki=1 ci = 1. Then
( k )
E ||
k
. det ci Ai ≥ (det Ai )ci
i=1 i=1

with equality if and only if A1 = · · · = Ak .

. If k = 2, n1 = n2 = n, B1 = B2 = In , c1 = 1 − λ, c2 = λ with λ ∈ [0, 1],
we obtain the PLI from the BLI. Similarly, a multivariate version of the PLI is
obtained.
. Young’s convolution inequality is another special case of the BLI.
140 A. Colesanti and D. Hug

. Meanwhile continuous versions [6, 8, 25] and extensions to other spaces [9, 21]
have been dealt with by various authors, and a variety of arguments has been
developed in order to study the structure and to obtain generalizations of
Brascamp–Lieb and Barthe type inequalities and to resolve the problem of
obtaining a classification of the cases where equality occurs in these inequalities
(see [8, 11, 12, 28, 34]).
. From a geometric viewpoint, the following special rank one case is useful:
Choose ni = 1, let Bi : Rn → R be given by Bi (x) := <x, ui > for some ui ∈
Rn \ {o}, where span{u1 , . . . , uk } = Rn (otherwise D = 0). Let ci > 0 with
E k ∗ ∗
i=1 ci = n and Bi : R → R , Bi (t) = tui , which is the Euclidean adjoint
n

map of Bi . The preceding inequalities now take the form

f || k (f )ci
1 ||
k
. fi (<x, ui >) ci
dx ≤ √ fi (t) dt
Rn i=1 D i=1 R

and
f { } (f )ci
∗ ||
k E
k √ ||
k
. sup fi (zi ) : x =
ci
ci zi ui , zi ∈ R dx ≥ D fi (t) dt ,
Rn i=1 i=1 i=1 R

where
⎧ (E ) ⎫
⎨ det k
i=1 ci ai u i ⊗ ui ⎬
.D = inf ||k : ai > 0 .
⎩ ci ⎭
i=1 ai

Here we read ui ⊗ ui = <·, ui >ui as a linear map or as an n × n-matrix ui · uT

i .
If the vectors u1 , . . . , uk form a decomposition of the identity (by which we
mean that a relation of the form (3.38) holds), then we obtain that D = 1. This is
the special case described in the next theorem, which has been particularly useful in
geometric contexts.
Theorem 3.69 (Geometric Version) Let fi : R → [0, ∞) be measurable, ci > 0,
let ui ∈ Sn−1 for i = 1, . . . , k be distinct unit vectors, and suppose that

E
k
. ci ui ⊗ ui = id. (3.38)
i=1

Then
f ||
k k (f
|| )ci
. fi (<x, ui >) dx ≤
ci
fi (t) dt
Rn i=1 i=1 R
3 Geometric and Functional Inequalities 141

and
f { } k (f )ci
∗ ||
k E
k ||
. sup fi (zi ) : x =
ci
ci zi ui , zi ∈ R dx ≥ fi (t) dt .
Rn i=1 i=1 i=1 R

Remarks

. If k = n, then c1 = . . . = cn = 1 and u1 , . . . , un is an orthonormal basis. Hence

the inequalities turn into equalities.
. If equality holds in either inequality and none of the functions fi is identically
zero or a scaled version of a Gaussian, then there is an origin symmetric regular
cross polytope in Rn such that u1 , . . . , uk are among its vertices (see, e.g., Barthe
[5, 6] and Lutwak, Yang, Zhang [53]).
. Conversely, equality holds in these inequalities if each fi is a scaled version of
the same centered Gaussian, or if k = n and u1 , . . . , un form an orthonormal
basis.
. A thorough discussion of the rank one BLI can be found in Carlen, Cordero-
Erausquin [28]. The higher rank case, due to Lieb [51], is reproved and further
explored by Barthe [5], including a discussion of the equality case, and is
again carefully analyzed by Bennett, Carbery, Christ, Tao [11]. In particular,
see Barthe, Cordero-Erausquin, Ledoux, Maurey [9] for a review of the relevant
literature and an approach via Markov semigroups in a quite general framework.
. Barthe [5] provided concise proofs for the geometric form of the BLI (GeoBLI)
based on mass transportation (for a survey with selected applications, see Ball
[4]).
. The geometric form of the inequalities can be obtained by showing D = 1 as a
consequence of the assumed representation of the identity.
First, taking traces we get
( k )
E E
k E
k
n = Tr(id) = Tr
. ci ui ⊗ ui = ci Tr(ui ⊗ ui ) = ci ,
i=1 i=1 i=1

and span{u1 , . . . , uk } = Rn .
We show that D = 1. Choosing a1 = · · · = ak = a > 0, we get
( k ) ( )
E E
k
. det ci ai ui ⊗ ui = det a · ci ui ⊗ ui = an
i=1 i=1
142 A. Colesanti and D. Hug

and

||
k Ek
. aici = a i=1 ci = an,
i=1

√ E
hence D ≤ 1. Next we show that D ≥ 1. Set wi := ci ui . Then ki=1 wi ⊗wi = id
and thus
( k )
E ( )
.1 = det(id) = det wi ⊗ wi = det W W T , W := (w1 . . . wk ) ∈ Rn,k .
i=1

We set WI := det(wi : i ∈ I )2 for I ⊂ {1, . . . , k} with |I | = n, where k ≥ n,

and get
E
1 = det(W W T ) =
. WI . (3.39)
|I |=n

In the same way,

( k )
E E || ||
. det ai wi ⊗ wi = aI WI ≥ (aI )WI , aI := ai , (3.40)
i=1 |I |=n |I |=n i∈I

where (3.39) and the inequality of arithmetic and geometric means were used. The
exponent of ai in the product on the right side of (3.40) is given by
⎛ ⎞
E E E Ek
. WI = WI − WI = 1 − det ⎝ wj ⊗ wj − wi ⊗ wi ⎠
i∈I,|I |=n |I |=n i ∈I,|I
/ |=n j =1
) (
= 1 − det (In − wi ⊗ wi ) = 1 − 1 − |wi |2 = |wi |2 = ci .

This shows that also D ≥ 1.

Next we provide a direct argument for Theorem 3.69. We start with a lemma.
Assertion (i) of Lemma 3.70 has just been established in showing that D ≥ 1.
Lemma 3.70 Let ci > 0, let ui ∈ Sn−1 for i = 1, . . . , k be distinct unit vectors,
and suppose that

E
k
. ci ui ⊗ ui = id.
i=1
3 Geometric and Functional Inequalities 143

(i) For any t1 , . . . , tk > 0, we have

( )
E
k ||
k
. det ti ci ui ⊗ ui ≥ tici .
i=1 i=1

Ek
(ii) If z = i=1 ci θi ui for θ1 , . . . , θk ∈ R, then

E
k
|z|2 ≤
. ci θi2 .
i=1

Assertion (ii) can be seen from

(E √ √ )2
|z|4 =
. ci θi · ci <z, ui >
E E
≤ ci θi2 · ci <z, ui >2
E
= ci θi2 · |z|2 .

For the proof of Theorem 3.69 we first assume that each fi is a positive
continuous probability density. Let g(t) = e−π t for t ∈ R be the Gaussian density.
2

For i = 1, . . . , k, we consider the transportation map Ti : R → R satisfying

f t f Ti (t)
. fi (s) ds = g(s) ds.
−∞ −∞

It is easy to see that Ti is bijective, differentiable and

fi (t) = g(Ti (t)) · Ti' (t),

. t ∈ R. (3.41)

To these transportation maps, we associate the smooth transformation o : Rn → Rn

given by

E
k
o(x) =
. ci Ti (<ui , x>) ui , x ∈ Rn ,
i=1

which satisfies

E
k
do(x) =
. ci Ti' (<ui , x>) ui ⊗ ui .
i=1

In this case, do(x) is positive definite and o : Rn → Rn is injective.

144 A. Colesanti and D. Hug

Therefore, using first (3.41), then Lemma 3.70 (i) with ti = Ti' (<ui , x>), the
definition of o and Lemma 3.70 (ii), and finally the transformation formula, the
following argument leads to the BLI

f ||
k
. fi (<ui , x>)ci dx
R
n
i=1
f ( k )( )
|| ||
k
= g(Ti (<ui , x>)) ci
Ti' (<ui , x>)ci dx
Rn i=1 i=1
f ( k ) ( k )
|| E
−π ci Ti (<ui ,x>)2
≤ e det ci Ti' (<ui , x>) ui ⊗ ui dx
Rn i=1 i=1
f
e−π |o(x)| det (do(x)) dx
2
≤
R n
f
e−π |y| dy = 1.
2
≤
R n

The BLI for arbitrary non-negative integrable functions fi follows by scaling and
approximation.
For the reverse BLI (BI), we consider the inverse Si of Ti , and hence
f t f Si (t)
. g(s) ds = fi (s) ds,
−∞ −∞

whence

g(t) = fi (Si (t)) · Si' (t),

. t ∈ R. (3.42)

In addition,

E
k
dw(x) =
. ci Si' (<ui , x>) ui ⊗ ui
i=1

holds for the smooth transformation w : Rn → Rn given by

E
k
w(x) =
. ci Si (<ui , x>) ui , x ∈ Rn .
i=1

In particular, dw(x) is positive definite and w : Rn → Rn is injective.

3 Geometric and Functional Inequalities 145

Therefore, the transformation formula, Lemma 3.70 (i), and (3.42) imply that

f ∗ ||
k
. sup fi (θi )ci dx
R
n E
x= ki=1 ci θi ui i=1
⎛ ⎞
f ∗ ||
k
≥ ⎝ sup fi (θi )ci ⎠ det (dw(y)) dy
Rn E
w(y)= ki=1 ci θi ui i=1

f ( k ) ( k )
|| E
≥ fi (Si (<ui , y>)) ci
det ci Si' (<ui , y>) ui ⊗ ui dy
Rn i=1 i=1
f ( k )( )
|| ||
k
≥ fi (Si (<ui , y>)) ci
Si' (<ui , y>)ci dy
Rn i=1 i=1
f ( k ) f
||
e−π |y| dy = 1.
2
= g(<ui , y>) ci
dy =
Rn
i=1 R n

The BI for arbitrary non-negative integrable functions fi follows by scaling and

approximation.
Example (Application of the BI, Lower Bound E for the Volume of a Zonotope)
Let c1 , . . . , ck > 0, let u1 , . . . , uk ∈ Sn−1 with ki=1 ci ui ⊗ ui = id. Furthermore,
let β1 , . . . , βk > 0 be given. We claim that
( k ) k ( )ci
E || βi
V
. βi [−ui , ui ] ≥ 2n .
ci
i=1 i=1

For the proof, we consider for i ∈ {1, . . . , k} the indicator function fi (t) :=
1[−βi /ci ,βi /ci ] (t), t ∈ R, which is 1 if t ∈ [−βi /ci , βi /ci ] and zero otherwise. If
x ∈ Rn is such that
{ k }
|| E
k
.1 = sup fi (zi ) : x = ci zi ui , zi ∈ R
ci

i=1 i=1
{ }
||
k E
k
= sup 1[−βi ,βi ] (zi ci ) : x = ci zi ui , zi ∈ R ,
i=1 i=1
146 A. Colesanti and D. Hug

Ek
then x ∈ i=1 βi [−ui , ui ]. Hence we deduce from BI that
( k ) f { }
E ∗ ||
k E
k
V
. βi [−ui , ui ] ≥ sup fi (zi ) : x =
ci
ci zi ui , zi ∈ R dx
i=1 Rn i=1 i=1
k (f
|| )ci m (
|| ) k ( )ci
||
2βi ci βi
≥ fi (t) dt = =2 n
.
i=1 R i=1
ci
i=1
ci

Equality holds if and only if k = n, the vectors u1 , . . . , un form an orthonormal

basis and c1 = · · · = cn = 1.
Example (Application of the BLI, Upper Bound for the E Volume of a Gauge
Body) Let c1 , . . . , ck > 0, let u1 , . . . , uk ∈ Sn−1 with ki=1 ci ui ⊗ ui = id.
Furthermore, let α = (α1 , . . . , αk ) with αi > 0 for i = 1, . . . , k and 1 ≤ p < ∞ be
given. Then

{ } p1
E
k
||x||α,p :=
. αi |<ui , x>| p
, x ∈ Rn ,
i=1

defines a norm with unit ball (gauge body) K, that is,

K := {x ∈ Rn : ||x||α,p ≤ 1},
.

in particular || · ||α,p = || · ||K . The body K depends on various parameters. In the

special case p = 1, k = n, we have c1 = · · · = cn = 1 and u1 , . . . , un is an
orthonormal basis of Rn . Then
{ }
−1 −1
.K = conv ±α
1 u1 , . . . , ±αn un

is a cross polytope with volume

2n
V (K) =
. (α1 · · · αn )−1 .
n!
For general parameters, we now provide the sharp upper bound
( )n
2n r 1 + p1 || k ( ) ci
ci p
.V (K) ≤ ( ) ,
r 1 + pn αi
i=1

for which equality is achieved in the above special case of a cross polytope.
3 Geometric and Functional Inequalities 147

To verify this, we first derive a general representation for the volume of a convex
body K which contains the origin in its interior. We claim that
f
1 ( p)
V (K) =
. ( ) exp −||x||K dx (3.43)
r 1+ n R
n
p

for p > 0 and K ∈ Kn with o ∈ int(K).

For a convex body K containing the origin o in its interior, the radial function
ρ(K, ·) : Rn \ {o} → (0, ∞) is defined by ρ(K, x) := max{s ≥ 0 : sx ∈ K} for
x ∈ Rn \ {o}. Hence we have ρ(K, x) = 1/||x||K for x ∈ Rn \ {o}. Using polar
coordinates, the radial function ρ(K, ·) of K and the (n − 1)-dimensional Hausdorff
measure Hn−1 restricted to Sn−1 , we get
f f f ∞
{ p} { p}
. exp −||x||K dx = exp −||ru||K r n−1 dr dHn−1 (u)
Rn S n−1
0
f f ∞ { p}
= exp −r p ||u||K r n−1 dr dHn−1 (u)
S n−1 0
f f ∞
||u||−n e−s s n−1 ds
n−1 p
= K dH (u)
S n−1
0
f f ∞ p−1
n−1
1 −
= ρ(K, u)n dHn−1 (u) e−t t p
pt
p dt
S n−1
0
f ∞ n
−1
= nV (K) p1 e−t t p dt
0
( ) ( )
= n
pr
n
p V (K) = V (K)r 1 + pn ,

which yields the asserted representation for the volume of K.

Now, for i ∈ {1, . . . , k}, we consider
{ }
αi p
.fi (t) := exp − |t| , t ∈ R.
ci
148 A. Colesanti and D. Hug

Using (3.43) and BLI, we get

f { }
1 E
k
V (K) =
. ( ) exp − αi |<ui , x>| p
dx
r 1 + pn Rn i=1

f || k
1
= ( ) fi (<ui , x>)ci dx
r 1+ p
n R n
i=1

m (f
|| )ci
1
≤ ( ) fi (t) dt
r 1+ n
i=1 R
p
[ ( )1 ( )]ci
1 ||
k
ci p 1
= ( ) 2 r 1+ ,
r 1 + pn i=1 αi p

E
which yields the claim since ki=1 ci = n.
Again equality holds if and only if K is a cross polytope.

3.6.2 Reverse Isoperimetric Problem

In this section, we consider n-dimensional compact convex sets in .Rn . The class
of these bodies was denoted by .Knn . It has already been emphasized that the
isoperimetric ratio .S(K)n /V (K)n−1 is minimized among all .K ∈ Knn by Euclidean
balls, but the functional .S n /V n−1 on .Knn is clearly unbounded from above. This
can be seen, for .n = 2, by considering a sequence of rectangles with increasingly
larger aspect ratios. To prevent such a degeneration, we consider for each convex
body .K ∈ Knn a transformation of K by an invertible linear map for which the
isoperimetric ratio is as small as possible. More formally, we define
{ }
S(oK)n
. ir(K) := inf : o ∈ GL(n) .
V (oK)n−1
Here the minimization is over all bijective linear transformations (translations are
irrelevant, since volume and surface area are translation invariant).
The new functional .ir(·) has the following properties:
. .ir is affine invariant, upper semi-continuous and hence attains its maximum.
. Petty [55] (see also Giannopoulos, Papadimitrakis [37]) has shown the following
facts: The infimum is attained, in fact, there is a unique .K0 ∈ {oK : o ∈ GL(n)},
the .GL(n) class of K, such that

S(K0 )n
. ir(K) = .
V (K0 )n−1
3 Geometric and Functional Inequalities 149

The minimizer is characterized by the isotropy condition

f
S(K0 )
. u ⊗ u dSn−1 (K0 , u) = id.
S
n−1 n

The determination of the maximum for the new functional .ir(·) and of its
extremizers turned out to be an inspiring problem. In the Euclidean plane, the
solution was achieved by elementary geometric arguments (see Gustin [41] and
Behrend [10]). In the following, we write .T2 for a regular triangle and .W2 for a
square in .R2 . Since the functionals under consideration are affine invariant, we can
assume that .T2 and .W2 are circumscribed to the unit ball .B 2 .
Theorem 3.71 (Gustin, Behrend (Symmetric Case))
(a) If .K ∈ K22 , then

. ir(K) ≤ ir(T2 ).

Equality holds if and only if K is a triangle.

(b) If .K ∈ K22 and .K = −K, then

. ir(K) ≤ ir(W2 ).

Equality holds if and only if K is a parallelogram.

A careful analysis of the arguments of Gustin [41] and Behrend [10] shows that
the previous result can be strengthened by providing a quantitative improvement
(see Böröczky, Hug [17] and Böröczky, Fodor, Hug [19] for the symmetric case).
To state these classical (and then also more recent) results, we first need suitable
notions of distance which allow us to quantify to which extent two convex bodies
deviate from each other. Such a measure of deviation should not change if one of the
two bodies is replaced by its image under an invertible affine transformation (in the
case of origin symmetric bodies we consider images under invertible linear maps),
so as to reflect the invariance of the functionals under consideration. For general
.K, L ∈ Kn , we define the (geometric) Banach–Mazur distance of K and L by
n

δBM (K, L):= log min{λ≥1 : K − x⊂o(L − y) ⊂ λ(K − x), o∈ GL(n), x, y∈Rn }.
.

If .K, L ∈ Knn are both symmetric with respect to the origin, that is, if .K = −K and
.L = −L, this definition simplifies, and we arrive at

.δBM (K, L) = log min{λ ≥ 1 : K ⊂ oL ⊂ λK, o ∈ GL(n)}.

Another way to quantify the distance between convex bodies is obtained by

modifying the symmetric difference metric which measures the volume deviation of
two sets. For convex bodies .K, L ∈ Knn , we denote by .KAL := (K \ L) ∪ (L \ K)
150 A. Colesanti and D. Hug

the symmetric difference of K and L. The usual symmetric difference metric of K

and L is defined as the volume of .KAL. To obtain an affine invariant measure of
deviation, as described above, we set .αK := V (K)−1/n , .αL := V (L)−1/n and then
define
{ }
δvol (K, L) := min Hn (o(αK K)A(x + αL L)) : o ∈ SL(n), x ∈ Rn .
.

If K and L are origin symmetric, the translations in the definition of .δvol (K, L) are
omitted.
These definitions induce metrics on the affine equivalence classes of convex
bodies, where two convex bodies .K, L ∈ Knn are said to be affinely equivalent,
if .K = αL for an invertible affine transformation .α of .Rn (in the case of origin
symmetric convex bodies, we consider linear equivalence classes). We refer to [17,
Lemma 8.2] and the literature cited there for relations between .δvol and .δBM .
Theorem 3.72 (Böröczky, Hug and Böröczky, Fodor, Hug (Symmetric Case))

(a) Let .K ∈ K22 , and let .ε ∈ [0, 1/72). If .δBM (K, T2 ) ≥ 72 ε, then

. ir(K) ≤ (1 − ε) ir(T2 ).

(b) Let .K ∈ K22 be origin symmetric, and let .ε ∈ [0, 1). If .δvol (K, W2 ) ≥ ε or
.δBM (K, W2 ) ≥ ε, then

( ε )
. ir(K) ≤ 1 − ir(W2 ).
54

It turned out that the corresponding problems in dimensions .n ≥ 3 were much

more challenging and required new ideas and tools from geometric functional
analysis. In fact they remained completely open until Keith Ball [1, 2] discovered
the connection between the geometric Brascamp–Lieb inequality, volume ratios
and the reverse isoperimetric problem. K. Ball managed to establish the higher-
dimensional inequalities for .ir(·) and resolved various other (related) geometric
extremal problems. However, the characterization of the equality cases had to wait
until F. Barthe resolved the equality cases in the geometric form of BLI and BI [5],
as stated in Theorem 3.69.
Since certain associated ellipsoids play a crucial role in the resolution of the
reverse isoperimetric problem (and in fact in many other contexts as well), we next
define two of them. For a given convex body .K ∈ Knn , the maximal (with respect
to volume) inscribed ellipsoid is usually called the John ellipsoid .EJ (K) of K, the
minimal (with respect to volume) circumscribed ellipsoid is the Loewner ellipsoid
.EL (K) of K.
3 Geometric and Functional Inequalities 151

Theorem 3.73
(a) For each .K ∈ Knn there is a unique ellipsoid .EJ (K) which is contained in K
and has maximal volume among all ellipsoids contained in K.
(b) For each .K ∈ Knn there is a unique ellipsoid .EL (K) which contains K and has
minimal volume among all ellipsoids containing K.
(c) Both ellipsoids are affinely associated with K, that is, if .α is an invertible affine
transformation of .Rn and .K ∈ Knn , then .EJ (αK) = αEJ (K) and .EL (αK) =
αEL (K).
Next we state John’s classical result [44] (see also [3, Proposition 1]) which
provides necessary and sufficient conditions which ensure that the unit ball is the
John ellipsoid (the Loewner ellipsoid) of .K ∈ Knn . These conditions involve the
common contact points of the unit sphere and the boundary of K.
Theorem 3.74 (F. John, K. Ball)
(a) Let .K ∈ Knn and .EJ (K) = B n . Then there are .s ∈ N with .n + 1 ≤ s ≤
2 n(n + 3), .c1 , . . . , cs > 0 and .u1 , . . . , us ∈ S ∩ ∂K such that
1 n−1

E
s E
s
. ci ui = o and ci ui ⊗ ui = id. (3.44)
i=1 i=1

The converse is also true. If ⊂ K and there are .s, ci , ui as above, then
.B
n

EJ (K) = B n .
.

(b) If .K = −K, then the centeredness condition is omitted and .n ≤ s ≤ 12 n(n + 1).
(c) An analogous result holds for the Loewner ellipsoid. Moreover, .EJ (K) = B n if
and only if .EL (K ◦ ) = B n , where .K ◦ is the polar body of K.
In honor of Fritz John, the decomposition of the identity in (3.44) has been
called John decomposition (of the identity). Various proofs for Theorem 3.74 and
characterization results of John-type for general pairs of convex bodies have been
suggested (see, e.g., Gordon, Litvak, Meyer, Pajor [38] and Gruber, Schuster [40]).

3.6.3 Volume Ratios and Reverse Isoperimetry

For a given convex body .K ∈ Knn , we consider the inner and the outer volume ratio
( )1 ( )1
V (K) n V (EL (K)) n
. vr(K) := , VR(K) := .
V (EJ (K)) V (K)
Clearly, the functionals .vr and .VR are
. bounded from below by 1 (sharp) and bounded from above,
. affine invariant,
. continuous.
152 A. Colesanti and D. Hug

The following theorem solves the problem of maximizing the volume ratio
vr. The result is due to Ball [1, 2], the characterization of the equality cases is
.

due to Barthe [5]. We write .[K] for the class of all convex bodies which are
affinely equivalent to K (that is, which are obtained from K by an invertible
affine transformation). We write .Tn for a regular simplex circumscribed to the
unit ball .B n and .Qn for a cube circumscribed to .B n . Hence the class .[Tn ]
contains all n-dimensional simplices and the class .[Qn ] contains all n-dimensional
parallelepipeds.
Theorem 3.75 (Volume Ratios, Ball, Barthe)
(a) If .K ∈ Knn , then .vr(K) ≤ vr(Tn ) with equality if and only if .[K] = [Tn ].
(b) If .K ∈ Knn and .K = −K, then .vr(K) ≤ vr(Qn ) with equality if and only if
.[K] = [Qn ].

Proof We start with the easier part (b). We show: If .K = −K, .EJ (K) = B n and
.Qn is a cube centred at o with edge length 2, then

V (K) ≤ V (Qn ) = 2n .
.

In fact, by the characterization theorem for .EJ (K) we get .k ≥ n, .c1 , . . . , ck > 0
and vectors .u1 , . . . , uk ∈ Sn−1 ∩ ∂K with

E
k
. ci ui ⊗ ui = id and ui ∈
/ {±uj : j /= i} for i = 1, . . . , k.
i=1

nk − (u , 1),
By elementary geometry .K ⊂ i=1 H i and by symmetry even

n
k n
k
K⊂
. H − (ui , 1) ∩ H − (−ui , 1) =: L. (3.45)
i=1 i=1

Consider .fi := 1[−1,1] : R → [0, ∞) for .i = 1, . . . , k.

Then for .y ∈ Rn we get

||
k ||
k
1L (y) =
. 1[−1,1] (<y, ui >) = fi (<y, ui >)ci .
i=1 i=1
3 Geometric and Functional Inequalities 153

Hence, first using (3.45) and then Theorem (3.69), we deduce that

f ||
k
V (K) ≤ V (L) =
. fi (<x, ui >)ci dx
R n
i=1
k (f
|| )ci
≤ fi (t) dt
i=1 R

||
k
= 2ci = 2n . (3.46)
i=1

If .V (K) = 2n , then .(3.46) must hold with equality. Since .fi /≡ 0 and .fi are not
Gaussian, the equality condition in the geometric BLI (due to Barthe) implies that
.k = n and .u1 , . . . , un are an orthonormal basis of .R , hence .L = Qn . On the other
n

hand, .K ⊂ Qn and .V (K) = V (Qn ). This finally shows that .K = Qn .

Now we turn to part (a). Let .K ∈ Knn and .EJ (K) = B n . We show that .V (K) ≤
V (Tn ), where .Tn is a regular simplex circumscribed to .B n .
By Theorem 3.73 (a), there are .k ≥ n + 1, .c1 , . . . , ck > 0 and .u1 , . . . , uk ∈
Sn−1 ∩ ∂K with
E
k E
k
. ci ui = o and ci ui ⊗ ui = id.
i=1 i=1
n
In particular, .K ⊂ ki=1 H − (ui , 1) =: L. We show that .V (L) ≤ V (Tn ).
For this, we define for .i = 1, . . . , k
/ ( )
n 1 n+1
.vi := −ui , √ ∈ Rn+1 , di := ci .
n+1 n n
E
It can be checked easily that .|vi |2 = 1, . ki=1 di = n + 1 and

E
k
. di vi ⊗ vi = idRn+1 .
i=1

For .i = 1, . . . , k, we consider the functions

{
e−t , t ≥ 0,
fi : R → [0, ∞),
. t |→
0, t < 0,

and define
||
k
F (x) :=
. fi (<vi , x>)di , x ∈ Rn+1 .
i=1
154 A. Colesanti and D. Hug

Theorem (3.69) yields

f k (f
|| )di
. F (x) dx ≤ fi (t) dt = 1. (3.47)
Rn+1 i=1 R

We next determine the value of the left side of (3.47) by means of Fubini’s theorem.
For this we write

x = (y, r) ∈ Rn × R ∼
. = Rn+1

such that
/
r n
<vi , x> = √
. − <ui , y>.
n+1 n+1

For each .y ∈ Rn there is a .j ∈ {1, . . . , k} with .<uj , y> ≥ 0. In fact, if not then
.<ui , y> < 0 for .i = 1, . . . , k, hence

/ k \
E
k E
0>
. ci <ui , y> = ci ui , y = 0, a contradiction.
i=1 i=1

Consider .x = (y, r) ∈ Rn+1 . If .r < 0, then .<vj , x> < 0 for some .j ∈ {1, . . . , k},
and hence .F (x) = 0. If .r ≥ 0, then .F (x) /= 0 if and only if .<vj , x> ≥ 0 for
.j = 1, . . . , k, hence if and only if

r r
<uj , y> ≤ √
. for j = 1, . . . , k or y ∈ √ L.
n n

Observe that for .x = (y, r) with .r ≥ 0 and .y ∈ √r L

n
we have

{ }
E
k { √ }
F (x) = exp −
. di <vi , x> = exp −r n + 1 .
i=1

Hence by Fubini’s theorem we get

f f ∞f
1≥
. F (x) dx = F (y, r) dy dr
Rn+1 0 √r L
n
f ∞f { √ }
= exp −r n + 1 dy dr
0 √r L
n
f ∞ √
rn −r n+1
= V (L)e dr
0 nn/2
3 Geometric and Functional Inequalities 155

( )n f ∞ ( )n
1 2 t dt
= V (L) √ e−t √
n 0 n + 1 n +1
n!
= V (L) · n n+1
n (n + 1)
2 2

V (L) V (K)
= n
≥ .
V (T ) V (T n )

If .V (K) = V (Tn ), then also .V (L) = V (Tn ), and equality must hold in (3.47).
Hence .v1 , . . . , vk are among the vertices of an origin symmetric regular cross
polytope in .Rn+1 . This yields .k = n + 1 and .v1 , . . . , vn+1 is an orthonormal basis in
.R
n+1 . From .<v , v > = δ it follows that .<u , u > + 1 = 0 for .i /= j , hence .L = T .
i j ij i j n n
Since also .K ⊂ L and .V (K) = V (L), we conclude that .K = L = Tn . u
n
Similar results hold for outer volume ratios. Then the analysis is based on the BI.
Having resolved the extremal problem for the volume ratio, it is now surprisingly
easy to resolve also the reverse isoperimetric problem.
Theorem 3.76 (Reverse Isoperimetric Inequality, Ball, Barthe)
(a) If .K ∈ Knn , then .ir(K) ≤ ir(Tn ) with equality if and only if .[K] = [Tn ].
(b) If .K ∈ Knn and .K = −K, then .ir(K) ≤ ir(Qn ) with equality if and only if
.[K] = [Qn ].

Proof
(a) Let .K ∈ Knn and choose an affine transformation .α of .Rn such that .αEJ (K) =
B n = EJ (αK) ⊂ αK. Then

V (αK + εB n ) − V (αK)
S(αK) = lim
.
ε↓0 ε
V (αK + εαK) − V (αK)
≤ lim
ε↓0 ε
(1 + ε)n − 1
= V (αK) lim =
ε↓0 ε
n−1 1
= V (αK)n = V (αK) n nV (αK) n
n−1 1
≤ V (αK) n nV (Tn ) n ,

where we used the preceding theorem on volume ratios for the last inequality.
Hence

S(αK)n S(Tn )n
. ir(K) ≤ ≤ nn
V (T n ) = = ir(Tn ).
V (αK)n−1 V (Tn )n−1
156 A. Colesanti and D. Hug

If .ir(K) = ir(Tn ), then in particular .V (αK) = V (Tn ), and hence .vr(K) =

vr(Tn ). It follows that .[K] = [Tn ].
The argument for (b) is similar. u
n
For the reverse isoperimetric problem, quantitative improvements have been
studied by Böröczky, Hug [17] and Böröczky, Fodor, Hug [19] (see also the related
investigation [20]). From these works, we mention one particular result.
Theorem 3.77 (Böröczky, Hug) Let .K ∈ Knn with .EJ (K) = B n , and let .ε ∈
(0, 1). If .δvol (K, T n ) ≥ ε, then

S(K)n 4 S(T )
n n
. ≤ (1 − γ ε ) ,
V (K)n−1 V (T n )n−1

where one may choose .γ = n−250n .

A similar result holds for the Banach–Mazur distance. In Böröczky, Fodor, Hug
[19] the symmetric case is treated. Results for .Lp zonoids and their polars (of even
isotropic measures) have been obtained by Böröczky, Fodor, Hug [19, 20].

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Chapter 4
Dualities, Measure Concentration and
Transportation

Shiri Artstein-Avidan

Abstract In these three lectures we shall review and discuss in detail the fascinating
connection between duality transforms (mainly Legendre and polarity, but also those
associated with other cost functions), measure transportation, cost sub-gradient
mappings and concentration inequalities. The topics of the three letures are:

1. Introduction
2. Transportation of measure
3. Concentration of measure

4.1 Lecture I: A Short Introduction

In the introductory lecture we review some background topics that put the main
subjects of the course in context, and these are measure transportation—the topic of
the second lecture, and measure concentration—the topic of the third one.
The two main objects of study are convex bodies and convex functions. One
could offer a whole semester working only on the basic facts about these objects, as
there is a vast literature, in particular the textbooks of Schneider [48], Gruber [27],
Gardner [26], Hug and Weil [30] and my books with Giannopoulos and Milman [6]
and [8]. The topic of duality, present in the title of our lecture series, will be present
throughout the talks as a connecting theme, to which we point every now and again.
We start with a few facts, and even fewer proofs, which will put the main topic of
the course in context, and are useful and beautiful on their own right. Let us mention
that the intersection of this lecture with the other courses of this program is quite
large, but one should see this, hopefully, not as a bug but rather as a feature, helping
readers absorb the material better.

S. Artstein-Avidan (O)
Tel Aviv University, Tel Aviv, Israel
e-mail: [email protected]

© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 159
A. Colesanti, M. Ludwig (eds.), Convex Geometry, C.I.M.E. Foundation Subseries
2332, https://doi.org/10.1007/978-3-031-37883-6_4
160 S. Artstein-Avidan

Fig. 4.1 Non-convex sums versus homothety

4.1.1 The Brunn–Minkowski Inequality

The Minkowski sum of two sets is defined by .A + B = {x + y : x ∈ A, y ∈ B}.

Usually, we assume that A and B are convex bodies. One good reason to do this is
that for general sets it need not be the case that .A + A = 2A = {2x : x ∈ A}, as one
can see in Fig. 4.1. However, the Brunn–Minkowski inequality, which we formulate
next, holds for any measurable pair of sets, and since the proof is simple also for
such a general case, this is the way we formulate it here.
Theorem 4.1 (Brunn–Minkowski Inequality) Let .A, B, C ⊆ Rn be non-empty
and Lebesgue measurable and assume that .C ⊇ A + B. Then

Vol(C)1/n ≥ Vol(A)1/n + Vol(B)1/n .

.

(usually one assumes that .A + B measurable as well, and writes .Vol(A + B)1/n ≥
Vol(A)1/n + Vol(B)1/n ).
Many proofs exist for this theorem, the simplest one, which was given by Hadwiger
and Ohmann [28] uses induction, and approximation by finite unions of disjoint
boxes.
Proof We start with the case in which A and B are coordinate ||boxes, and as the
inequality is invariant to translation we may assume .A = [0, ai ] and .B =
|| ||
[0, bi ] in which case .A + B = [0, ai + bi ]. The inequality then amounts to
( n )1/n ( n )1/n ( n )1/n
|| || ||
. (ai + bi ) ≥ ai + bi , (4.1)
i=1 i=1 i=1

which in turn follows from the arithmetic-geometric means inequality,

( n )1/n ( )1/n n ( )
|| ai ||
n
bi 1E ai bi
. + ≤ + = 1.
ai + bi ai + bi n ai + bi ai + bi
i=1 i=1 i=1
4 Dualities, Measure Concentration and Transportation 161

Fig. 4.2 The box union’s splitting

To prove the inequality in the case where A and B are unions of disjoint coordinate
boxes we use an induction argument on the total number of boxes in A and B
together. If there are m boxes altogether, we just solved for .m = 2, so .m ≥ 3 and
we assume to know the theorem when A and B are unions of disjoint coordinate
boxes with altogether at most .(m − 1) boxes. So, at least one of the two, say A, has
at least two boxes in it. Pick a coordinate hyperplane .H = {xi = c} which separates
two of these boxes (it exists as the boxes are disjoint). Let .H + = {x : xi ≥ c} and
.H
− = {x : x ≤ c}, and let .A+ = A ∩ H + , .A− = A ∩ H − . We next make the same
i
splitting for B, using a hyperplane .E = {x : xi = d} parallel to H , with d chosen
in such a way that

Vol(A ∩ H − ) Vol(B ∩ E − )
. = .
Vol(A) Vol(B)

This can clearly be done by continuity of volume, see Fig. 4.2.

Calling this fraction .λ ∈ (0, 1) we thus have .Vol(A ∩ H − ) = λVol(A),
+ −
.Vol(A ∩ H ) = (1 − λ)Vol(A), .Vol(B ∩ E ) = λVol(B) and .Vol(B ∩ E ) =
+
+ + −
(1 − λ)Vol(B). Denoting then .B = B ∩ E and .B = B ∩ E , the crucial −

observation is that .A+ + B + and .A− + B − are disjoint, and are both Minkowski
sums of a pair of sets which satisfy the induction hypothesis. This gives

.Vol(A + B) ≥ Vol(A+ + B + ) + Vol(A− + B − )

≥ (Vol(A+ )1/n + Vol(B + )1/n )n + (Vol(A− )1/n + Vol(B − )1/n )n
= (1 − λ)Vol((A)1/n + Vol(B)1/n )n + λVol((A)1/n + Vol(B)1/n )n ,

completing the proof. For the general case we approximate A and B by disjoint
unions of coordinate boxes and use the continuity of volume. u
n
Let us stop for a moment to appreciate what we have seen. The main ingenious
part of the proof is in the induction step where, after choosing the hyperplane H ,
162 S. Artstein-Avidan

so as to allow induction, we choose a parallel E in such a way that the measure (of
B) to its left and to its right correspond to the measures (of A) to the left and to the
right of H . This is a very primitive “forefather” of transportation of measure, as we
shall see shortly.
Before moving on to the next topic, let us mention that by homogeneity the
Brunn–Minkowski inequality can also be written as

Vol((1 − λ)A + λB)1/n ≥ (1 − λ)Vol(A)1/n + λVol(B)1/n

.

for any .λ ∈ (0, 1) which by the geometric arithmetic means inequality implies

.Vol((1 − λ)A + λB) ≥ Vol(A)(1−λ) Vol(B)λ .

It is an easy exercise to show that knowing the latter for all .λ ∈ (0, 1) implies
the original formulation of the Brunn–Minkowski inequality for the same A and B
(simply choose the right .λ and use homogeneity).

4.1.2 Polarity and Blaschke–Santaló Inequality

Another very famous and basic inequality for convex bodies is concerned with the
operation of duality for convex bodies. Given a convex body which includes the
origin, it defines a gauge function
x
||x||K = inf{r > 0 :
. ∈ K},
r
which is positively 1-homogeneous and convex. If .0 ∈ int(K) then this function is
finite, if K is bounded then the function is bounded away from 0, and if in addition
.K = −K then this function is a norm (with unit ball K, of course). A convex body

also defines a support function

hK (u) = sup <x, u>,

.
x∈K

which is a positively 1-homogeneous convex function. Its corresponding sub-level-

set .{u : hK (u) ≤ 1} is called the polar body:

K ◦ = {y ∈ Rn : <x, y> ≤ 1 ∀x ∈ K}.

.

It is easy to check that the only self-dual convex body is the Euclidean ball .B2n =
E 2
{x : xi = 1} (we show this below, after Theorem 4.11). The Blaschke–Santaló
inequality (see e.g. [6, Section 1.5.4]) states that among convex bodies, the volume
product, namely the product of the volume of a body and its polar, which is easily
seen to be an affine invariant, is maximal for ellipsoids.
4 Dualities, Measure Concentration and Transportation 163

Theorem 4.2 (Blaschke-Santaló) For a centrally symmetric convex body .K ⊂ Rn

with non-empty interior

s(K) := Vol(K)Vol(K ◦ ) ≤ Vol(B2n )2 ,

.

with equality if and only if K is a centered ellipsoid.

Many proofs for this inequality are known. In fact, it is true also for bodies which
are not centrally symmetric, so long as their center of mass is at the origin. The proof
which will be explained in the course of Bianchi and Gronchi (Theorem 5.21 in this
volume) uses Steiner symmetrization, which is a process in which, at the limit, a ball
is obtained, and with respect to which the volume product is increasing. We mention
the curious fact that the exact minimizers for the reverse inequalities are not known
to this day. The “Mahler conjecture” (see [48]) states that for centrally symmetric
bodies, cubes are examples of minimizers (not unique, though), and for general
convex bodies, centered simplices. The centrally symmetric case in dimension 3
was recently solved [31], see also [25]. The general question, both in the symmetric
and in the general case, is open. We shall get back to this inequality and its functional
form later in this course.

4.1.3 Concentration of Measure

Concentration of measure is a very strong tool, which since its discovery has been in
use in a multitude of areas in mathematics, and proving concentration results serves
as a good motivation for many developments in Asymptotic Geometric Analysis,
see e.g. [6, Chapter 3] and the Notes and Remarks section of the same Chapter with
many references. Concentration is the topic of the third talk, to which this section
serves as a short introduction.
The general notion is as follows: Consider a metric probability space .(X, d, μ),
with the measurable sets being the Borel .σ -algebra. Concentration of measure is the
phenomenon (which may or may not occur) that sets .A ⊆ X of measure .1/2 (say),
when extended slightly, already have very large measure. By an extension we mean
to consider

At = {x : d(x, A) < t},

.

and “large measure” means that the measure of this extension is close to 1. Note that
we always have that .μ(At ) → 1 as .t → ∞, so the issue is usually regarding “how
fast” this convergence occurs in terms of t.
To illustrate the importance and usefulness of this phenomenon, which was
developed by V. Milman and has been a topic of wide study since then (with
applications throughout vast areas of mathematics) let us address two issues:
164 S. Artstein-Avidan

1. When this happens, Lipschitz functions are “virtually constant” on the space.
2. In spaces like the sphere, Gauss space, and the discrete cube, this is indeed the
case.

Why Is Concentration Useful

Given a 1-Lipschitz function .f : X → R on a metric probability space .(X, d, μ),

we can consider a median M, which is a (not necessarily unique) value for which
.μ(x : f (x) ≤ M) ≥ 1/2 and .μ(x : f (x) ≥ M) ≥ 1/2. Denote .A1 = {x : f (x) ≤

M} and .A2 = {x : f (x) ≥ M}, see Fig. 4.3. Note that for y in the intersection
of their t-extensions, .|f (y) − M| < t, since there is some x with .f (x) ≤ M and
.f (y) − f (x) ≤ d(x, y) < t, so .f (y) < M + t and there is some x with .f (x) ≥ M

and .f (x) − f (y) ≤ d(x, y) < t so .f (y) > M − t. Under the assumption of “high
concentration” this intersection has a big measure since

μ((A1 )t ∩ (A2 )t ) ≥ 1 − μ(X \ (A1 )t ) − μ(X \ (A2 )t )

.

so on this whole big part, .|f − M| < t as claimed.

This innocent observation was actually ground-breaking, and is a tool in proving
many theorems, first and foremost in the proof of Dvoretzky’s theorem on near-
Euclidean section of convex bodies by Milman [40].

Fig. 4.3 Neighborhood of Median for a function on the sphere

4 Dualities, Measure Concentration and Transportation 165

Examples of Concentration

A whole course can be devoted to methods for obtaining concentration, and in

Lecture III we shall give various methods connected with measure transportation.
For this introduction we remark on the “cleanest” (but also least interesting, in some
sense) way to prove concentration, which works only for very specific cases: proof
via “extremal sets”.
Considering all sets of measure .1/2, we can ask what is the smallest possible
value of the volume of their t-extension. (There is usually no meaning to asking for
the largest extension, as one can take a tiny dense set and get that the t-extension
is everything.) Usually it is quite hard figuring out what are these extremal sets,
but in three important examples it is actually possible, and this is one way to get
“concentration bounds”. Moreover, one can then compare, sometimes, more general
probability metric spaces to one of these examples.

The Sphere S n−1 ⊂ Rn

The sphere, embedded in .Rn , has a natural metric (geodesic; which is equivalent to
the one induced by distance in .Rn ). The normalized Lebesgue measure on it (called
Haar measure and denoted .σ ) is invariant under rotations, and can be realized by
volume of the associated hull-with-0: for .A ⊆ S n−1

1
.σ (A) = Vol(C(A)) where C(A) = {sx : s ∈ [0, 1], x ∈ A}.
Vol(B2n )

The following theorem [35, 47] is well known and can be proved in various ways
(see e.g. [23]):
Theorem 4.3 (Lévy, Schmidt) Let .A ⊆ S n−1 and .t > 0. Then

.σ (At ) ≥ σ (Bt )

where .B = {x ∈ S n−1 : d(x, x0 ) ≤ d} for some .x0 ∈ S n−1 and d is chosen so that
.σ (B) = σ (A).

In other words, among subsets of the sphere with fixed measure, spherical caps have
the smallest t-extension volume.
Theorem 4.3 gives a straightforward way to deduce concentration, provided
we compute .σ (x : x1 > t) and show that it is very small (here we denoted
.x = (x1 , . . . , xn ) so that we have chosen a specific cap, which by rotation invariance

of the measure is enough). This allows one to give very precise bounds,
/
π/8e−t n/2 ,
2
σ (At ) ≥ 1 −
.
166 S. Artstein-Avidan

but the calculation is tedious, and it is more fun to give a geometric bound as follows
(this argument was presented by Ball in [11, Chapter 3])

1
σ ({x ∈ S n−1 : x1 > t}) =
. Vol({sx : s ∈ [0, 1], x ∈ S n−1 , x1 > t})
Vol(B2n )
√ √
and so long as .t < 1 − t 2 (that is, .t < 1/ 2), we know
/
{sx : s ∈ [0, 1], x ∈ S n−1 , x1 > t} ⊆ {y ∈ Rn : d(y, (t, 0)) <
. 1 − t 2 },

where .(t, 0) ∈ R × Rn−1 . Putting these together we get

1
Vol((1 − t 2 )1/2 B2n ) = (1 − t 2 )n/2 ≤ e−t n/2 .
2
σ ({x ∈ S n−1 : x1 > t}) ≤
.
n
Vol(B2 )

We conclude, using Theorem 4.3, that for any .A ⊆ S n−1 with .σ (A) ≥ 1/2, we have
.σ (At ) ≥ 1 − e
−t 2 n/2 .

Gauss Space

The term Gauss space here is used to mean .Rn with the usual metric and the measure
e−|x| /2 dx. This is a “model space” with super nice properties, and
2
.dγ (x) =
1
(2π )n/2
will be a main object of study for us in this short course. The measure .γ (when
we want to emphasize the dimension we write .γn ) is rotation invariant and also
a product measure (in some sense it is quite surprising that a rotation invariant
product-measure exists). Its marginals are the lower dimensional .γk . Here too the
exact solutions to the isoperimetric inequality are known, and are half-spaces. This
Theorem goes back to Borell, Sudakov–Tsirelson [16, 49]
Theorem 4.4 (Borell, Sudakov-Tsirelson) Let .A ⊂ Rn and .t > 0. Then

γ (At ) ≥ γ (Ht )
.

where .H = {x ∈ Rn : x1 ≤ d} for d such that .σ (H ) = σ (A). In particular

.Ht = {x : x1 ≤ d + t}.

One may prove the theorem using symmetrizations. Once we have Theorem 4.4,
computing the measure of .Ht for a measure .1/2 half-space, say, is simply computing
one dimensional Gaussians, .γ1 ((−∞, t]) (which in particular does not depend on
the dimension). As a corollary we thus get that for .A ⊂ Rn with .γ (A) = 1/2 we
have
f ∞
1 1 2
e−s /2 ds ≥ 1 − e−t /2 .
2
.γ (At ) ≥ 1 − √
2π t 2
4 Dualities, Measure Concentration and Transportation 167

We will see many ways to get Gaussian-type concentration in this course,

avoiding the need for proving the exact isoperimetric-type result above (although
its proof is very beautiful and elegant, and the reader is advised to read the original
proofs). In Lecture III we will give several proofs of concentration of this same
form.

The Discrete Cube

For combinatorics fans, there are many discrete versions of the theorems considered
in this course. The set .{−1, 1}n , consisting of vertices of the cube .Q = [−1, 1]n ,
endowed with the uniform probability measure (counting, normalized) and the
Hamming metric .d(x, y) = n1 #{i : xi /= yi } is such an object (called “the discrete
cube”). It satisfies concentration in the form

1
μ(At ) ≥ 1 − e−2t n .
2
.
2
Here, again, the exact isoperimetric family of extremal sets is known, and consists
of metric caps, by a theorem of Harper [29]. For more on these discrete cases see [6,
Section 3.1.5] and the references in the corresponding Notes and Remarks section.

4.1.4 Functional Forms

An extremely powerful method which is discussed in depth in the course of

Colesanti and Hug (in this volume), is the method of functionalization of geometric
inequalities. It turns out that geometric notions, and corresponding inequalities, have
analytic counterparts (sometimes more than one) which are of similar form, and
sometimes of much stronger force. We mention two of these, which play a special
role in this course. Before this, we need to explain which functions we plan to
work with, and what are the operations corresponding to polarity and to Minkowski
addition. The key player here will be the well-known Legendre transform, which we
shall get to know more intimately in the next lecture, but will already encounter in
the next section.

Convex Functions, Inf-Convolution and the Legendre Transform

The class of functions we shall consider is the class of proper lower semi-continuous
convex functions from .Rn to .(−∞, ∞], which we denote .Cvx(Rn ). A main reason
for considering this class comes from the fact that replacing convex bodies with
log-concave measures leads to a useful generalization of the theory. To this end we
recall briefly what these measures are.
168 S. Artstein-Avidan

Definition 4.5 A Borel measure .μ on .Rn is called log-concave if for any .0 < λ < 1
and any .A, B ⊆ Rn such that .(A, B, λA + (1 − λ)B) are measurable,
( )
μ λA + (1 − λ)B ≥ μ(A)λ μ(B)1−λ .
.

A measurable function .f : Rn → [0, ∞) is called log-concave if .f = exp(−ϕ)

where .ϕ : Rn → (−∞, ∞] is a convex function, that is,

ϕ((1 − λ)x + λy) ≤ (1 − λ)ϕ(x) + λϕ(y).

.

The connection between log-concavity of measures and functions was estab-

lished by C. Borell in [17]. Assume the support of a measure .μ does not belong
to any affine hyperplane. Then .μ is log-concave if and only if .μ is absolutely
continuous and its density f is a log-concave function.
This is the case .p → 0 and .s → 0 of a more general theorem about p-
concave functions, which correspond to .s(p)-concave measures (notions we have
not defined, but the reader may readily find in the literature (see e.g. [6, Section 1.4]
and [8, Theorem 9.1.2]). The following theorem is of Borell [17].
Theorem 4.6 (Borell) Let .μ be a measure on .Rn and assume the affine hull of the
support of .μ has full dimension n. Then for .s ≤ 1/n, the measure .μ is s-concave
if and only if .dμ = f (x)dx where .f ≥ 0 is locally integrable and p-concave with
.p = s/(1 − sn) ∈ (− , ∞].
1
n
The most important example of a log-concave measure is the usual Lebesgue
measure on .Rn , assigning to a set K its measure .Vol(K). It is log-concave (and in
fact .1/n-concave) by the Brunn–Minkowski inequality (Theorem 4.1.1). Its density
is a trivial log-concave function: the constant function. Its restriction to a convex
body is log-concave as well, as one may easily prove, as well as its marginals to
sub-spaces of lower dimensions. Moreover, the closure of the family of measures
on .Rn attained by taking marginals of uniform measures on convex sets in .Rm with
.m > n is the set of all log-concave measures. More precisely one can prove (see

e.g. [8, Chapter 9])

Theorem 4.7 Let .f = exp(−ϕ) be a log-concave function,
f namely .ϕ ∈ Cvx(Rn )
is convex and lower semi continuous. Assume .0 < f < ∞. f Then there exists a
sequence of convex bodies .Ks ⊂ Rn+s with .Voln+s (Ks ) ≤ f such that, letting
.fs = πRn 1Ks denote the n-dimensional marginal of .1Ks , we have .fs → f locally

uniformly.
Another important example for a log-concave measure is the Gaussian measure
on .Rn which has the log-concave density .e−|x| /2 /(2π )n/2 and we denoted above by
2

.γ or .γn . As we shall see shortly, its density function is in some sense the functional

analogue of the geometric object: “the Euclidean ball .B2n ”.

To functionalize the Brunn–Minkowski inequality, we need to define Minkowski
addition of functions.
4 Dualities, Measure Concentration and Transportation 169

Definition 4.8 (Inf-Convolution) Given two lower semi continuous convex func-
tions, .ϕ, ψ : Rn → (−∞, ∞], let their inf-convolution be defined by

(ϕOψ)(x) = inf (ϕ(y) + ψ(z)) .

.
y+z=x

From the point of view of epi-graphs, which are

. epi(ϕ) = {(x, y) ∈ Rn × R : y ≥ ϕ(x)} ⊂ Rn+1 ,

the inf-convolution is standard Minkowski addition, and we have, as one can prove
directly from the definitions (see [8, Chapter 9] once more) that
Lemma 4.9 Let .ϕ, ψ : Rn → (−∞, ∞] be lower semi continuous convex
functions. Then .ϕOψ is a lower semi continuous convex function which satisfies

. epi(ϕOψ) = epi(ϕ) + epi(ψ).

It is useful to introduce averages, not just sums, so we define the .λ-homothety of

a function by .λ · ϕ(x) = λϕ(x/λ) and together with the Minkowski addition we get
thus the Minkowski average of two convex, or log-concave, functions:
Definition 4.10 Given two lower semi continuous convex functions, .ϕ, ψ : Rn →
(−∞, ∞], and some .λ ∈ (0, 1) let their inf-.λ-average be defined by

.(ϕOλ ψ)(x) = inf ((1 − λ)ϕ(y) + λψ(z)) .

(1−λ)y+λz=x

Given two upper semi continuous log-concave functions, .f1 , f2 : Rn → [0, ∞),
and some .λ ∈ (0, 1) let their sup-.λ-average be defined by
( )
(f1 *λ f2 )(x) =
. sup f1(1−λ) (y)f2λ (z) .
(1−λ)y+λz=x

To functionalize the Blaschke–Santaló inequality (Theorem 4.2) we need to

define the dual of a function. At this point we recall the definition of the classical
Legendre transform .L defined for functions .φ : Rn → (−∞, ∞] by

(Lφ)(x) = sup (<x, y> − φ(y)) .

. (4.2)
y

Let us list some useful properties of this transform.

1. The transform always produces a convex function, .Lφ ∈ Cvx(Rn ) for all .φ :
Rn → (−∞, ∞].
2. The transform .L : Cvx(Rn ) → Cvx(Rn ) is a bijection, and in fact
3. The transform .L : Cvx(Rn ) → Cvx(Rn ) is an involution, .LLφ = φ for any
.φ ∈ Cvx(R ).
n
170 S. Artstein-Avidan

4. The transform reverses order, .φ ≤ ψ implies .Lφ ≥ Lψ.

5. Therefore, .L(max(φ, ψ)) = min(Lφ,ˆ Lψ) where .min ˆ denotes “regularized
minimum”, that is, the largest lower semi continuous convex function below all
functions participating in the minimum.
6. The transform pulls back standard addition to the inf-convolution, namely .Lφ +
Lψ = L(φOψ) for any .φ, ψ ∈ Cvx(Rn ).
The proofs of these properties are either easy or classical, and we provide some
of them in this lecture. Of particular interest is the last property which connects
Legendre transform with Minkowski addition, and we prove it as Lemma 4.13.
To illustrate the importance of Legendre transform in the field, we mention
without proof the following characterization theorem which was proved in [2].
Theorem 4.11 (Artstein–Milman) Assume a transform .T : Cvx(Rn ) → Cvx(Rn )
satisfies
1. .TTφ = φ
2. .φ ≤ ψ implies .Tφ ≥ Tψ
Then, .T is essentially the classical Legendre transform, namely there exist a
constant .C0 ∈ R, a vector .v0 ∈ Rn , and a symmetric transformation .B ∈ GLn
such that

(Tφ)(x) = (Lφ)(Bx + v0 ) + <x, v0 > + C0 .

.

For the usual polarity on convex bodies, the only self-polar set is the Euclidean
ball .B2n . Indeed, clearly for any norm one has (letting .|| · ||∗ denote the dual norm,
that is, the norm corresponding to the polar body of the unit ball)

.|x|2 = <x, x> ≤ ||x||||x||∗

so that if .||x|| = ||x||∗ then .||x|| > |x|, and as this is true for all x we get .B2n ⊇ K for
the unit ball K of .||x||, in which case .K ◦ ⊆ B2n , so that .K = K ◦ implies .K = B2n .
Similarly, for the Legendre transform, the only self-dual function is .|x|2 /2.
Indeed, by the definition of .L we have for any .x, y ∈ Rn that

ϕ(x) + Lϕ(y) > <x, y>,

.

so that in particular

ϕ(x) + Lϕ(x) > |x|2 .

.

Assume .ϕ = Lϕ, then we get .ϕ(x) > |x|2 /2, but since the right-hand side is
self-dual, and .L reverses order, we get that .Lϕ(x) ≤ |x|2 /2 as well, and we have
equality.
4 Dualities, Measure Concentration and Transportation 171

For this reason, one often uses .|x|2 /2 as the analogue for the Euclidean ball in the
world of convex functions, and .exp(−|x|2 /2) (normalized, or not) as its analogue in
the world of log-concave functions.
Since we will be using the Legendre transform frequently, we discuss in more
depth some of its properties.
Fact For a convex function .ϕ : Rn → (−∞, ∞] we have: .Lϕ(0) = − inf ϕ, and
.L(ϕ + c) = Lϕ − c. In addition for a closed convex K we have .L1
∞ = h and
K K
.LhK = 1 .
∞
K
Here we denote .1∞ K the function attaining 0 on the set K and .+∞ on its complement.
Indeed, for any y there is some .x ∈ ∂K which has y as a “direction of normal” at x,
that is, .hK (x) = supz∈K <z, x> is attained at .z = αy for some .α ≥ 0. If .y /∈ K then
.α < 1 and so .<x, y> − hK (x) > 0 and by 1-homogeneity the supremum satisfies

. sup <x, y> − hK (x) = ∞.

x∈Rn

If on the other hand .y ∈ K then .<x, y> ≤ hK (x) for any x and by picking .x = 0 the
supremum is 0.
Lemma 4.12 Let .ϕ : Rn → (−∞, ∞] and not constant .+∞. Then .LLϕ is the
largest lower semi continuous convex function which is below .ϕ (also called the
“convex enelope” of .ϕ). In particular, for proper lower semi continuous convex .ϕ
we have that .LLϕ = ϕ.
Proof We start by discussing what we have to prove. First of all, .LLϕ is below .ϕ
since

LLϕ(x) = sup <y, x> − Lϕ(y) = sup infn <y, x> − <z, y> + ϕ(z) ≤ ϕ(x).
.
y∈Rn y∈Rn z∈R

Secondly, it is in the right class, obviously (we stated this in the previous fact). If
we show that on the class of proper lower semi continuous convex functions .L is
an involution, then for any function we know that .LLϕ is in this class. Any .ψ ≤ ϕ
which is in this class satisfies .Lψ ≥ Lϕ so .LLψ ≤ LLϕ and as .LLψ = ψ
we know .LLϕ is bigger. So, all we need to prove is that on the class .Cvx(Rn ) of
proper lower semi continuous convex functions (with values in .(−∞, ∞]) it holds
that .LLϕ = ϕ. To this end we use that .ϕ is the supremum of affine functions below
it (this is “separation” which one always needs for claims of this sort, it is a claim
about the epi-graph of .ϕ, which is a convex set in .Rn+1 , together with the fact that
we can “forget” about hyperplanes which are vertical). So, we use that

ϕ = sup{(<·, y> − c) : <·, y> − c ≤ ϕ}.

.
172 S. Artstein-Avidan

The latter condition, after moving terms from one side to another, can be written as
c ≥ Lϕ(y). Concluding,
.

ϕ = sup{(<·, y> − c) : c ≥ Lϕ(y)} ≤ sup(<·, y> − Lϕ(y)) = LLϕ.

.
y

This completes the proof of the Lemma. u

n
Finally, we elaborate on the last fact we listed above (item 6) namely that the
Legendre transform induces the “summation for convex functions” given by the
inf-convolution, or summation of epi-graphs, as a pullback of standard addition of
functions. This is in some sense a “generalization” of the fact that we have already
observed, that .hK + hT = hK+T .
Lemma 4.13 Let .ϕ, ψ : Rn → (−∞, ∞] be lower semi continuous, convex and
proper. Then .L(Lϕ + Lψ) = ϕOψ, namely

L(Lϕ + Lψ)(z) = inf{ϕ(x) + ψ(y) : x + y = z}.

.

Proof Indeed, by the previous theorem we can take .L of both sides and show
equality. Compute:

L(ϕOψ)(y) = sup (<x, y> − (ϕOψ)(x))

.
x
= sup(<x, y> − inf (ϕ(z) + ψ(w)))
x z+w=x

= sup (<z, y> + <w, y> − ϕ(z) − ψ(w)) = Lϕ(y) + Lψ(y).

z,w

u
n

The Prékopa–Leindler Inequality

Based on the functional analogues introduced in the previous section for volume and
for Minkowski addition, we can now present the inequality of Prékopa and Leindler
which is considered the “functional analogue” for the Brunn–Minkowski inequality.
It is the following statement [34, 42] (see also [6, Chapter 1]).
Theorem 4.14 (Prékopa–Leindler) Let .f, g, h : Rn → R+ be measurable
functions, and let .λ ∈ (0, 1). We assume that f and g are integrable, and that
for every .x, y ∈ Rn

h((1 − λ)x + λy) ≥ f (x)1−λ g(y)λ .

. (4.3)
4 Dualities, Measure Concentration and Transportation 173

Then,
f (f )1−λ (f )λ
. h≥ f g .
Rn Rn Rn

Up to integrability issues of the function .exp(−ϕOλ ψ), which we can resolve by

using outer integral, we may restate the Prékopa–Leindler inequality as
Theorem 4.15 Let .ϕ, ψ : Rn → (−∞, ∞] be lower semi continuous convex
functions, and let .λ ∈ (0, 1). Then,
f (f )(1−λ) (f )λ
. exp(−ϕOλ ψ) > exp(−ϕ) exp(−ψ) .
Rn Rn Rn
f
If we let .Vol(ϕ) = exp(−ϕ) we get the following formulation of a Brunn–
Minkowski type inequality for functions:

Vol(ϕOλ ψ) ≥ Vol(ϕ)(1−λ) Vol(ψ)λ .

.

Let us make a few remarks. First, it is indeed a generalization for the Brunn–
Minkowski inequality. Indeed,
Proof of the Brunn–Minkowski Inequality, Using Prékopa–Leindler Let K and
T be non-empty compact subsets of .Rn , and .λ ∈ (0, 1). We define .f = 1K , .g = 1T ,
and .h = 1(1−λ)K+λT . It is easily checked that the assumptions of Theorem 4.14 are
satisfied, therefore
f (f )1−λ (f )λ
Voln ((1 − λ)K + λT ) =
. h≥ f g = Voln (K)1−λ Voln (T )λ .
Rn Rn Rn

This completes the proof. u

n
Another remark is that the Prékopa–Leindler inequality is in a sense opposite to
Hölder’s inequality. Indeed, the function h in the assumption of the theorem satisfies
in particular that

h(z) ≥ f (z)1−λ g(z)λ ,

.

whereas from Hölder it follows that

f (f )1−λ (f )λ
. f (z)1−λ g(z)λ dz ≤ f (x)dx g(x)dx ,
Rn Rn Rn

which is an inequality in the opposite direction (but for a function smaller than h).
174 S. Artstein-Avidan

A third remark is that for .f = g = h, the condition in the theorem is precisely

that f is log-concave. Of course, for .f = g = h the conclusion of the inequality is
trivial, but this becomes less trivial if one considers, for example, .f, g and h to be a
given log-concave function restricted to K, T and .(1 − λ)K + λT respectively. In
fact, this is precisely the statement that if a density of a measure is log-concave then
so is the measure, which we mentioned after Definition 4.5.
Finally, for the geometric interpretation, these “volumes of functions” are merely
the measures of the epi-graphs with respect to the density on .{(x, z) : x ∈ Rn , z ∈
R+ } given by .e−z dzdx. Indeed,
f ∞
e−ϕ(x) =
. e−z dz so that
ϕ(x)
f f f ∞ f
e−ϕ(x) dx = e−z dzdx = e−z dzdx.
Rn Rn ϕ(x) epi(ϕ)

Once we know that the measure on .Rn+1 given by .e−z dzdx is log-concave then
Theorem 4.14 follows directly, and we do know this if we accept the fact mentioned
above that a log-concave density makes for a log-concave measure. However, since
to prove this fact one usually uses the Prékopa–Leindler inequality, this argument is
somewhat circular (not completely: it means if we know this for a specific log-linear
density, we deduce it for all log-concave densities). The full proof of Theorem 4.14
appears in the course of Colesanti and Hug (it is given as Theorem 3.27 in this
volume). However, as the proof involves a part directly connected with one of the
main topics in this course, in the following section we discuss some (main) elements
of this proof in dimension one.

Functional Blaschke–Santaló Inequality

The classical Blaschke–Santaló inequality (Theorem 4.2) states that the volume
product .s(K) is maximized for Euclidean balls and their linear images. Recall once
more that Euclidean balls (of radius 1) are the only self-dual bodies in .Rn . For log-
concave functions, with duality given by the Legendre duality, one thus anticipates
an inequality of similar form. Define for an even function .ϕ the quantity
f f
s(ϕ) =
. e−ϕ e−Lϕ .

Note that when considering an upper bound we may as well restrict to convex
functions, since .LLϕ ≤ ϕ and thus .s(ϕ) ≤ s(Lϕ). The only self-dual function
.ϕ(x) = |x| /2, gives .s(ϕ) = (2π ) . It turns out that also in the functional setting,
2 n

the product .s(ϕ) is maximized when the function .ϕ is self-dual. The not-necessarily
even case is the following theorem from [5]. The even version was given first by
Ball [10]. See also [24] and [32, 33].
4 Dualities, Measure Concentration and Transportation 175

Theorem
f 4.16 Let .ϕ : Rn → (−∞, +∞] be a proper function, and assume that
. x exp(−ϕ(x))dx = 0 then

f f
. exp(−ϕ) exp(−Lϕ) ≤ (2π )n .

We will not prove this theorem, which is more in the vein of theorems from the
course of Colesanti and Hug. See [8, Chapter 9] for a detailed discussion, proofs
and many more references.

4.1.5 A Key Element from the Proof of Prékopa–Leindler

Inequality

In this last part of the first lecture we detail some specific elements from the proof
of Theorem 4.14. The full proof appears in the course “Geometric and Analytic
Inequalities” and we will here only address the case of dimension .n = 1, with the
additional assumption that f and g are continuous and strictly positive. This will
lead us smoothly to the second lecture. f f
Without loss of generality one may assume . f = g = 1 by dividing both by
constants (and h by the corresponding average constant). We may thus think of f
and of g as densities of probability measures. We can take the uniform measure m
on .[0, 1] as a model space. A monotone increasing transport f map from .([0,
f 1], dm)
to .(R, f (x)dx) is a mapping .x : (0, 1) → R such that . A f (x)dx = x −1 (A) dm,
f x(t)
which is equivalent to . −∞ f = t. See Fig. 4.4.
In other words, we define .x, y : (0, 1) → R by the equations
f x(t) f f y(t) f
. f =t f = t and g=t g = t.
−∞ R −∞ R

Fig. 4.4 Transportation of the measure m on .[0, 1] to .f (x)dx on .R

176 S. Artstein-Avidan

In view of our assumptions, x and y are differentiable, and for every .t ∈ (0, 1) we
have
f f
'
.x (t)f (x(t)) = f = 1 and y ' (t)g(y(t)) = g = 1.
R R

We next define .z : (0, 1) → R by

z(t) = (1 − λ)x(t) + λy(t).

.

Since x and y are strictly increasing, z too is strictly increasing, and the arithmetic-
geometric means inequality implies that

z' (t) = (1 − λ)x ' (t) + λy ' (t) ≥ (x ' (t))1−λ (y ' (t))λ .
.

Hence, we can estimate the integral of h making the change of variables .s = z(t),
as follows:
f f 1
. h= h(z(t))z' (t)dt
R 0
f 1
≥ h((1 − λ)x(t) + λy(t))(x ' (t))1−λ (y ' (t))λ dt
0
f 1 ( )1−λ ( )λ
1 1
≥ f 1−λ λ
(x(t))g (y(t)) dt = 1.
0 f (x(t)) g(y(t))

This completes the proof of the Prékopa–Leindler inequality in dimension one,

under the mild additional assumptions on f and g.
Recapping: the fact that x was a transport map implies (in the normalized case)
that .x ' (t)f (x(t)) = 1, and similarly .y ' (t)g(y(t)) = 1. Thus z takes .([0, 1], dm) to
some density .ξ on .R which should solve .z' (t)ξ(z(t)) = 1 namely .ξ(z) = 1/z' (t (z)).
Since .z(t) = (1 − λ)x(t) + λy(t) we know
( )−1
z' (t) = (1 − λ)x ' (t) + λy ' (t) ≥ x ' (t)(1−λ) y ' (t)λ = f (x(t))(1−λ) g(y(t))λ
.

and so

ξ(z) = 1/z' (t (z)) ≤ f (x(t))(1−λ) g(y(t))λ ≤ h(z)

.

where the last inequality is the original assumption on h joined with the fact that
z(t) = (1 − λ)x(t) + λy(t).
.

Note that the choice of .([0, 1], dm) is quite arbitrary, and any other reference
measure (with strictly positive continuous density function) would work just as well.
4 Dualities, Measure Concentration and Transportation 177

Monotonicity of the transport map was crucial here, since we used the arithmetic-
geometric means inequality which can only be applied to positive numbers. To prove
Theorem 4.14 in higher dimensions one usually uses induction, but in fact one can
provide a direct proof with a similar transportation argument, after developing these
tools in .Rn . For us this serves as motivation to understand what general measure
transportation is, and more importantly, what monotone transportation should mean
in higher dimensions. This is the topic of the second lecture.

4.2 Lecture II: Transportation of Measure

Transportation of measure has to do with optimal ways of transferring a pile

of sand of some shape into a hole in the ground with some (other) shape (See
Fig. 4.5). The meaning of the word “optimal” here is of crucial significance. For
a beautiful introduction to this topic, its origins and many applications, we refer
the reader to [51]. These questions turn out to have very interesting relations with
convexity theory and with measure concentration. Before diving into these exciting
connections, let us discuss what measure transportation is.

4.2.1 The Set Up

Pairings of Measures

We are given sets X and Y , and on them probability measures .μ ∈ P (X) and
.ν ∈ P (Y ). Here we usually assume that X and Y are subsets of .Rn with the Borel
.σ -algebra, but much of the theory works in the setting of general measure spaces. A

transport plan is a measure .π ∈ P (X × Y ) with marginals .μ and .ν respectively, that

Fig. 4.5 Transportation of a sand pile to a hole

178 S. Artstein-Avidan

Fig. 4.6 Transport plan (left) and transport map (right)

is, such that .π(X × B) = ν(B), π(A × Y ) = μ(A) for measurable .A ⊆ X, B ⊆ Y .

We denote the family of all transport plans between .μ and .ν by .||(μ, ν).
A transport plan is sometimes induced by a transport map, that is, by a
measurable function .T : X → Y satisfying .μ(T −1 (B)) = ν(B) for all measurable
.B ⊆ Y . In such a case one sometimes writes that .ν = T #μ. The transport plan

corresponding to T is then the measure .πT ∈ ||(μ, ν) which is concentrated on the

graph of T , .r(T ) = {(x, T x) : x ∈ X} ⊂ X × Y , and is the pull-back under the
canonical projection of .ν (or .μ) to this set, see Fig. 4.6.
We mention (and this is an easy exercise) that the condition .π ∈ ||(μ, ν) is
equivalent to the condition that for any .ϕ ∈ L1 (μ), .ψ ∈ L1 (ν) it holds that
f f f f
. ϕ(x)dπ(x, y) = ϕ(x)dμ and ψ(y)dπ(x, y) = ψ(y)dν.
X×Y X X×Y Y

For a transport map T this means

f f f
. ϕ(y)dν(y) = ϕ(y)dπT (x, y) = ϕ(T x)dπT (x, y)
Y X×Y X×Y
f
= ϕ(T x)dμ(x).
X

Remark 4.17 Whether it is enough to take only continuous bounded .ϕ, ψ, and
further restrict to functions tending to 0 at .∞, can depend on how general a setting
one wants to work with. We here assume X and Y to be Polish (complete separable
metric spaces), .ν and .μ to be Borel probability measures (so, the .σ -algebras
generated by open sets) and further that .X, Y are locally compact (each point has
a compact neighborhood). For these spaces the Riesz representation theorem states
that .M(X) = C0 (X)∗ .
Remark 4.18 We would like to emphasize a detail which may give some extra
motivation. In the case where .μ and .ν are absolutely continuous on .Rn , say
4 Dualities, Measure Concentration and Transportation 179

dμ(x) = f (x)dx, dν(y) = g(y)dy, a transport mapping T satisfying .ν = T #μ, if

.

differentiable, must satisfy as above that

f f
. ϕ(y)g(y)dy = ϕ(T x)f (x)dx,

which by the change of variables formula is equal to

f f
. ϕ(y)g(y)dy = ϕ(T z)g(T z)| det(DT )(z)|dz

(.DT (z) denoting the differential of T at the point .z ∈ Rn ). This holding for any test
function .ϕ means that

f (x) = g(T (x))| det(DT (x))|,

.

which is a highly non-linear differential equation in T . (So, when we soon optimize

a quantity over all transport maps, this will be a very non-linear constraint.) A priori
it is not clear why should there exist such a T , but not only will we show it exists
in certain quite general situations, we can make sure that it has a very special form
(for example, the most useful one is .T = ∇ϕ for a convex .ϕ) and satisfies other nice
properties.

Cost Functions

In optimal transport problems one is given a measurable cost function .c : X × Y →

(−∞, ∞], (sometimes assumed non-infinite, sometimes assumed non-negative),
and to every transport plan .π , one associates its total cost
f
. c(x, y)dπ.
X×Y

An optimal plan is one that minimizes this total cost, and a priori it is not clear
under which conditions such an optimal plan exists, or is unique (up to measure
zero). When the plan is induced by a mapping .T : X → Y , the total cost can be
written as
f
. c(x, T x)dμ,
X

and another important question is under what assumptions is an optimal plan

induced by a map. More formally,
180 S. Artstein-Avidan

Definition 4.19 The optimal transportation cost between .μ and .ν is the value
f
C(μ, ν) = inf{
. c(x, y)dπ : π ∈ ||(μ, ν)}.
X×Y
f
A plan .π ∈ ||(μ, ν) for which .C(μ, ν) = X×Y c(x, y)dπ , when exists, is called
an optimal transport plan.
Not much needs to be assumed in order to show that an optimal plan exists, since
||(μ, ν) is convex, and since the functional being infimized is linear in .π . Therefore
.

it is enough to make some assumptions involving continuity, and use compactness

arguments, as we shall discuss below.
Remark 4.20 In a probabilistic language, one is given probability measures .μ, ν
and trying to find a joint distribution, namely a pair of random variables .(U, V )
with U distributed as .μ and V as .ν (not necessarily independent!) which minimizes
.E(c(U, V )). This is sometimes called a “coupling” of .μ and .ν.

Remark 4.21 Restricting to transport plans induced by maps, the optimal

f transport
problem goes back to Monge [41] and can be stated as infimizing . X c(x, T x)dμ
over all measurable maps .T : X → Y with .ν = T #μ. Here the mere existence
of a map is not clear and also the type of argument involving compactness does
not work as there is high non-linearity in the constraint (mentioned in Remark 4.18
above). The relaxation to plans is due to Kantorovich, making this into a linear
problem, and the associated transport problem is now called “Monge-Kantorovich”.
For background and much information on the history (and current state) of optimal
measure transportation see Villani’s book [51].

Doubly Stochastic Measures and Matrices

When the sets X and Y are finite and of the same size (say, .{xi }ni=1 , {yi }ni=1 ), and
the measures are normalized counting measures, a transport map is simply a pairing
(or matching, in combinatorial language) of the two sets of points. A transport plan
can then be represented by a matrix .π = (πi,j ) with all elements non-negative (with
this being a permutation matrix in the case of a plan induced by a map). The fact
that the plan transports one measure to the other is captured in the E fact that the
sum
E of every row, and every column, of the matrix, is 1, namely . i πi,j = 1 =
j π i,j . Such non-negative matrices are called bi-stochastic. Clearly the class of
2
bi-stochastic matrices is convex and bounded (as a subset of .Rn , as .πi,j ∈ [0, 1]).
In particular it is the convex hull of its extreme points. Clearly permutation matrices
are bi-stochastic and are extreme points of this set. The fact that they are the only
extreme points is a nice exercise, see e.g. [15]. This polytope is called the Birkhoff
polytope. E
The transportation problem in this case amounts to infimizing . πi,j c(xi , yj )
on the Birkhoff polytope. Since such a linear function is minimized on an extreme
4 Dualities, Measure Concentration and Transportation 181

point, it is minimized on one of the .n! permutation matrices. In other words, in

this case we see that the best plan is induced by a map (it might not be unique, if no
additional condition on the cost is assumed). This map is called an optimal matching
of the two sets X and Y .
Remark 4.22 An interesting projection of the Birkhoff polytope is the permutation
polytope. Given a point .x = (x1 , . . . , xn ) consider all its permutations .σ (x) =
(xσ (1) , . . . , xσ (n) ) and take their convex hull, .P (x). It is easy to check that setting
.Tx A = Ax for an .n×n matrix A, we get that .Tx Pn = P (x) where .Pn is the Birkhoff
E E
polytope. The permutation polytope lies in the hyperplane .{v : vi = xi }. In
fact, so long as there is some .xi /= xj , the dimension of .P (x) is .(n − 1).
In the general setting, however, it is not so easy to understand the structure of the
extreme points of .||(μ, ν). Clearly sometimes “atoms need to be split”, if we think
of two discrete measures with non-matching weights. So one cannot expect extreme
points to consist only of maps in general. We will not dive deep into these questions
in the general setting, but mention that there is some structure of the support set
which must be maintained. As an example, let us quote and prove one theorem of
J. Lindenstrauss [37] which was discovered independently and at the same time by
Douglas [22]. We call a probability measure on the unit square, .π ∈ P ([0, 1]2 ),
“doubly stochastic” if its marginal onto each of the two coordinates is uniform. In
our notation we can write it .π ∈ ||(m, m) where m denotes the uniform measure
on .[0, 1].
Theorem 4.23 (J. Lindenstrauss/R.G. Douglas) A measure .π ∈ ||(m, m) is
an extreme point of .||(m, m) if and only if the subspace of .L1 (π ) consisting of
functions of the form .f (x) + g(y) where .f, g ∈ L1 (m) is norm-dense in .L1 (π ).
Remark 4.24 Note that in the case where functions of the form .f (x) are dense in
L1 (π ), the measure .π must be concentrated on a graph;
.

Proof Non-extremeness of .π simply means we may write it as the average of two

doubly stochastic measures, call them .π − η and .π + η, so in other words non-
extremeness means that there exists some measure .η /= 0 with .|η(S)| ≤ π(S) for
all .S ⊆ [0, 1]2 and .η([0, 1] × A) = η(A × [0, 1]) = 0 for all Borel .A ⊆ [0, 1].
Taking the density of .η with respect to .π to be .F (x, y) (using the Radon–Nikodym
f
theorem)
f this simply means .|F (x, y)| ≤ 1 and, at the same time, that . f (x)dη =
g(y)dη = 0 for all .f, g ∈ L1 (m). Rephrasing, f .π is not extreme if and only if
there is a non-zero element .F ∈ L∞ (π ) with . (f (x) + g(y))F (x, y)dπ = 0 for
all .f, g ∈ L1 (π ). Since .L1 (π )∗ = L∞ (π ), the proof is complete. u
n
Note that the above theorem already means that doubly stochastic measures
on .[0, 1]2 which are extreme points of the set of all doubly stochastic measures,
must be singular with respect to Lebesgue measure. Indeed, otherwise one may
find a rectangle .(x1 , y1 ), (x1 , y2 ), (x2 , y1 ), (x2 , y2 ) of density points of the measure,
which in turn leads to non-extremality (one can prove this as an exercise, see [37]
for details).
182 S. Artstein-Avidan

We also mention that denseness of functions of the form .f (x) + g(y) cannot be
replaced by equality, namely there can be elements of .L1 (π ) which do not “split”
in this way, as the following example, again from [37], shows.
Example (J. Lindenstrauss) Let .λi be a sequence of positive numbers E2n−1 which
sum to 1. Take .x0 = y0 = 0, .x1 = λ1 , .y1 = λ1 + λ2 , .xn = i=1 λi ,
E2n
.yn = i=1 λi . Define the measure .π to be supported on segments joining .(xn , yn )
with .(xn+1 , yn+1 ), and joining .(xn+1 , yn ) with .(xn+2 , yn+1 ). On each segment
.[(xn , yn ), (xn+1 , yn+1 )] we take the uniform measure with total mass .λ2n+1 , and

on the segment .[(xn+1 , yn ), (xn+2 , yn+1 )] uniform with total mass .λ2n+2 . The total
mass is 1, so that .π is a probability measure, and moreover the marginals are m, that
is, uniform measures on .[0, 1]. The fact that .π is extreme follows from the theorem
we have just shown (this is an easy exercise). However, not every .h ∈ L1 (π ) is
a sum of .f (x) ∈ L1 (m) and .g(y) ∈ L1 (m), .μ almost everywhere. Indeed, we
can take h to be constant on the corresponding segments, and the condition on the
constants making it in .L1 (π ) is easy to write. Such a function cannot be split as a
sum.
Note that in the discussions above no special attention was given yet to the cost
function c. It turns out that when transport problems are considered for special
spaces .X, Y and a cost function which is well-behaved, not only can one show
that optimal plans are induced by transport maps, these transport maps are of very
special and “monotone” form. In particular, the most important and useful case for
convexity is when .X = Y = Rn and .c(x, y) = |x − y|2 . This is the subject matter
of the next section.

4.2.2 Brenier’s Theorem: Statement and Applications

An extremely useful theorem in our field states, essentially, that under mild
assumptions on two probability measures on .Rn , when the quadratic cost function
is considered .c(x, y) = |x − y|2 , one may find a transport plan between the two
measures which is not only optimal, it is concentrated on a set (in the product
space) which is the graph of a function (in other words, the transport plan is in
fact a transport map). Moreover, the transport map .T : Rn → Rn is given by the
gradient of a convex function. This means that the differential of T is positive semi
definite at every point, which is a very useful property, as we shall see below.

Statement of the Theorem

A fundamental measure transport theorem in convex geometric analysis is the

following [19, 20, 38, 39]
4 Dualities, Measure Concentration and Transportation 183

Theorem 4.25 (Brenier–McCann) Let .μ, .ν ∈ P (Rn ) and assume that .μ is

absolutely continuous with respect to the Lebesgue measure. Then, there exists a
convex function .ϕ : Rn → (−∞, ∞] such that .∇ϕ : Rn → Rn is defined .μ-almost
everywhere, and .(∇ϕ)#μ = ν.
This theorem is intimately connected with optimal transport since not only is
T = ∇ϕ a transport map between the two measures, it is easily seen, and will
.

follow from our analysis below that it is optimal with respect to the quadratic cost.
We shall see that it is equivalent to the fact that the support of the transport plan .π
is a cyclically monotone set with respect to c, which in turn is equivalent to the fact
that it lies on the graph of a sub-gradient of a convex function. All of these notions
are explained below.
In the next sections we will show some applications of the above theorem. In
the sections following them we develop some of the general theory, which will then
allow us to give a short proof of Brenier’s theorem (along with many other Brenier-
type theorems).
Before embarking on this journey, however, we remark on a connection with the
Legendre transform. Assume some transport map is given by .∇ϕ. Note that for a
convex function .ϕ, its gradient .∇ϕ is defined almost everywhere in its domain. In
fact, at every interior point of the domain the sub-gradient .∂ϕ(x) is defined, and it
is not single-valued only in a set of Lebesgue measure zero. Here

∂ϕ(x) = {y : ∀z, ϕ(z) ≥ ϕ(x) + <y, z − x>}.

.

Looking at the supremum in the definition of the Legendre transform

Lϕ(y) = sup<x, y> − ϕ(x),

.
x

we see that it is attained at x for a certain y, if and only if .∂ϕ(x) e y. It is not a hard
exercise to check that the domain of .Lϕ is precisely the image of .∇ϕ. Using that
.LL = Id (see Lemma 4.12), we have that .∇Lϕ(∇ϕ(x)) = x, that is, the gradients

of .ϕ and of .Lϕ are inverse maps. So, if .∇ϕ maps .μ to .ν, then .∇Lϕ maps .ν back to .μ.

Application: Another Proof of the Brunn–Minkowski Inequality

One may use Brenier’s theorem to give yet another proof for the Brunn–Minkowski
inequality for two convex bodies. Given two convex bodies .K0 and .K1 in .Rn , define
.μ =
Vol(K0 ) Vol|K0 and .ν = Vol(K1 ) Vol|K1 . Use Theorem 4.25 to find a measure
1 1

preserving transformation between them, which is given by .T = ∇ϕ for a convex .ϕ.

Then the set .(I + ∇ϕ)(K0 ) will be a subset of .K0 + K1 . The fact that T is measure
preserving implies that for all .x ∈ K0 we have .det(DT )(x) = det(∇ 2 ϕ)(x) =
Vol(K1 )
Vol(K0 ) . Next we compute
f
.Vol(K0 + K1 ) ≥ Vol((I + T )(K0 )) = det(D(I +T ) (x))dx.
K0
184 S. Artstein-Avidan

As .(DT )(x) is the differential of the gradient of a convex function, it is a positive

definite matrix (with determinant . Vol(K 1)
Vol(K0 ) ). Denoting the eigenvalues of .DT (x) by
i=1 , the eigenvalues of .DI +T = I +DT at x are thus .(1+λi (x)). We already
.(λi (x))
n

figured out (in the induction basis for our box-proof of the Brunn–Minkowski
inequality), using the Arithmetic-Geometric inequality, see (4.1), that
( n )1/n ( n )1/n ( )1/n
|| || Vol(K1 )
. (1 + λi ) ≥1+ λi =1+ .
Vol(K0 )
i=1 i=1

Putting these together we arrive at

(f ) ( )n
Vol(K1 ) 1/n n
.Vol(K0 + K1 ) ≥ 1+( ) dx = Vol(K0 )1/n + Vol(K1 )1/n .
K0 Vol(K0 )

Note that we could have instead used the more general fact that for positive
definite .A, B we have .det(A + B)1/n ≥ det(A)1/n + det(B)1/n , which is one of
Aleksandrov’s inequalities for positive definite matrices (see e.g. [6, Appendix B]).

Application: Mixed Volumes

Mixed volumes are be discussed in depth the course of Ludwig and Mussnig (in
this volume). Let us show briefly how Brenier’s theorem gives a short proof for
Minkowski’s theorem on the polynomiality of volume, namely thatE as a function of
.(λi )
m ∈ Rm , for fixed convex bodies .(K )m , the quantity .Vol( m λ K ) is a
i=1 + i i=1 i=1 i i
homogeneous polynomial of degree n. Usually one calls its coefficients the “mixed
volumes” and writes

E
m E
m E
m ||
n
Vol(
. λ i Ki ) = ··· V (Ki1 , . . . , Kin ) λij ,
i=1 i1 =1 in =1 j =1

where in the notation we use that the coefficient of a monomial only depends on the
.Ki ’s where i belongs to the monomial. In addition, we normalize V to be symmetric
with respect to its arguments. It is part of Minkowski’s theorem that .V ≥ 0 as a
function on n-tuples.
We can show all of this using the Brenier map of Theorem 4.25. Choose
(somewhat arbitrarily) one measure to be the Gaussian measure .γ on .Rn , and for
.i = 1, . . . , m let .νi =
1
Vol(Ki ) Vol|Ki . Brenier’s theorem applied to the pair .γ and
.νi gives us for each i a convex function .ϕi such that .∇ϕi transports .γ to .νi . In

particular, and strangely this is all we will be using, this means that .∇ϕi (Rn ) = Ki ,
as sets, and as a consequence .∇(λi ϕi )(Rn ) E = λ i Ki . Em
The key observation here is that .∇( m i=1 λi ϕi )(R ) =
n
i=1 λi Ki . One
inclusion is immediate, just as we did in the proof above, where .(I + ∇ϕ)(K0 )
4 Dualities, Measure Concentration and Transportation 185

was clearly a subset of .K0 + K1 . However, we claim that here we in fact have an
equality,

E
m E
m
∇(
. λi ϕi )(Rn ) = ∇(λi ϕi )(Rn ).
i=1 i=1

The reason is intimately connected with the inf-convolution properties we discussed

in Sect. 4.1.4.
Indeed, for a convex function .η, the image of .∇η is in fact, up to boundary, the
domain of the Legendre transform .Lη. Indeed, if .y ∈ ∂η(x) then .x ∈ ∂Lη(y)
and in particular .Lη(y) < ∞. If .Lη(y) < ∞ and y is not on the boundary of
theEdomain, then there is some x for which .x ∈E∂Lη(y) and so .y ∈ ∂η(x). So,
m m
.∇( i=1 λi ϕi )(R ) is simply the domain of .L( i=1 λi ϕi ). But as the Legendre
n

transform
E maps summation to Einfimum convolution, the domain of this sum is
simply . m i=1 iλ dom(Lϕ i ) = m
λ K
i=1 i i .
Once this is settled, we get that

E
m E
m
Vol(
. λi Ki ) = Vol(∇ λi ϕi (Rn ))
i=1 i=1
f f E
m
= det(D∇ Em (x))dx = det( λi ∇ 2 ϕi (x))dx
i=1 λi ϕi
Rn Rn i=1

which is clearly a polynomial, and in fact, as the matrices are positive definite, one
can use the theory of mixed discriminants to show that the coefficients of the various
monomials are non-negative.

Application: Brascamp–Lieb Inequality

Another very impressive application of the Brenier map is the Brascamp–Lieb

inequality [18] and its reverse form by Barthe [13] (see also [14] and [12]). As this
topic is thoroughly discussed in the lectures of Colesanti and Hug in this volume, let
us only discuss the setting briefly, quote the theorem, and point at the specific part
of the proof where Brenier’s theorem is used.
The setting is as follows.ELet .m > n. Suppose we are given .c1 , . . . , cm > 0 and
m
.n1 , . . . , nm ∈ N satisfying . j =1 cj nj = n. For each .j = 1, . . . , m, we are given a
surjective linear .Bj : R → Rnj and assume that .∩m
n
j =1 Ker(Bj ) = {0}. Define two
+ +
operators .I, K : L1 (R ) × · · · × L1 (R ) → R by
n 1 n m

f ||
m f ∗
c
I (f1 , . . . , fm ) =
. fj j (Bj x)dx and K(h1 , . . . , hm ) = m(x)dx,
Rn j =1 Rm
186 S. Artstein-Avidan

f∗
where . denotes outer integral and where
{ ||
m E
m }
c
.m(x) = sup hjj (yj ) | yj ∈ R nj
and cj BjT yj =x .
j =1 j =1

Let .E, F be the largest and smallest constants for which

m (f
|| ) cj m (f
|| )cj
K(h1 , . . . , hm ) > E·
. hj and I (f1 , . . . , fm ) ≤ F · fj
nj nj
j =1 R j =1 R

hold true for all .hj , fj ∈ L+

1 (R ). For a .k × k symmetric, positive definite matrix
nj

A denote by .gA (x) = exp(−<Ax, x>) a “centered Gaussian”. Franck Barthe proved
the following theorem.
Theorem 4.26 (Barthe) The constants E and F can be computed using centered
Gaussian functions. That is,
{ }
K(g1 , . . . , gm )
E = inf ||
. (f )cj | gj is a centered Gaussian, j = 1, . . . , m
m
R j gj
n
j =1

and
{ }
I (g1 , . . . , gm )
. F = sup || (f )cj | gj is a centered Gaussian, j = 1, . . . , m .
m
R j gj
n
j =1

Moreover, letting D denote the largest real number for which

(E
m ) ||
m
. det cj BjT Aj Bj > D · (det Aj )cj , (4.4)
j =1 j =1

for all .Aj ∈ S + (Rnj ), we have

√ 1
E=
. D and F = √ .
D

The applications of this theorem are far reaching, especially in its geometric form
(a case where D can be computed and is equal to 1). This appears in the course of
Colesanti and Hug. For the proof, we note that letting
{ }
K(g1 , . . . , gm )
.Eg = inf )cj | gj is a centered Gaussian , j = 1, . . . , m
||m ( f
R j gj
n
j =1
4 Dualities, Measure Concentration and Transportation 187

and
{ }
I (g1 , . . . , gm )
.Fg = sup )cj | gj is a centered Gaussian , j = 1, . . . , m ,
||m ( f
R j gj
n
j =1

our objective is to show that

√ 1
E = Eg =
. D and F = Fg = √ .
D

This follows once we establish

√ 1
. D = Eg > E > D · F > D · Fg = D · √ . (4.5)
D

The second inequalities from the left and from the right are trivial. The rightmost
and leftmost are sophisticated linear-algebra, and we do not discuss them here (see
the original papers of Barthe [12–14], or [8, Section 4.4])
The following proposition is in fact the main step for the proof of Theorem 4.26,
and implies the middle inequality .E ≥ D · F in (4.5). Recall that D is defined in
(4.4), and we may clearly assume that .D > 0. We will show (using Brenier’s map)
the following proposition.
Proposition 4.27 Assume that the functions .hj , fj ∈ L+
1 (R ), .1 ≤ j ≤ m, satisfy
nj

f f
. fj = hj = 1.
nj nj
R R

Then,

K(h1 , . . . , hm ) > D · I (f1 , . . . , fm ).

.

Proof We omit some technical details regarding the domain, range and differentia-
bility of the involved mappings, as we mainly want to illustrate the usefulness of
Brenier’s map. By Theorem 4.25, for every j there exists a mapping .Tj = ∇ϕj
mapping the density .fj (x)dx to .hj (y)dy, where .ϕj is convex. This means (at
differentiability points) that
( )
. det DTj (x) · hj (Tj x) = fj (x). (4.6)

We use these maps to define a map .O : Rn → Rn by

E
m
O(y) :=
. cj BjT (Tj (Bj (y))).
j =1
188 S. Artstein-Avidan

E
By linearity its differential is given by .DO (y) = m T
j =1 cj Bj DTj (Bj y)Bj . Using
the definition of the constant D in (4.4), the determinant of .DO is bounded from
below
( ) ||
m
. det DO (y) > D · | det DTj (Bj y)|cj > 0, (4.7)
j =1

and in particular .DO is positive definite (and symmetric of course). It follows that
O is injective. Using (4.6) and (4.7) we may write
.

f { ||
m E
m }
c
K(h1 , . . . , hm ) =
. sup hjj (xj ) |x= cj BjT xj dx
Rn j =1 j =1
f { ||
m E
m }
c
> sup hjj (xj ) | x = cj BjT xj dx
O(Rn ) j =1 j =1
f { ||
m E
m }
c
= | det DO (y)| sup hjj (yj ) | O(y) = cj BjT yj dy
j =1 j =1
f ||
m
c
> | det DO (y)| hjj (Tj (Bj y)) dy
O(Rn ) j =1
f ||
m ||
m
c
>D· | det DTj (Bj y)| cj
hjj (Tj (Bj y)) dy
j =1 j =1
f ||
m
c
=D· fj j (Bj y) dy
j =1

= D · I (f1 , . . . , fm ).

u
n

4.2.3 Our Plan for the Proof for Brenier’s Theorem

The proof of Brenier’s theorem which we shall show is structuredf as follows. Pick,
among all measures .π ∈ ||(μ, ν), the one which minimizes . cdπ . The fact that
a minimizer exists follows from some compactness argument, and we show this
(using Prokhorov’s theorem) in Sect. 4.2.4. Here the specific choice of the quadratic
cost is of no special importance, only some regularity of the cost is needed.
We then show that a minimizing measure is concentrated on a subset of the
product space with special structure, a so-called “cyclically monotone set”. This
4 Dualities, Measure Concentration and Transportation 189

means, essentially, that (up to measure zero) no N-tuple .(xi , yi )N

i=1 can be found in
EN EN
the support, such that . i=1 |xi − yi | > i=1 |xi − yσ (i) | for some permutation
2 2

.σ . It is quite intuitive that this be the case, as otherwise one could make some

perturbation of the measure, not changing the marginals, and lowering the total
cost. Here, again, changing the condition of “cyclically monotone” to a form of
cyclic monotonicity involving a more general cost c, works quite well, under some
regularity assumptions on the cost.
Finally, the last step is to use Rockafellar’s theorem, which we will presently
describe, which states that any cyclically monotone set is in fact the graph of the
sub-gradient of a convex function. Together with the first steps, this means that the
support of the optimal plan .π lies on the graph of the gradient of some convex .ϕ, and
in particular, .π is not only a transport plan, but is a map. Here the generalization to
other costs is also possible, but one must change the notion of “sub-gradient” to the
less obvious notion of a “c-sub-gradient”. This is called the Rockafellar–Rochet–
Rüschendorf theorem, and applies to costs with values in .R. We will discuss this
part in depth as it is less well-known. In fact, quite recently the author jointly with
Sadovsky and Wyczesany [9] generalized Rockafellar’s theorem to capture the case
of costs which are allowed to obtain the value .+∞, and at the same time found a new
and transparent proof for the original Rockafellar–Rochet–Rüschendorf theorem.
We will describe this development here as well.

4.2.4 Existence of a Minimizer

This subsection is devoted to the compactness argument which promises the

existence of a minimizing measure in .||(μ, ν). This argument is not directly
connected to the theme of this lecture series, and we only include it in the notes
for completeness. In fact, the more sophisticated proofs further in these notes will
give other methods to show existence of a minimizing plan, but it is good to have in
mind the original straightforward argument as well. Note that for the quadratic cost
the infimal total cost is bounded from below by 0, and if all plans have infinite cost
then any plan is minimal in an empty sense. So we may as well assume that the total
cost is finite. When working with a general cost (not bounded from below), this step
sometimes requires some additional care.
In general terms the way to do this is by compactness and lower semi continuity
(this is a general “method” in such cases). Compactness allows to take an infimizing
sequence and extract a converging sub-sequence, and lower semi continuity implies
that the limit of the sub-sequence converges to where it should.
First step (extracting a sub-sequence): For the compactness we make use of a
well-known theorem from [43] (See also Theorem 3.17 in this volume).
Theorem 4.28 (Prokhorov) Let S be a Polish space and .K ⊆ P (S) a subset of
the set of probability measures on S. The subset K is pre-compact in the weak*
190 S. Artstein-Avidan

topology (that is, its closure is sequentially compact) if and only if K is tight, that
is, for any .ε > 0 there exists some .Aε ⊆ S with .μ(Aε ) ≥ 1 − ε for any .μ ∈ K.
Consider .K = ||(μ, ν), which is non-empty as it includes the product measure
.μ × ν. Let us explain why K is “tight". Fixing some .δ > 0 we can pick compact
.A ⊆ X and .B ⊆ Y with .μ(A), ν(B) ≥ 1 − δ (this is called inner regularity of the

measures). Clearly for .π ∈ ||(μ, ν) we have that for .C = A × B

π(X × Y \ C) ≤ π(X × (Y \ B)) + π((X \ A) × Y ) = ν(Y \ B) + μ(X \ A) ≥ 1 − 2δ.

.

This means that we can find a compact set such that for all .π ∈ ||(μ, ν) its measure
is big. The name for this property of .||(μ, ν) is, as explained above, “tight”, and
Prokhorov’s theorem implies we can extract a converging sub-sequence for any
sequence in .||(μ, ν).
Next, .||(μ, ν) is closed in weak* topology. This is trivial: take a sequence .πk ∈
||(μ, ν) which converges in weak* to .π . This means that
f f
. f (x, y)dπk (x, y) → f (x, y)dπ(x, y)

for every .f ∈ C0(b) (X × Y ) (continuous, compact support). Using this for functions
depending only on x and then for functions depending only of y we see that .π ∈
||(μ, ν).
Next consider a minimizing sequence .πk for the total cost. As .||(μ, ν) is
sequentially compact, we may extract a converging sub-sequence, and re-index to
have .πk → π in the weak* sense.
The second step relies on the lower semi continuity of the cost function c, in
this case the quadratic cost (but one may consider a lower semi continuous cost
function). It is a well-known fact that weak convergence .μk → μ is equivalent to
the inequality
f f
. lim inf f dμk ≥ f dμ

for all non-negative lower semi continuous f . Alternatively, we can just use that as
c is non-negative and lower semi continuous we can find a sequence of continuous
functions which is non-decreasing and converges point-wise to c, .cj → c. We may
now use monotone convergence to get
f f
. cdπ = lim cj dπ
j
4 Dualities, Measure Concentration and Transportation 191

f f
but by weak* convergence . cj dπ = limk cj dπk and by monotonicity of .cj we
get
f f f
. cdπ = lim lim cj dπk ≤ lim cdπk
j k k

as claimed. Note that in general we would have to move to a .lim inf with respect to
k in the last inequality but we know that the limit exists having chosen a minimizing
sequence. This completes the proof of the existence of a minimizing measure.
Remark 4.29 For the students less familiar with Prokhorov’s theorem, let us
illustrate the part most relevant to us, in .Rn . First note that tightness is necessary:
For example in .R, if a set of probability measures is not tight, we can choose a
sequence of probability measures such that for some .ε0 , .μk ((−k, k)) < 1 − ε0 . This
means that if a limit measure (weak*) existed it would have to satisfy (note that an
open indicator is lower semi continuous)

μ(−x, x) ≤ lim inf μk (−x, x) ≤ lim inf μk (−k, k) ≤ 1 − ε0

.

and this for any x, impossible. So tightness is indeed necessary for weak*
compactness.
To see how tightness is sufficient (which is the condition we use) let us give a
sketch for the proof in .Rn . A probability measure is determined by the function
.F (x) = μ(w : wi ≤ xi ∀i) which is a function on .R , with values in .[0, 1],
n

increasing in each argument, converging to 0 as each argument tends to .−∞ and

converging to 1 when all arguments tend to .+∞. It is upper semi continuous (with
respect to the standard partial order). It also satisfies (inclusion/exclusion) that

||
n E
μ(
. (ai , bi ]) = (−1)#(θ) F ((ai + θi di )ni=1 ) ≥ 0
i=1 θ∈{0,1}n

(here .di = bi − ai ). Moreover, if we are given such an F , we can associate to

it a probability measure in the natural way. We mention that since F increases on
lines with non-negative coefficients, it is continuous almost everywhere. To show
Prokhorov’s theorem, we are given the measures .μk and want to extract a converging
sub-sequence. Instead, we will use the associated functions .Fk and extract a sub-
sequence converging to some F , and we will see that the probability measure
associated with this F is a limit of the sub-sequence of measures. We consider
an enumeration of .Qn ⊂ Rn and using sub-sequences and diagonalization, find
a sub-sequence of .Fk which converges point-wise on every .q ∈ Qn . This defines a
function F on the rationals, and we extend it to .Rn by defining .F (x) = inf{F (q) :
x ≤ q}. One can readily check that F satisfies that it is a distribution function of
a measure. The tightness comes into checking the limits of F as .xi → 0 and as
.min xi → ∞. It can also be checked that at points of continuity of F , we have

usual convergence of .Fk to F . Finally, putting all of these together we get that the
measures .μk converge weakly to .μ.
192 S. Artstein-Avidan

4.2.5 Cost Duality

To see more clearly why Brenier’s theorem has that particular form, namely
why a gradient appears as the structural form of an optimal transport, and more
interestingly to anticipate which other forms of transport maps can one expect if we
optimize with respect to another cost function, we introduce the Kantorovich duality
theorem along with the cost-transform for functions. The duality theorem serves as
a motivation for the transform and, as we shall see, also for Brenier’s theorem.

Kantorovich Duality Theorem: Statement and Some Discussion

Recall the definition of the total cost

f
.C(μ, ν) = inf{ c(x, y)dπ : π ∈ ||(μ, ν)}.
X×Y

(Below we sometimes denote this quantity also by .Wc (μ, ν), see Sect. 4.3.6) It turns
out that one may express this infimum in a dual way, as a supremum of integrals of
pairs of functions satisfying some constraint. (Note the visual resemblance with the
pairs of functions in the Lindenstrauss theorem).
Theorem 4.30 Let .X, Y be Polish spaces and .μ ∈ P (X), .ν ∈ P (Y ) probability
measures. Assume .c : X × Y → [0, ∞] is lower semi continuous. Then
f f
.C(μ, ν) = sup{ ϕdμ + ψdν : (ϕ, ψ) ∈ L1 (μ) × L1 (ν),
X Y
ϕ(x) + ψ(y) ≤ c(x, y) (μ, ν)−a.e.}.

Moreover, the infimum in the definition of .C(μ, ν) is attained, and the supremum in
the above formula does not change if one allows only bounded and continuous pairs
.(ϕ, ψ).

The fact that the infimum is attained was discussed in the previous section. The
fact that the supremum does not change if we restrict to bounded and continuous
functions is due to the fact that we can approximate any function in .L1 by bounded
and continuous ones. We shall prove the theorem using an infinite dimensional min-
max principle, but it is useful to notice that an inequality is immediate:
Remark 4.31 If .ϕ, ψ are as above then for .π ∈ ||(μ, ν),
f f f f
. ϕdμ + ψdν = (ϕ(x) + ψ(y)) dπ ≤ c(x, y)dπ,
X Y X×Y X×Y

since the inequality holds .μ, ν a.e. which implies it holds .π a.e. as well. Since this is
true for any .π ∈ ||(μ, ν), one may infimize over all these, and we get an inequality
in the Kantorovich Duality Theorem.
4 Dualities, Measure Concentration and Transportation 193

The proof of the theorem itself uses an infinite dimensional linear programming
duality theorem, in which, strangely, Legendre transform on infinite dimensional
spaces comes up. Theorem 4.30 is an easy consequence of the following theorem,
where E is a general linear space, which can be (and will be, in our application)
infinite dimensional. For the proof of Theorem 4.32 see [51]. We do comment on
the geometry behind it after the statement. Here for a function .η : E → (−∞, ∞]
where E is a linear space with a canonical pairing with its dual space .<·, ·> : E ×
E ∗ → R, the Legendre transform .η∗ is defined on the dual space .E ∗ by

η∗ (y) = sup (<x, y> − η(x)) ,

.
x∈E

generalizing to infinite dimensions the definition we had in (4.2).

Theorem 4.32 Let .ϕ, ψ : E → (−∞, ∞] be two convex functions and assume
that for some .z ∈ E both are finite and .ϕ is continuous (this is crucial!). Then
( )
. inf (ϕ(x) + ψ(x)) = max∗ (−ϕ ∗ (−y) − ψ ∗ (y)) (= − min∗ ϕ ∗ (−y) + ψ ∗ (y) .
x∈E y∈E y∈E

Note that part of the statement in the theorem is that on the right hand side there is
an actual extremizer. To give some geometric intuition, let us see what the theorem
means in finite dimensions, where we have already established some facts regarding
the Legendre transform. Note first that

L(ϕ + ψ)(0) = sup (−ϕ(x) − ψ(x)) = − inf (ϕ(x) + ψ(x)) .

.
x x

Therefore, the left hand side in the formula claimed in Theorem 4.32 is simply
−L(ϕ + ψ)(0). However, by Lemmas 4.12 and 4.13 (which we discussed in finite
.

dimensions only) we know

L(ϕ + ψ)(0) = (LϕOLψ) (0).

.

In other words, we get that

. inf(ϕ + ψ) = − inf (Lϕ(x) + Lψ(y))

z+y=0

which is very similar to the claim in the theorem. The missing ingredients are that
we did not show that the infimum is in fact attained as a minimum, and that we have
used lemmas that we discussed only in finite dimensions. This paragraph serves only
to provide some intuition, for the proof of the theorem, which is essentially a clever
use of the Hahn–Banach theorem, see [51]. We next use this theorem to prove the
Kantorovich Duality Theorem.
Proof of Theorem 4.30 Using Theorem 4.32 We shall define our two convex func-
(b)
tions, on the linear space .E = C0 (X × Y ) of continuous functions .f : X × Y → R
194 S. Artstein-Avidan

with compact support, equipped with the supremum norm. Its dual space is the space
f all Radon measures (signed) on .X × Y , with the canonical pairing .<π, f > =
of
f dπ. The convex functions we choose are

o(f ) = 1∞
. {f ≥−c}

and
f f
w(f ) =
. ϕdμ + ψdν if f (x, y) = ϕ(x) + ψ(y)

and .+∞ on functions f for which there is no such representation. Notice that such
a representation is unique up to adding a constant to .ϕ and subtracting it from .ψ,
so that .w is well defined. Convexity of .o is immediate, as is convexity of .w (in
fact, linearity on its domain). In order to use Theorem 4.32 we need to find a point
in their common domain at which one of the two convex functions is continuous.
This point will be the function .f ≡ 1 which is clearly a bounded and continuous
function on .X × Y . The function f belongs to the domain of .o since c is non-
negative, and .o is continuous at f since on a .1/2-neighborhood (in the .sup norm)
of f , the function .o is constant 0. Finally, f is in the domain of .w since 1 can be
written as the combination of two constant functions.
Next we compute the Legendre transforms of .o and .w, which are now functions
on the dual space, namely on the space of Radon measures. We expect (and this will
indeed be the case) that .o∗ be a linear function (as .o was an indicator) and that
the dual of .w be an indicator as .w was linear on its domain (we can write .w as
.<f, μ ⊗ ν> on its domain). Indeed, for a measure .π we get

(f ) f
∗
o (π ) = sup
. f dπ − o(f ) = sup f dπ
f f ≥−c
f f
o∗ (−π ) = sup (−f )dπ = sup f dπ.
f ≥−c f ≤c

If .π is not a non-negative measure then there exists some very negative f (in the
area were .π “is negative”) which forces the .sup to be f .+∞. On the other hand if .π
is non-negative then we can get arbitrarily close to . cdπ by choosing appropriate
f (we might not be able to take .c itself if it is not bounded, but we can get as close
as we want), so we see that
f
∗
.o (−π ) = cdπ
4 Dualities, Measure Concentration and Transportation 195

for .π a non-negative measure, and .+∞ for measures outside the cone of non-
negative measures. As for .w ∗ , let us compute
(f )
w ∗ (π ) = sup
. f dπ − w(f )
f
(f f f )
= sup f (x, y)dπ − ϕdμ − ψdν .
f (x,y)=ϕ(x)+ψ(y)

If .π ∈ ||(μ, ν) then the expression on the right hand side is 0, and if .π /∈ ||(μ, ν)
then for any M there exists a function f for which the difference
f f f
. (ϕ(x) + ψ(y)) dπ − ϕdμ − ψdν > M.

We conclude that .w ∗ is the indicator of the set of measures .π ∈ ||(μ, ν). Plugging
these in we get that
f
∗ ∗
. − min∗ {o (−π ) + w (π )} = − min{ cdπ : π ∈ ||(μ, ν)}.
π ∈E

(Note that the fact that the marginals are .μ and .ν is not enough for .π ∈ ||(μ, ν)
because we also require .π ≥ 0 which we obtained be the condition of belonging to
the domain of .o∗ ). By Theorem 4.32 we get that
f
. inf (o(f ) + w(f )) = − min{ cdπ : π ∈ ||(μ, ν)}

which, using that

f f
. inf (o(f ) + w(f )) = inf ϕdμ + ψdν,
ϕ(x)+ψ(y)≥−c

completes the proof. u

n

The Cost Transform

The Kantorovich Duality Theorem, Theorem 4.30, tells us that when searching for
f at pairs .ϕ(x), ψ(y) satisfying .ϕ(x) +
the total cost .C(μ, ν) we can finstead look
ψ(y) ≤ c(x, y) and supremize . ϕdμ+ ψdν. (Here we let .−∞+∞ = −∞.) We
can call a pair satisfying this inequality an “admissible pair”. Given some function
.ϕ : X → [−∞, +∞], we may associate to it the largest .ψ such that the two

constitute an admissible pair. This .ψ we call the “c-transform” of .ϕ.

196 S. Artstein-Avidan

Definition 4.33 (The c-Transform) For .ϕ : X → [−∞, +∞], its c-transform is

defined to be .ϕ c : Y → R given by

ϕ c (y) = inf (c(x, y) − ϕ(x)) .

.
x

Similarly for .ψ : Y → [−∞, +∞], its c-transform is defined to be .ψ c : X → R

given by

ψ c (x) = inf (c(x, y) − ψ(y)) .

.
y

When .X = Y and .c(x, y) = c(y, x), these amount to the same transform. We
abuse notation slightly by using the same notation for both transforms, as we usually
assume .X = Y = Rn and assume the cost to be symmetric. (Here, to match the
above definition of admissible pairs, one must let .∞ − ∞ = ∞.)
The following facts follow directly from the definition.
Fact If .ϕ and .ψ are admissible then .ϕ c ≥ ψ.
Fact If .ϕ1 ≤ ϕ2 then .ϕ1c ≥ ϕ2c .
A third simple fact is that on the image of the transform, namely for .ψ = ϕ c , the
transform is an involution. More precisely,
Fact For any .ϕ we have that .ϕ ccc = ϕ c .
Proof Indeed, the pair .ϕ, ϕ c is admissible and thus by the first Fact above we see
that .ϕ ≤ ϕ cc . We may now insert into this inequality the function .ϕ c , getting .ϕ c ≤
ϕ ccc . We may, instead, take the c transform of both sides of this inequality, and by
the second Fact above get that .ϕ c ≥ ϕ ccc . u
n
This last Fact implies that to each cost function there corresponds a natural class
of functions on which the cost-induced transform is an order reversing involution.
Definition 4.34 (The c-Class) Given a symmetric cost function .c(x, y) : X×X →
(−∞, ∞], the corresponding c-class is the image of the mapping .ϕ |→ ϕ c on the
class of all functions .f : X → [−∞, ∞].
It readily follows from the above facts and definition that
Fact A function .ϕ is in the c-class if and only if .ϕ = ϕ cc .
Among functions in the c-class, there is a subfamily which is of special
importance.
Definition 4.35 (Basic Functions) A function of the form .ϕ(x) = c(x, y0 )+β, for
a fixed .y0 ∈ Y and a constant .β ∈ R, is called a basic function for the cost c. When
c is not a symmetric cost and X is different than Y , one must distinguish between
X-basic functions of the form .ϕ(x) = c(x, y0 ) + β, and Y -basic functions of the
form .ψ(y) = c(x0 , y) + β.
4 Dualities, Measure Concentration and Transportation 197

Fact Any basic function associated to a cost c belongs to the c-class.

Proof Consider the function .ψy0 ,β : Y → [−∞, ∞] given by .ψy0 ,β (y) = −∞ for
y /= y0 and .ψy0 ,β (y0 ) = −β. Then we have1
.

( )
ψ c (x) = inf c(x, y) − ψy0 ,β (y) = c(x, y0 ) + β.
.
y

Therefore, the function .ψ(x) = c(x, y0 ) + β is in the c-class. (One may also check
directly that .ϕ = ϕ cc ). u
n
It is useful to notice that the c-class is always closed under the operation of point-
wise infimum.
Fact Assume .(ϕα )α∈I is some family of functions which are all in the c-class, where
I is some indexing set. Then the point-wise infimum

ϕ(x) = inf ϕα (x)

.
α∈I

is also in the c-class.

Proof Indeed, by assumption there are function .ψα such that .ϕα = ψαc (in fact, one
may take .ψα = ϕαc ). Consider the function .ψ : Y → [−∞, ∞]

ψ(y) = sup ψα (y).

.
α

Regardless of whether .ψα is in the c-class or not, we may consider its c-transform
and we see that
( )
.ψ (x) = inf (c(x, y) − ψ(y)) = inf c(x, y) − sup ψα (y)
c
y y α

= inf inf (c(x, y) − ψα (y)) = inf ψ (x) = inf ϕα (x) = ϕ(x).

c
α y α α

u
n
The basic functions generate the c-class since, using the definition of the c-
transform, we see that
Fact Any function .ϕ in the c-class is the infimum of basic functions and vice-versa.
Finally, whenever one encounters a class of functions which is closed under
ˆ
point-wise infimums, one may define within this class the operation of .sup(S)
(where S is some subset of functions) which denotes the minimal element in the

1 Note that we use the fact that .c(x, y) /= −∞, since for .y /= y0 the function .ψy0 ,β gave the
result .+∞ and under our convention, if added to .−∞ this would result in .−∞ and be taken as the
infimum, had we allowed .c(x, y) to attain the value .−∞.
198 S. Artstein-Avidan

class which is greater than all the elements in the set. For example, the class of
ˆ a
convex bodies is closed under intersection, and the “convex hull” is the .sup,
“replacement” for the union operation, which does not preserve convexity. The
general definition is as follows:
ˆ Let .S be a class of functions which is closed
Definition 4.36 (The Operation .sup)
under the operation of infimum. Given a family of functions .(ϕα )α∈I for some index
set I , one defines

ˆ α : α ∈ I ) = inf{ϕ ∈ S : ϕ ≥ ϕα ∀α}.
sup(ϕ
.

We conclude with two main examples: The Legendre transform

.Lϕ(y) = sup (<x, y> − ϕ(x))

is, up to sign, a cost transform. Indeed, it can be recovered using one of the two
following possibilities for cost functions: .c(x, y) = −<x, y> or .c̃(x, y) = |x−y|
2
2 . To
see that .−ϕ c = L(−ϕ) write

ϕ c (y) = inf(−<x, y> − ϕ(x)) = − sup(<x, y> − (−ϕ(x))) = −L(−ϕ)(y).

.
x x

One may easily check that the corresponding c-class is the class of upper semi
continuous concave functions (which are allowed to attain the value .−∞).
Regarding the cost function .c̃, we note that

ϕ c̃ (y) = inf(|x|2 /2−<x, y>+|y|2 /2−ϕ(x)) = |y|2 /2+inf(−<x, y>−(ϕ(x)−|x|2 /2))

.
x x

so that

ϕ c̃ (y) − |y|2 /2 = inf(−<x, y> − (ϕ(x) − |x|2 /2)) = (ϕ − |x|2 /2)c .

.
x

This means that .c̃-class are simply functions in c-class with an added fixed function
|x|2 /2, and the induced transform is, up to this “change of appearance”, the same.
.

Another particular cost-induced transform which has recently received much

attention is the .A-transform from [1] (see also [4, 7]). It is defined by

(<x, y> − 1)+

Aϕ(y) = sup
. .
x ϕ(x)

Here one must specify that division by 0 of a positive number gives .+∞ whereas
the fraction . 00 gives 0 (this corresponds, after taking a logarithm, to the .±∞ calculus
presented above for the cost setting).
One may easily verify that the image of .A is the set of so-called geometric convex
functions, .Cvx0 (Rn ), namely lower semi continuous convex functions which vanish
4 Dualities, Measure Concentration and Transportation 199

at the origin and which are non-negative (and allowed to attain the value .+∞, but
not everywhere). As a transform on epi-graphs, .A corresponds to standard polarity
and reflection, see [3].
It turns out that .A is induced by the cost function

. p0 (x, y) = − ln(<x, y> − 1)+

in the following sense .e−v 0 = A(e−v ), as can be verified with a direct computation.
p

In particular, as the .A transform is an order reversing involution on the class of

geometric convex functions (see [1]), the .p0 -class consists of .− ln f , where .f ∈
Cvx0 (Rn ).
It is of interest that on the class .Cvx0 (Rn ) there are, up to linear variants,
precisely two order reversing isomorphisms. These are .A, of course, but also the
Legendre transform .L, for which .Cvx0 (Rn ) is an invariant subclass, and which is,
as discussed, an order isomorphism on the larger class of all convex functions. This
theorem is a close cousin of Theorem 4.11, and appears in [3].
Recapping, we see that in the Kantorovich Duality Theorem, Theorem 4.30, the
supremum, which in the formulation runs over all admissible pairs .ϕ ∈ L1 (μ), ψ ∈
L1 (ν), can in fact be restricted to pairs of the form .(ϕ, ϕ c ) for .ϕ in the c-class (or,
equivalently, to pairs .(ϕ cc , ϕ c )). One, however, must remain careful, as it may be that
these pairs do not belong to .L1 (μ) × L1 (ν), in which case one must consider some
truncation as well. Nevertheless, this observation reduces significantly the class on
which the supremum in Kantorovich Duality Theorem is to be computed.

The Cost Sub-Differential

In Brenier’s theorem, Theorem 4.25, the gradient of a convex function plays a key
role: it is the form of the optimal transport map. For more general cost functions
(Brenier’s theorem deals of course with the quadratic cost function) the analogue of
the gradient mapping is the so-called c-sub-gradient as we explain below.
Definition 4.37 (The c-Sub-Gradient) Given a cost .c : X × Y → (−∞, ∞] and
a function .ϕ which is in the c-class, we define

∂ c ϕ = {(x, y) : ϕ(x) + ϕ c (y) = c(x, y) < ∞}.

.

We also define .∂ c ϕ(x) = {y : (x, y) ∈ ∂ c ϕ}.

The condition .c(x, y) < ∞ for a pair .(x, y) ∈ ∂ c ϕ may seem unnatural, but it is
essential for the theory we present in these lectures, as we shall readily explain.
200 S. Artstein-Avidan

One motivation for the definition of the c-sub-gradient comes, as expected, from
the Kantorovich Duality Theorem. Indeed, in searching for a pair .(ϕ, ϕ c ) for which
the supremum in Kantorovich Duality Theorem is attained, namely
f f f
Wc (μ, ν) =
. c(x, y)dπ0 (x, y) = ϕdμ + ϕ c dν,
X×Y

we note that the inequality .ϕ(x)+ϕ c (y) ≤ c(x, y) always holds, so that for equality
to hold we expect the support of the measure .π0 to be concentrated on the equality
cases for this inequality, which is precisely the definition of the c-sub-gradient of .ϕ.
More precisely
Lemma 4.38 Assume .π ∈ ||(μ, ν) and there is some c-class .ϕ ∈ L1 (μ) such that
π(∂ c ϕ) = 1. Then .π is an optimal transport plan with respect to c.
.

Proof Indeed, as .π is some plan, an upper bound for .Wc (μ, ν) is given by
f f
. c(x, y)dπ(x, y) = c(x, y)dπ
X×Y ∂cϕ
f f f
= (ϕ(x) + ϕ c (y))dπ = ϕdμ + ϕ c dν,
∂cϕ X Y

which by Kantorovich Duality Theorem is also a lower bound. This means that not
only is .π optimal, but the supremum in Kantorovich’s theorem is attained, and in
the case where .∂ c ϕ is a graph (namely, is uni-valued almost everywhere) .π is in fact
a transport map, not just a plan. u
n
Note that by definition .∂ c ϕ c = {(y, x) : (x, y) ∈ ∂ c ϕ} which is another way
of stating that as (set-valued) mappings, the two mappings .x |→ ∂ c ϕ(x) and .y |→
∂ c ϕ c (y) are inverse to one another. This is precisely what we discussed regarding
the Legendre transform in Sect. 4.2.2. We rewrite it here in fuller generality.
Lemma 4.39 Let .ϕ : Rn → (−∞, ∞] be a convex lower semi continuous function,
and set .ψ(x) = |x|2 /2 − ϕ(x). Let .c(x, y) = |x − y|2 /2, so that .|y|2 /2 − Lϕ(y) =
ψ c (y). Then it holds that

∂ c ψ(x) = ∂ϕ(x)
.

where

∂φ(x) = {y : ∀z, φ(z) ≥ φ(x) + <y, z − x>}

.

is the usual sub-gradient of a convex function.

Proof By definition,

∂ c ψ = {(x, y) : ψ(x) + ψ c (y) = |x − y|2 /2}.

.
4 Dualities, Measure Concentration and Transportation 201

Rearranging we get that

∂ c ψ = {(x, y) : ϕ(x) + Lϕ(y) = <x, y>}.

.

On the other hand, the sub-gradient can be rewritten as

∂ϕ(x) = {y : <y, x> − ϕ(x) ≥ sup<y, z> − ϕ(z) = Lϕ(y)}

.
z

and since the choice .z = x clearly gives equality, we may rewrite

∂ϕ(x) = {y : <y, x> − ϕ(x) = Lϕ(y)},

.

exactly the same as .∂ c ψ(x). u

n

Cost Cyclic Monotonicity

As we have seen above, understanding optimal maps has to do with the possibility
of finding a plan supported on the c-sub-gradient of some c-class function. We thus
turn to the question of understanding the structure of supports of c-sub-gradients.
To this end, we define a property of a subset of .X × Y called c-cyclic monotonicity.
Definition 4.40 Given a cost .c : X × Y → (−∞, ∞] , a set .G ⊂ X × Y is called
i=1 ⊆ G it holds that for any
c-cyclically monotone if for any N and any .(xi , yi )N
permutation .σ of .{1, . . . , N}

E
N E
N
. c(xi , yi ) ≤ c(xi , yσ (i) ).
i=1 i=1

We note the following easy lemma.

Lemma 4.41 Let .c : X × Y → (−∞, ∞] and assume .G ⊆ ∂ c ϕ for some c-class
.ϕ : X → (−∞, ∞]. The G is c-cyclically monotone.

Proof By definition

ϕ(xi ) + ϕ c (yi ) = c(xi , yi )

.

and

ϕ(xi ) + ϕ c (yσ (i) ) ≤ c(xi , yσ (i) ).

.
202 S. Artstein-Avidan

Summing over all i’s we get that the left hand sides have the same sum, and we end
up with

E
N E
N
. c(xi , yi ) ≤ c(xi , yσ (i) ).
i=1 i=1

u
n
Our main goal in this section is to reverse this observation, and show that in
many cases any c-cyclically monotone set has a so-called “potential”, that is, some
.ϕ such that .G ⊆ ∂ ϕ. When this is possible, and further, when .∂ ϕ is actually a
c c

mapping, we will not only get a maximizer in Kantorovich Duality Theorem, but
this maximizer will correspond to a transport map (rather than a mere plan). In the
case of a quadratic cost, this map will be the gradient of a convex function (which is
well-defined almost everywhere) which in addition means its differential is positive
definite.
It turns out that the above lemma can be reversed in the case of so called
“traditional” costs, namely when .c(x, y) ∈ R for all .x ∈ X, y ∈ Y . For costs
that are allowed to attain the value .+∞, a slightly stronger condition than c-
cyclic monotonicity is needed for the existence of a potential, as we will discuss
in Sect. 4.2.8.
However, before embarking on this important goal of reversing the implication
in Lemma 4.41, we show that in the classical case of the quadratic cost on .Rn (or,
more generally, any continuous cost), there exists a plan with c-cyclically monotone
support. Thus, a reverse Lemma to Lemma 4.41 will in fact produce an optimal
transport plan supported on a c-sub-gradient (recall Lemma 4.38).
Lemma 4.42 Let .μ and .ν be Borel probability measures on .Rn , and let .c : Rn ×
Rn → R be a continuous cost function. Then there exists a probability measure
.π ∈ ||(μ, ν) with c-cyclically monotone support.
E
Proof This is clearly the case for finite discrete measures .μ = m1 m i=1 δxi and
E m
.ν =
1
m δ
i=1 yi since we simply optimize on a finite set of possibilities and select
the best permutation (see Sect. 4.2.1). Given some general .μ and .ν we construct
discrete measures .μk and .νk which converge to them in the weak* topology. For
each k we find .πk ∈ ||(μk , νk ) with c-cyclically monotone support. By a standard
compactness argument (see Sect. 4.2.4) there exists a weak* sequential limit .π of
.πk , which by definition of weak* convergence is in .||(μ, ν) and by continuity of

c has c-cyclically monotone support. Indeed, for .(zi , wi ) ∈ support(π ) there are
(k) (k)
.(z
i , wi ) ∈ support(πk ) converging to them, so by continuity of the cost

E
N E
N
(k) (k) (k) (k)
. c(zi , wi ) − c(zi , wσ (i) ) = lim c(zi , wi ) − c(zi , wσ (i) ) ≤ 0.
i=1 i=1

This completes the proof of the Lemma. u

n
4 Dualities, Measure Concentration and Transportation 203

Note that we have not claimed that the plan .π we constructed is optimal with
respect to c, though we do expect this as a limit of optimal plans for very close-by
measures.

4.2.6 Rockafellar’s Theorem: Statement and Classical Proof

The first main constructive theorem we present states that when the cost considered
attains only finite values, given a c-cyclically monotone set G, one may find a
“potential” .ϕ which is a c-class function such that .G ⊆ ∂ c ϕ.
Theorem 4.43 (Rockafellar–Rochet–Rüschendorf) Let .c : X × X → R be a
symmetric cost function, .c(x, y) = c(y, x). Let .G ⊂ X × X be non-empty and
c-cyclically monotone. Then there exists some c-class function .ϕ : X → [−∞, ∞]
such that .G ⊆ ∂ c ϕ (and in particular, .ϕ(x) /= ±∞ for x such that .(x, y) ∈ G).
We provide two proofs for this theorem. Our main goal is to show a new proof
from [9] which we find both insightful and simple in nature, and which, more
importantly, can be generalized to non-traditional costs in a clear fashion. This is
given in the next section. However, for completeness of the exposition, we first
present the classical proof, see [44–46].
Proof Fix some element .(x0 , y0 ) ∈ G which we shall call the “pivot”. We will make
sure .ϕ(x0 ) = 0. Define
( )
E
m
.ϕ(x) = inf c(x, ym ) − c(x0 , y0 ) + (c(xi , yi−1 ) − c(xi , yi )) ,
i=1

where the infimum runs over all .m ∈ N and all m-tuples .(xi , yi ) ∈ G, i = 1, . . . , m.
The first observation is that this function is indeed in the c-class, namely it is
c
.ψ for some .ψ. Indeed, this holds because the c-class is closed under infimum, and

each of the functions in this infimum is simply of the form .c(x, ym ) − β which (we
showed before) is in the c-class as well.
The second observation is that .ϕ(x0 ) = 0. Indeed, by picking .m = 0 (or .m = 1
with .(x1 , y1 ) = (x0 , y0 )) it is clear that .ϕ(x0 ) ≤ 0. On the other hand the c-cyclic
monotonicity implies that

E
m E
m
. c(xi , yi ) ≤ c(x0 , ym ) + c(xi , yi−1 )
i=0 i=1

i=1 ⊆ G so that the expression in the infimum, evaluated

for any choice of .(xi , yi )m
at .x0 , is at least 0.
204 S. Artstein-Avidan

Our goal is thus to show that if .(x, y) ∈ G then .ϕ(x) + ϕ c (y) = c(x, y). We
shall do this without computing .ϕ c , but instead showing that for any .z ∈ X we have
that

. c(x, y) − ϕ(x) ≤ c(z, y) − ϕ(z). (4.8)

Before doing this, let us have a short discussion on whether these two claims, (4.8)
and .(x, y) ∈ ∂ c ϕ, are indeed the same. The answer is an obvious yes, since this
means that the infimum is attained at x. A problem may occur only if we start
worrying that perhaps .ϕ(x) = ±∞ (which, the reader will recall, is not allowed for
x with .(x, y) ∈ ∂ c ϕ). We clearly have .ϕ(x) ≤ c(x, y0 )−c(x0 , y0 ) which is finite. So
one might nevertheless worry that maybe .ϕ(x) = −∞. This definitely could happen
if x is some arbitrary point, however here we are assuming .(x, y) ∈ G. In particular,
once we show the above inequality, .c(x, y) − ϕ(x) ≤ c(x0 , y) − ϕ(x0 ) = c(x0 , y)
so .ϕ(x) cannot be .−∞.
To show (4.8) we take some .t > ϕ(x) and use the definition of .ϕ(x) as an
infimum to find some .m ∈ N and some .(xi , yi )m i=1 ⊆ G such that

E
m
t > c(x, ym ) − c(x0 , y0 ) +
. (c(xi , yi−1 ) − c(xi , yi )).
i=1

Since .(x, y) ∈ G we may rename them .(xm+1 , ym+1 ) and use the new .(m + 1)-tuple
for an upper bound in the definition of .ϕ(z) as an infimum. Namely

E
m+1
ϕ(z) ≤ c(z, ym+1 ) − c(x0 , y0 ) +
. (c(xi , yi−1 ) − c(xi , yi )).
i=1

Plugging in our definitions this becomes

. ϕ(z) ≤
E
m
c(z, y) − c(x0 , y0 ) + c(x, ym ) − c(xm , ym ) + (c(xi , yi−1 ) − c(xi , yi )),
i=1

and using our inequality for t we get

. ϕ(z) − c(z, y) ≤
E
m
−c(x0 , y0 ) + c(x, ym ) − c(x, y) + (c(xi , yi−1 ) − c(xi , yi )) < t − c(x, y).
i=1

As this is true for any .t > ϕ(x), we get that

ϕ(z) − c(z, y) ≤ ϕ(x) − c(x, y),

.
4 Dualities, Measure Concentration and Transportation 205

as claimed. This means that .ϕ c (y) + ϕ(x) = c(x, y), namely .(x, y) ∈ ∂ c ϕ, which
completes the proof. u
n
Remark 4.44 The c-cyclic monotonicity of G was only used in the part where we
showed that .ϕ(x0 ) = 0.

4.2.7 A New Proof of Rockafellar’s Theorem

While the above classical proof is quite short and beautiful, it is not immediate how
one may use it to tackle costs which are non-traditional, namely costs for which
there exist pairs .(x, y) with .c(x, y) = +∞. To do this, we first reformulate the
problem of finding a potential for a given set .G ⊂ X × Y as a question regarding
the existence of a solution to a linear system of inequalities.
Theorem 4.45 Let .c : X × Y → R ∪ {+∞} be a cost function and let .G ⊆ X × Y .
Then there exists a potential for G, namely a c-class function .ϕ : X → [−∞, ∞]
such that .G ⊆ ∂ c ϕ, if and only if the following system of inequalities,

. c(x, y) − c(z, y) ≤ a(x) − a(z), (4.9)

indexed by .(x, y), (z, w) ∈ G, has a solution .a : PX G → R, where .PX G = {x ∈

X : ∃y ∈ Y, (x, y) ∈ G}.
Proof Assume that there exists a potential .ϕ : X → [−∞, ∞] such that .G ⊆ ∂ c ϕ.
We note that on .PX G the function .ϕ must attain only finite values, because .G ⊆ ∂ c ϕ
means in particular that .ϕ(x) + ϕ c (y) = c(x, y) < ∞. For every .z ∈ PX G we have
( )
ϕ(z) = inf c(z, w) − ϕ c (w) ≤ c(z, y) − ϕ c (y).
.
w∈Y

At the same time, since .(x, y) ∈ ∂ c ϕ,

( )
ϕ(x) = inf c(x, w) − ϕ c (w) = c(x, y) − ϕ c (y).
.
w∈Y

Taking the difference of the two equations we get

c(x, y) − c(z, y) ≤ ϕ(x) − ϕ(z).

.

Letting .a(x) = ϕ(x) for .x ∈ PX G, we have found a solution for the system of
inequalities.
For the other direction, assume we have a solution to the system of inequalities.
We would like to extend it to some c-class function defined on X. To this end let

ϕ(z) =
. inf {c(z, y) − c(x, y) + a(x)}.
(x,y)∈G
206 S. Artstein-Avidan

We will show that the function .ϕ, which is clearly in the c-class, is an extension of
the function .a : PX G → R, and that it is a potential for G, namely .G ⊆ ∂ c ϕ.
The assumption (4.9) implies that for .z ∈ PX G we have

. a(z) ≤ c(z, y) − c(x, y) + a(x)

and so the infimum in the definition of .ϕ is attained at z itself. In particular, we get

that .ϕ is indeed an extension of a. This means that if .(x, y) ∈ G then

ϕ c (y) = inf (c(z, y) − ϕ(z))

.
z∈X
( )
= inf sup c(z, y) − c(z, y ' ) + c(x ' , y ' ) − ϕ(x ' )
z∈X (x ' ,y ' )∈G

≥ inf (c(z, y) − c(z, y) + c(x, y) − a(x))

z∈X

= c(x, y) − a(x) = c(x, y) − ϕ(x).

As the opposite inequality is trivial, we get that .(x, y) ∈ ∂ c ϕ, as required. u

n
Theorem 4.43 will follow from the above joined with the following theorem
regarding systems of linear inequalities.
Theorem 4.46 Let .{αi,j }i,j ∈I ∈ R, where I is some arbitrary index set, and with
αi,i = 0. The system of inequalities
.

.αi,j ≤ vi − vj , i, j ∈ I (4.10)

has a solution if and only if forE any m and any .i1 , · · · , im ∈ I , and a permutation .σ
of .[m] = {1, . . . , m}, we have . m
k=1 αik ,iσ (k) ≤ 0.
To make the translation, let us consider the set of indices I to be our original set
EmIf .i = (x, y) and .j = (z, w) we let .αi,j = c(x, y) − c(z, y). The condition
G.
. k=1 αik ,iσ (k) ≤ 0 amounts to

E
m
. c(xi , yi ) − c(xσ (i) , yi ) ≤ 0,
k=1

which is c cyclic monotonicity. The theorem guarantees a solution .(v(x,y) )(x,y)∈G .

We would like to define .a(x) = v(x,y) . To do this, we only need to explain why if
'
.(x, y) ∈ G and .(x, y ) ∈ G then .v(x,y) = v(x,y ' ) . We do this in the next paragraph.

Let us repeat this delicate point: The index set for the inequalities are pairs
.((x, y), z) ∈ G × PX G (or, equivalently, pairs .((x, y), (z, w)) ∈ G × G, where

we ignore w as it does not appear in the inequalities). The solution vector we are
looking for is indexed by .PX G, and we denoted it .(a(x))x∈PX G . In fact, formally, we
4 Dualities, Measure Concentration and Transportation 207

should be using .(a(x, y))(x,y)∈G , which seems to allow multi-valued a. However,

note that if .(x, y) and .(x, y ' ) are both in G then

0 = c(x, y) − c(x, y) ≤ v(x,y) − v(x,y ' )

.

and

0 = c(x, y ' ) − c(x, y ' ) ≤ v(x,y ' ) − v(x,y)

.

which means

v(x,y) = v(x,y ' ) .

.

In other words, even if we do index the vector by .(x, y) ∈ G instead of .x ∈ PX G,

the solution vector depends only on the first coordinate.
We thus concentrate from this point onward on proving Theorem 4.46.
By summing the inequalities on a permutation .σ of .[m], we see that cyclic
monotonicity is a necessary condition for the existence of a solution. The next
lemma shows that in the case of finite G this condition is also sufficient. This is
a classical fact (which we shall come back to in the infinite case) and we include
a proof here for completeness. The main tool is Helly’s theorem (see e.g [48,
Theorem 1.1.6]).
Lemma 4.47 Let .αi,j ∈ R ∪ {−∞} for .i, j ∈ [m], with .αi,i = 0. The following are
equivalent:
(a) There exists a vector .v ∈ Rm such that for all .i, j

αi,j ≤ vi − vj
.

and E
(b) For any permutation .σ of .[m] we have that . mi=1 αi,σ (i) ≤ 0.
Proof Clearly (a) implies (b), by summing over the pairs .(i, σ (i)), as explained
above:
E E
. αi,σ (i) ≤ vi − vσ (i) = 0.
i∈J i∈J

For the other direction, we shall use induction. Note that we are given a set of at
most .m(m − 1) inequalities and we would like E to show they have a joint solution.
Without loss of generality we may assume . vi = 0, so in fact these .m(m − 1)
inequalities are on a vector which is essentially in .Rm−1 . By Helly’s theorem, it
is enough to make sure that any m of these inequalities have a joint solution (the
existence of a solution amounts to the intersection of the corresponding half-spaces
being non-empty).
208 S. Artstein-Avidan

Using induction on m, we may assume that the theorem is true for .(m − 1). In
particular, given a subset P of m pairs .{(i, j )}, if there is an index within .{1, . . . , m}
which does appear in any of these, then by induction we know that the intersection
of the corresponding half-spaces in not empty. We may thus assume that the family
of m inequalities which we are trying to satisfy simultaneously include each of the
integers in .{1, . . . , m} at least once.
Further, we argue that if one of these integers, say k, appears only once, say then
the constraint on .vk is one sided. In particular, we may consider the vector v without
its kth coordinate, solve the system on inequalities using the induction assumption,
and then solve the single remaining inequality for .vk (since a single inequality in a
single variable always has a solution). Moreover, the same argument applies if one
of the integers, call it k again, appears (as many times as it likes) only as the first
(resp. only as the second) in any pair .(i, j ) ∈ P .
We may thus assume, without loss of generality, that each of the indices in
.{1, . . . , m} appears at least once as a first index and at least once as a second index,

in the set of inequalities P . Altogether in P there are precisely m appearances as

a first index and m as a second, which means that each integer appears exactly
once as a left index and once as a right. In other words, the pairs in P form
a permutation of .{1, . . . , m}. We may decompose the permutation into its non
interacting components. If there are more than one, then by induction we have a
solution again. If not, then we have a full permutation .σ on .{1, . . . , m} and we want
to find a joint solution to the inequalities

αi,σ (i) ≤ vi − vσ (i) .

.

We fix .v1 arbitrarily and let .vσ (1) = v1 −α1,σ (1) , .vσ (σ (1)) = vσ (1) −ασ (1),σ (σ (1)) and
inductively, having defined .vj , let .vσ (j ) = vj − αj,σ (j ) . After m steps we will have
defined .vσ m−1 (1) , say .σ m−1 (1) = k. Clearly .σ (k) = 1. All inequalities are satisfied
(as equalities, in fact) except possibly the last one: .αk,1 ≤ vk − v1 . Since we have
defined everything explicitly, we can write this inequality explicitly as well:

αk,1 ≤ vk − v1 = vσ −1 (k) − ασ −1 (k),k − v1

.

E
i−1
= · · · = vσ −i (k) − ασ −(j +1) (k),σ −j (k) − v1
j =0

E
m−1
= · · · = v1 − ασ −(j +1) (k),σ −j (k) − v1 .
j =0

Canceling .v1 and rewriting the inequality, it is precisely

E
m
. αi,σ (i) ≤ 0
i=1
4 Dualities, Measure Concentration and Transportation 209

which holds by our assumption (b). We thus showed that any m inequalities can
be satisfied simultaneously (the condition that the sum is 0 can be satisfied simply
be adding a constant to all coordinates of the vector), and conclude, using Helly’s
theorem and the fact that the problem is essentially .(m − 1) dimensional, that if (b)
holds then the system of inequalities in (a) has a solution. u
n
To move from finite sets of inequalities to an infinite one, we use compactness in
a standard fashion.
Proposition 4.48 Let .αi,j ∈ R for .i, j ∈ I with .αi,i = 0 and I is some index set.
Consider the family of inequalities

αi,j ≤ vi − vj .
.

Assume that for any finite subset .J ⊆ I , one may find a solution .(vj )j ∈J satisfying
jointly all the inequalities for .i, j ∈ J . Then there exists a solution .(vi )i∈I solving
jointly all the inequalities.
Proof Recall Tychonoff’s theorem which states that the product of any collection of
compact topological spaces is compact with respect to the product topology. We fix
some .i0 ∈ I and let .vi0 = 0. The space
|| where we are searching || for solutions to the
family of inequalities is now .X = i∈I \{i0 } [αi,i0 , −αi0 ,i ] = i∈I Xi , since among
the inequalities we will have .αi,i0 ≤ vi − vi0 ≤ −αi0 ,i (which, by the way, we know
is a non-empty interval by our assumption of solvability for any finite subset, in the
case the subset .{i0 , i}). Note that X is compact with respect ||to the product topology,
in which a basis for open sets is the Cartesian product . i∈I Ai where .Ai is the
whole interval .Xi except finitely many indices in which .Ai is an open set. The set
of elements .v ∈ X for which a certain inequality .α(i, j ) ≤ vi − vj is not satisfied is
clearly an open set, as it is an open set in the two participating coordinates (product
with the full intervals in all the other components).
Assume there does not exist a solution to the (possibly infinite) system of
inequalities. This means that every point in the product space lies in at least one
of these open sets, namely for every choice of v at least one of the inequalities is not
satisfied. We thus have a cover of the space X, and by compactness there is some
finite sub-cover. As it is finite, a finite number of indices, say only the finite subset
J , participate in the corresponding inequality. The fact that it is a cover means that
not all these inequalities can be satisfied simultaneously within X. But, after adding
the inequalities .αi,i0 ≤ vi − vi0 ≤ −αi0 ,i for the indices .i ∈ J , we know by our
assumption that there is a solution vector .(vi )i∈J , and we may add to it any .vi ∈ Xi
for .i /∈ J , getting a contradiction to the covering property of the finite sub-cover.
We conclude that the original collection was not a cover, namely, there is a solution
to the infinite family of inequalities. u
n
We have thus completed the new and simple proof for the Rockafellar–Rochet–
Rüschendorf theorem for real valued costs.
210 S. Artstein-Avidan

Corollary 4.49 Let .c : X × Y → R be a finitely valued cost function. Assume we

are given a set .G = {(xi , yi )}i∈I which is .c-cyclically monotone. Then there exists
a c-class function .ϕ : X → (−∞, ∞] such that .G ⊆ ∂ c ϕ, namely for any .i ∈ I we
have .(xi , yi ) ∈ ∂ c ϕ.
The upshot of having such a simple proof, is that it crystallizes what needs to be
added in the case of general costs, which is the subject of the next section.

4.2.8 Rockafellar-Type Theorem, Non-Traditional

Our motivation for providing the new proof above was that for non-traditional costs
(costs that are allowed to assume .+∞, such as the polar cost) it may happen that a
set is c-cyclically monotone but fails to have a potential .ϕ, even when c is continuous
and the spaces considered are simply .Rn . The proof above, however, crystallized
what the “right” condition for the existence of a potential is, and we call it c-path-
boundedness.
Definition 4.50 Fix sets .X, Y and .c : X × Y → (−∞, ∞]. A subset .G ⊆ X × Y
will be called c-path-bounded if .c(x, y) < ∞ for any .(x, y) ∈ G, and for any
.(x, y) ∈ G and .(z, w) ∈ G, there exists a constant .M = M((x, y), (z, w)) ∈ R such

that the following holds: For any .m ∈ N and any .{(xi , yi ) : 2 ≤ i ≤ m − 1} ⊆ G,

denoting .(x1 , y1 ) = (x, y) and .(xm , ym ) = (z, w), we have

E
m−1
( )
. c(xi , yi ) − c(xi+1 , yi ) ≤ M.
i=1

It is not hard to see that a c-path-bounded set must be c-cyclically monotone (indeed,
if .(x, y) = (z, w) then if there is some path for which the sum is positive, one can
duplicate it many times to get paths with arbitrarily large sums). It is also not hard
to check that c-path-boundedness is a necessary condition for the existence of a
potential. Our main theorem is that the condition of c-path-boundedness is in fact
equivalent to the existence of a potential.
Theorem 4.51 Let .X, Y be two arbitrary sets and .c : X × Y → (−∞, ∞] be an
arbitrary cost function. For a given subset .G ⊆ X ×Y there exists a c-class function
.ϕ : X → [−∞, ∞] such that .G ⊆ ∂ ϕ if and only if G is c-path-bounded.
c

Note that in Theorem 4.45 we did allow the cost to assume infinite values, so that
we may use it to once again reformulate the problem of finding a potential for a
given set .G ⊆ X × Y as a question regarding the existence of a solution to a linear
system of inequalities:

c(x, y) − c(z, y) ≤ a(x) − a(z),

. (4.11)
4 Dualities, Measure Concentration and Transportation 211

indexed by .(x, y), (z, w) ∈ G. The main difference between this system and the
one given in (4.9) is that here some of the inequalities are in fact of the form .−∞ ≤
a(x) − a(z), which are satisfied automatically. While this seems at first sight to be
a helpful feature, it ruins the compactness argument we used in Proposition 4.48.
Indeed, one may easily construct a set of inequalities such that any finite subset
of inequalities has a solution but the infinite system does not (here is an example:
.v1 ≤ vi and .vi ≤ v2 − i for .i = 3, 4, . . .). This is precisely the reason we need a

somewhat stronger condition here than we did in the classical Rockafellar–Rochet–

Rüschendorf Theorem (c-path boundedness rather than c-cyclic monotonicity).
Our main theorem is a direct consequence of the next theorem regarding systems
of linear inequalities, using Theorem 4.45.
Theorem 4.52 Let .{αi,j }i,j ∈I ∈ [−∞, ∞), where I is some arbitrary index set,
and with .αi,i = 0. The system of inequalities

αi,j ≤ xi − xj ,
. i, j ∈ I (4.12)

has a solution if and only if for any .i, j ∈ I there exists some constant .M(i, j )
Em−1that for any m and any .i2 , · · · , im−1 , letting .i = i1 and .j = im one has that
such
.
k=1 αik ,ik+1 ≤ M(i, j ).
Instead of proving Theorem 4.52 directly, we shall prove the following theorem,
which at first glance might seem weaker.
Theorem 4.53 Let .{ai,j }i,j ∈I ∈ [−∞, ∞), where I is some arbitrary index
set. Assume that for any .m ≥ 1 and any .i1 , i2 , · · · , im it holds that .ai1 ,im ≥
Em−1
k=1 aik ,ik+1 . Then the system of inequalities

. ai,j ≤ xi − xj , i, j ∈ I

has a solution.
Clearly, Theorem 4.52 implies Theorem 4.53. In fact, the reverse implication
holds as well. We will show this implication first, namely that Theorem 4.52 follows
from Theorem 4.53.
Proof that Theorem 4.53 implies Theorem 4.52 The “only if” part of Theo-
rem 4.52 is easy and does not require Theorem 4.53. Indeed, let .{αi,j }i,j ∈I ∈
[−∞, ∞), where I is some arbitrary index set, and with .αi,i = 0. Assume that the
system of inequalities

αi,j ≤ xi − xj ,
. i, j ∈ I

has a solution, .(xi )i∈I . Summing the relevant inequalities we see that .M(i, j ) =
xi − xj provides the required bound.
212 S. Artstein-Avidan

For the opposite direction, we will use Theorem 4.53. Assume that for any .i, j ∈
m−1
I there exists some .M(i, j ) such that for any m and any .{ik }k=2 , letting .i1 = i and
.im = j it holds that

E
m−1
. αik ,ik+1 ≤ M(i, j ).
k=1

Define new constants .ai,j ∈ [−∞, ∞) as follows:

E
m−1
ai,j = sup{
. αik ,ik+1 : m ∈ N, m ≥ 2, i2 , . . . , im−1 ∈ I }.
k=1

By the above condition, the right hand side is bounded from above and so the
supremum is not .+∞.
We first claim that the system of inequalities .ai,j ≤ xi − xj , satisfies the
conditions of Theorem 4.53.EAssume we are given .i1 , i2 , · · · , im−1 , im , and we
m−1
want to prove that .ai1 ,im ≥ k=1 aik ,ik+1 . Fix .ε > 0. For each .k ∈ [m] use the
(k) (k) (k)
definition of .aik ,ik+1 to pick some .mk and .i2 , . . . , imk −1 such that, letting .i1 = ik
(k)
and .imk = ik+1 , we have

k −1
mE
aik ,ik+1 ≤
. αi (k) ,i (k) + ε/m.
l l+1
l=1

We have thus identified some finite set of indices in I , the set

(k) (k)
J = {ik , i2 , . . . , imk −1 : k ∈ [m − 1]} ∪ {im },
.

which is naturally arranged as a path from .i1 to .im . Using again the definition of
ai,j , the path thus defined participates in the supremum, and we have that
.

E
m
(E
m
)
ai1 ,im ≥
. (aik ,ik+1 − ε/m) = aik ,ik+1 − ε.
k=1 k=1

As this holds for any .ε, we get the inequality in the condition of Theorem 4.53.
Applying Theorem 4.53, we see that the system of inequalities

. ai,j ≤ xi − xj , (4.13)

admits a solution. Moreover, since .ai,j ≥ αi,j by definition, the resulting vector x
is also a solution of the original system of inequalities. u
n
4 Dualities, Measure Concentration and Transportation 213

Having made the reduction from Theorem 4.52 to Theorem 4.53, we proceed by
proving the latter.
Proof of Theorem 4.53 We use Zorn’s Lemma. Consider the partially ordered set
of pairs .(J, fJ ) where .J ⊆ I and .fJ : J → R are such that for any .i, j ∈ J
we have .fJ (i) − fJ (j ) ≥ ai,j . We know the set is non-empty because it contains
pairs .({i0 }, 0). The partial order we consider is .(J, fJ ) ≤ (K, fK ) if .J ⊆ K and
.fK |J = fJ .

First let us notice that every chain has an upper bound. Assume .(Jα , fJα )α∈A
is a chain (namely any two elements are comparable). Consider .J = ∪α Jα and
.fJ = ∪α fJα . This function is well defined because of the chain property (at a point

.i ∈ J it is defined as .fJα (i) for any .α with .i ∈ Jα ). The pair .(J, fJ ) is in our

set because if .i, j ∈ J then for some .α we have .i, j ∈ Jα , so .f |Jα satisfies the
inequality on .fJ (i) − fJ (j ) ≥ ai,j and so does .fJ . Finally, .(J, fJ ) is clearly an
upper bound for the chain. So, we have shown that every chain has an upper bound,
and we may use Zorn’s lemma to find a maximal element. Denote the maximal
element by .(J0 , fJ0 ).
Assume towards a contradiction that .J0 /= I , that is, there exists some element
.i0 ∈ I such that .i0 /∈ J0 . If we are able to extend .fJ0 to be defined on .{i0 } in

such a way that all inequalities with indices of the form .(i0 , j ) and .(j, i0 ) with
.j ∈ J0 still hold, we will contradict maximality and complete the proof. Note that

the inequalities that need to be satisfied in order to extend the function are

ai0 ,j ≤ f (i0 ) − f (j ) and

. aj,i0 ≤ f (j ) − f (i0 ).

That is, .f (i0 ) is to be defined in such a way that

( ) ( )
. sup ai0 ,j + fJ0 (j ) ≤ f (i0 ) ≤ inf fJ0 (j ) − aj,i0 .
j ∈J0 j ∈J0

For there to exist such an element, .fJ0 must satisfy that

( ) ( )
. sup ai0 ,j + fJ0 (j ) ≤ inf fJ0 (j ) − aj,i0 , (4.14)
j ∈J0 j ∈J0

or, in other words, that for any .j, k ∈ J0

ai0 ,j + fJ0 (j ) ≤ fJ0 (k) − ak,i0 .

.

We can rewrite the condition as .ai0 ,j + ak,i0 ≤ fJ0 (k) − fJ0 (j ). Recall that under
our assumptions .ak,j ≥ ak,i0 + ai0 ,j . Since .fJ0 already satisfies the inequality
.ak,j ≤ fJ0 (k) − fJ0 (j ), we know the above inequality holds for any .j, k, and so the

inequality (4.14) holds and we may extend the function .fJ0 . This is a contradiction
to the maximality, and we conclude .J0 = I , so that we have found a solution to the
full system of inequalities. u
n
214 S. Artstein-Avidan

We are now ready to prove our new Rockafellar-type theorem for non-traditional
costs.
Proof of Theorem 4.51 One direction is immediate: assume .G ⊆ X × Y satisfies
that for some c-class .ϕ : X → [−∞, ∞], .G ⊆ ∂ c ϕ. Then

c(x, y) − c(z, y) ≤ ϕ(x) − ϕ(z)

.

holds for all .(x, y), (z, w) ∈ G. So, given a pair .(x, y), (z, w) ∈ G we set
M = M((x, y), (z, w)) = ϕ(x) − ϕ(z). Any sum, as in the definition of c-path-
.

boundedness, will be bounded by the corresponding sum of differences .ϕ(xi ) −

ϕ(xi+1 ), which make for a telescopic sum adding up to M. So we conclude that G
is c-path-bounded.
Assume, in the other direction, that .G ⊆ X × Y is c-path-bounded. By
Theorem 4.45 we needed to show that the family of inequalities

.c(x, y) − c(z, y) ≤ ϕ(x) − ϕ(z),

where .(x, y), (z, w) ∈ G, has a solution. By Theorem 4.52, as G is c-path-bounded,

a solution exists. u
n

4.3 Lecture III: Concentration of Measure

We discussed in Lecture I that usually one cannot find exact extremizers for the
volume of a t-extension of a set of fixed measure, and the fact that finding such
estimates is desirable since when these are strong, in the sense that the t-extension
has large measure (namely, when we have “concentration of measure”), this is a
great tool for proving many beautiful results. In this lecture we shall see other ways
for obtaining concentration, without knowing exact extremizers, some of which are
intimately connected with the transportation of measure results from Lecture II.
We will not be discussing the extremely rich array of examples for applications
of concentration of measure, which started with the proof of Dvoretzky’s theorem
by V. Milman and these days spans a vast amount of literature. Many examples
and insights into this topic can be found in the books [6, 8, 21] and in the
references therein. In this lecture, we will mainly concentrate (!) on methods to
obtain concentration.
As mentioned, concentration of measure is a phenomenon of high dimensions
which is responsible to many counter-intuitive (until intuition changes and these
become intuitive) results. Let us approach it, as an introduction to this last lecture,
from a somewhat non-standard angle. We recall the beautiful formula for computing
the surface area of a convex body using its projections.
4 Dualities, Measure Concentration and Transportation 215

Lemma 4.54 (Cauchy Formula) Let .K ⊂ Rn be a convex body with non-empty

interior. Then
f
κn
.Voln−1 (∂K) = n Voln−1 (Pu⊥ K)dσ (u).
κn−1 S n−1

Sometimes one uses integration on the sphere with respect to usual Lebesgue
measure, the relation being .dσ (u) = du/Voln−1 (S n−1 ) = du/(nκn ) rewriting the
formula as
f
1
.Voln−1 (∂K) = Voln−1 (Pu⊥ K)du.
κn−1 S n−1

Proof We work with a polytope P first. For a generic .u ∈ S n−1 , each facet .Fi of P
has some angle .θi between its normal and u which is not .π/2. When such a facet is
projected onto .u⊥ , its area when projected is .| cos(θ )| times its original area. Clearly
the projection .Pu⊥ (P ) is covered twice by the projections of the facets of P . We get
that

1E
m
Voln−1 (Pu⊥ (P )) =
. | cos(θi )|Voln−1 (Pi ).
2
i=1

When integrated over the sphere, we get

f f
1E
m
. Voln−1 (Pu⊥ (P ))dσ (u) = Voln−1 (Pi ) | cos(θ (ni , u))|dσ (u).
S n−1 2 S n−1
i=1

By rotation invariance, the latter integral does not depend on .ni and in simply a
constant depending on the dimension (for example, let .n = (1, 0, . . . , 0), so that
.cos(θ ) = u1 ). We have thus shown that there exists some constant .cn such that for

any polytope P we have

f
. Voln−1 (Pu⊥ (P ))dσ (u) = cn Voln−1 (∂P ).
S n−1

Since both sides are well-defined for convex bodies and are clearly monotone, and
since we have equality for all polytopes, we have equality for bodies as well. Thus,
for the same .cn (which is half the integral of .|u1 | over .u ∈ S n−1 ) we get for all
convex K that
f
. Voln−1 (Pu⊥ (K))dσ (u) = cn Voln−1 (∂K).
S n−1

To find the value of .cn , we plug in .K = B2n . u

n
216 S. Artstein-Avidan

Looking at the proof above, we see that (along with proving a nice formula for
surface area) we computed
f f
2 2κn−1
. |x1 |dσ (x) = Voln−1 (Pu K)dσ (u) = .
S n−1 Voln−1 (∂K) S n−1 nκn

Since we know what is the asymptotic behavior of .κn we may use it to compute:
n−1
2κn−1 2 π 2 r( n2 + 1) 2 n + 1 1/2 / 1
. = n = √ ( ) = 2/π √ .
nκn n π 2 r( n−1 + 1) n π 2 n
2

So, the average of .|u1 | on the sphere is of the order .n−1/2 , which is quite small. If
one considers the median of .|u1 | instead of average, and up to factor 2 the median of
a positive quantity is less than the average, this means that about .1/2 of the measure
the whole sphere is concentrated near the hyperplane .x1 = 0, in a strip of width
of √
.1/ n. Since the sphere is rotation invariant, this applies to any hyperplane through

the origin.
Concentration is not just about half the volume, but about the majority of volume.
Indeed, one may compute .σ {x ∈ S n−1 : |x1 | < r}, to see how it behaves with
respect to r. The above computation shows that this integral will be .1/2 when r
is of the order .n−1/2 . One may write out this integral and estimate it. However, to
avoid these computations, we can estimate it rather well (say for .r < 1/2) by the
method explained in Sect. 4.1.3 to get

Voln (A) Voln ((1 − r 2 )1/2 B2n ) 1 2

.σ {u : u1 > r} = n ≤ n = (1 − r 2 )n/2 ≤ e− 2 nr ,
Voln (B2 ) Voln (B2 )

which is not sharp, but suffices for many applications.

4.3.1 Borell’s Lemma

Our first example for a concentration type inequality will be a direct application
of the Brunn–Minkowski inequality, which implies a useful form of concentration.
Here the neighborhood is not of euclidean distance, but captured in the form of
the volume belonging to a dilate of the set considered. Borell’s lemma from [17]
describes some form concentration of volume in convex bodies in .Rn : if .A ∩ K
captures more than half of the volume of K, then the percentage of K that stays
outside tA, when .t > 1, decreases exponentially with respect to t as .t → ∞, with a
bound that does not depend at all on the body K or the dimension n.
4 Dualities, Measure Concentration and Transportation 217

Theorem 4.55 (Borell’s Lemma) Let K be a convex body in .Rn with volume
.Voln (K) = 1, and let A be a closed, convex and centrally symmetric set such that

.Voln (K ∩ A) = δ > . Then, for every .t > 1 we have

1
2

( ) t+1
1−δ 2
Voln (K ∩ (R \ tA)) ≤ δ
.
n
.
δ

Remark 4.56 The same is true when .Vol(A ∩ K) is replaced by any log-concave
probability measure .μ (see Definition 4.5). Such measures serve as a natural habitat
for geometric inequalities, as we discussed in the section on functional forms of
geometric inequalities, Sect. 4.1.4.
Proof We first show that

2 t −1
(Rn \ A) ⊇
. (Rn \ tA) + A.
t +1 t +1

If this were not so, we could write some .a ∈ A in the form

2 t −1
a=
. y+ a1 ,
t +1 t +1

for some .a1 ∈ A and .y ∈

/ tA. But then we would have

1 t +1 t −1
. y= a+ (−a1 ) ∈ A,
t 2t 2t
because of the convexity and symmetry of A. This means that .y ∈ tA, which is a
contradiction.
Since K is convex, we have

2 ( n ) t − 1( )
(Rn \ A) ∩ K ⊇
. (R \ tA) ∩ K + A∩K .
t +1 t +1

An application of the Brunn–Minkowski inequality (Theorem 4.1.1) yields

2 t−1
1 − δ = Voln ((Rn \ A) ∩ K) ≥ Voln ((Rn \ tA) ∩ K) t+1 Voln (A ∩ K) t+1
.

2 t−1
= Voln ((Rn \ tA) ∩ K) t+1 δ t+1 .

This completes the proof. u

n
There is no magic to the number .1/2 appearing in the theorem, and it is a good
exercise to check that a similar statement will hold when it is replaced by some other
constant, say 1/3.
218 S. Artstein-Avidan

To emphasize once again why concentration-type inequalities are helpful, let us

show how Borell’s Lemma implies a useful Khinchine-type inequality, which allows
to compare the .Lp average of a norm on a convex body (or with respect to a log-
concave measure) for different p’s.
Proposition 4.57 Let f be a norm on .Rn and let .μ be a log-concave probability
measure. Let .1 ≤ p ≤ q. Then
(f )1/p (f )1/q (f )1/p
q
. f p dμ ≤ f q dμ ≤c f p dμ ,
p
where c is a universal constant independent on .f, p, q and n.
The idea of the proof, which the readers can easily work out on their own, is to
use
f f ∞
. f dμ =
q
qs q−1 μ(f > s)ds
Rn 0

and Borell’s inequality for the set

f
A = {x : f (x) ≤ 3( f p dμ)1/p },
.

which by Markov’s inequality has measure at least .2/3. Splitting the integral for
q
||f ||q to two parts, and making some simple estimates, will help the interested reader
.

complete the proof. (For details see [6, Section 1.5.2].)

4.3.2 Prékopa–Leindler Implying Gaussian Concentration

As mentioned in Sect. 4.1.3, the fact that for a set .A ⊂ Rn with .γn (A) = 1/2, we
have that .γn (At ) ≥ 1−e−t /2 follows from comparison to half-spaces which are the
2

isoperimetric extremizers. However, let us demonstrate another proof for the same
result (with a slightly worse estimate) which avoids using exact extremizers, as such
a method generalizes to other spaces as well.
Theorem 4.58 Let .A ⊂ Rn with .γn (A) = 1/2, then for any .t > 0, .γn (At ) ≥
1 − 2e−t /4 .
2

Proof Consider the following three functions: .f (x) = exp(d(A, x)2 /4)e−|x| /2 ,
2

.g(y) = 1A (y)e
−|y|2 /2 and .h(z) = e−|z|2 /2 , and fix .λ = 1/2. These satisfy the

conditions of the Prékopa–Leindler inequality since

f (x)1/2 g(y)1/2 = e−|x|

2 /4−|y|2 /4 2 /8
. ed(A,x) 1A (y)
−|x|2 /4−|y|2 /4 |x−y|2 /8
= e−|x+y|
2 /8
≤e e = h((x + y)/2).
4 Dualities, Measure Concentration and Transportation 219

f f f
Therefore, . h ≥ ( f g)1/2 andf the same is true whenf both sides are normalized
by .(2π )−n/2 . Note that .(2π )−n/2 h = 1 and .(2π )−n/2 g = γn (A) = 1/2, so the
inequality implies
f
2 /4
. ed(x,A) dγn ≤ 2.

This type of inequality (if it is given for some probability measure, possibly with
other constants) implies a concentration inequality by Markov’s inequality
f 2 /4
ed(x,A) dx
≤ 2e−r
2 /4
1 − γ (Ar ) = γ ({x : d(x, a) ≥ r}) ≤
.
2
.
er /4
This completes the proof. u
n

4.3.3 The Cost-Santaló Inequality

Let .(X, μ) be a probability space and let .c : X × X → R+ be some a cost function.

For any measurable function .ϕ : X → [−∞, ∞], we have already defined (see
Definition 4.33)

.ϕ c (y) = inf (c(x, y) − ϕ(x)) .

x

We mention that if .c(x, x) = 0 then .ϕ c ≤ −ϕ, and we note that for every bounded
measurable function .ϕ : X → R we have
f f
. eϕ dμ · e−ϕ dμ ≥ 1

by Hölder’s inequality.
The Cost-Santaló inequality is to do with the possibility of reversing this Hölder
inequality when .−ϕ is replaced by .ϕ c .
Definition 4.59 (Cost-Santaló Inequality) Let .c : X × X → R. We say that
(X, μ) satisfies a Cost-Santaló inequality with respect to the cost function c if for
.

any bounded measurable function .ϕ : X → R,

f f
c
. eϕ dμ · eϕ dμ ≤ 1. (4.15)

A few remarks are in order. Recall from the discussion

f f about the c-transform
cc
(after Definition 4.33) that .ϕ cc ≥ ϕ. In particular, . eϕ ≤ eϕ . At the same time,
.ϕ
c = ϕ ccc . This means that when checking whether Definition 4.59 applies to a
220 S. Artstein-Avidan

given probability measure and cost, we need only consider pairs .ϕ, ϕ c where .ϕ is in
the c-class.
A good example to keep in mind is that of the quadratic cost, .c(x, y) = |x−y|2 /2
on .Rn × Rn . In this case the c-class consists of functions .|x|2 /2 − φ(x) where .φ
is convex lower semi continuous, and the c-transform of this function is simply
.|y| /2 − Lφ(y). Using this together with the Gaussian measure, a Cost-Santaló
2

inequality is precisely the inequality

f f
. e−φ(x) dx e−Lφ(y) dy ≤ (2π )n

(where the normalizing factor for the Gaussian measure was moved to the right).
This is nothing other than the functional Blaschke–Santaló inequality, which
we have encountered in Sect. 4.1.4. We discussed its geometric counterpart
◦
.Vol(K)Vol(K ) ≤ Vol(B ) in Sect. 4.1.4. It is important to note here that this
n 2
2
inequality is not true. As we shall see shortly, the Gaussian measure does satisfy
a Cost-Santaló inequality but with respect to the cost .|x − y|2 /4. Still, the above
inequality is almost true, in particular it is true when .ϕ is an even function, and it is
true if some centroid is the origin. Our current aim is to show two claims. The first is
that a certain class of measures, which include Gaussian but are more general, satisfy
the Cost-Santaló inequality with the quadratic cost (properly normalized). Second,
that satisfying a Cost-Santaló inequality with respect to some cost function, implies
a form of concentration where the t-extension of a set is measured with respect to
the cost function. When the cost is quadratic, the extension is the standard Euclidean
one. Let us start with the latter. We start with the following easy statement.
Proposition 4.60 Let .(X, μ) be a probability space. Assume that .μ satisfies the
Cost-Santaló inequality (4.15) with respect to some cost function c. Then, for any
measurable .A ⊆ X and .t > 0,
({ }) 1 −t
1 − μ x : inf c(x, y) < t ≤
. e .
y∈A μ(A)

Proof Consider the function .ϕ which is a .{0, −∞} indicator of the set A, namely
is equal to 0 on the set A and .−∞ outside. (If one insists on real valued .ϕ, let it be
.{0, −N } valued and eventually take .N → ∞). In this case

ϕ c (y) = inf c(x, y) − ϕ(x) = inf c(x, y).

.
x∈A
f
Clearly . eϕ dμ = μ(A), and so the Cost-Santaló inequality assumption implies
f f
c
. e infx∈A c(x,y)
dμ(y) = eϕ dμ ≤ 1/μ(A).
4 Dualities, Measure Concentration and Transportation 221

Using Markov’s inequality we see that

μ(y : inf c(x, y) ≥ t) = μ(y : einfx∈A c(x,y) ≥ et )

.
x∈A
f
≤ e−t einfx∈A c(x,y) dμ(y) ≤ e−t /μ(A),

as claimed. u
n
In particular we get that if .μ satisfies the Cost-Santaló inequality with respect to
c(x, y) = κ4 d(x, y)2 then for a set A of measure .1/2
.

μ(At ) = μ(y : inf c(x, y) < κt 2 /2) ≥ 1 − 2e−κt

2 /4
. .
x∈A

As mentioned above, in our model example of Gaussian space, the Cost-Santaló

inequality with respect to .|x −y|2 /4 is satisfied. This is due to the Prékopa–Leindler
inequality, similarly to the way it was used above to show Gaussian concentration,
and we next give a proof of this in a slightly more general setting.
Theorem 4.61 Consider .X = Rn and the measure .μ with density .dμ = e−U where
U is a twice differentiable convex function satisfying .∇ 2 U ≥ κI for some .κ > 0,
or, more generally, which satisfies

x+y κ
U (x) + U (y) − 2U (
. ) ≥ |x − y|2 .
2 4
Then .μ satisfies the Cost-Santaló inequality with respect to the cost function
c(x, y) = κ4 |x − y|2 .
.

Let us prove this in the more general setting of a cost function.

Theorem 4.62 Consider .X = Rn with some cost function .c : X × X → R, and the
measure .μ with density .dμ = e−U and assume U satisfies

x+y
U (x) + U (y) − 2U (
. ) ≥ c(x, y).
2
Then .μ satisfies the Cost-Santaló inequality with respect to the cost function c.
Proof We show that the conditions in the Prékopa–Leindler inequality hold for .λ =
1/2 and the triplet of functions
c −U
f = eϕ
. , g = eϕ−U and h = e−U .

Indeed, this amounts to showing

U (x) + U (y) − ϕ c (x) − ϕ(y) ≥ 2U ((x + y)/2),

.
222 S. Artstein-Avidan

and the assumptions on U imply it suffices to show

c(x, y) ≥ ϕ c (x) + ϕ(y)

.

which is immediate from the definition of the cost transform. The inequality
which the Prékopa–Leindler theorem implies is precisely the desired inequality,
completing the proof. u
n

4.3.4 The Weak Cost-Santaló Inequality

It turns out that one can weaken the inequality and still obtain a similar, but not
identical, form of concentration.
Definition 4.63 (Weak Cost-Santaló Inequality) We say that .(X, μ) satisfies a
Weak Cost-Santaló inequality with respect to the cost function c if for any bounded
measurable function .ϕ : X → R,
f f
c
. eϕ dμ · e ϕdμ ≤ 1. (4.16)

f f
Note that by Jensen’s inequality . eϕ dμ ≥ e ϕdμ , so that the new condition
is indeed weaker (namely, any measure satisfying the Cost-Santaló inequality will
automatically satisfy the Weak Cost-Santaló inequality). Nevertheless, satisfying a
Weak Cost-Santaló inequality also implies a form of concentration, as the following
claim indicates.
Proposition 4.64 Let .(X, μ) be a probability space. Assume that .μ satisfies the
Weak Cost-Santaló inequality (4.16) with respect to some cost function .c ≥ 0. Then,
for any measurable .A ⊆ X and .t > 0,
({ })
1 − μ x : inf c(x, y) < t ≤ e−μ(A)t .
.
y∈A

Proof We shall plug into the inequality the function .ϕ which is 0 on A and .−t on
X \ A. Note that if .infy∈A c(x, y) < t then .ϕ c (x) = infy∈X (c(x, y) − ϕ(y)) < t.
.

On the other hand, if .infy∈A c(x, y) ≥ t then .ϕ c (x) = infy∈X (c(x, y) − ϕ(y)) ≥ t
as this inequality is true both for .y ∈ A and .y /∈ A (one of them due to the cost,
and the other due to .ϕ being t outside A). Therefore .μ(x : infy∈A c(x, y) ≥ t) =
μ (x : ϕ c (x)f ≥ t).
Clearly . ϕdμ = −tμ(X \ A) = −(1 − μ(A))t and by applying (4.16) to the
function .ϕ we get that
f
c
. eϕ dμ ≤ et (1−μ(A)) .
4 Dualities, Measure Concentration and Transportation 223

Using Markov’s inequality we write

( ) ( c
)
.μ(x : inf c(x, y) ≥ t) = μ x : ϕ c (x) ≥ t = μ x : eϕ (x) ≥ et
y∈A
f
≤ e−t eϕ dμ ≤ e−t et (1−μ(A)) ,
c

as claimed. u
n
It turns out that the Weak Cost-Santaló inequality is completely equivalent to an
inequality between cost and entropy. This type of inequality concerns, again, a fixed
cost and some base measure .μ, and relates the Wasserstein distance from .μ of any
.ν which is absolutely continuous with respect to .μ with the relative entropy of .ν

with respect to .μ (we define these notions below). To approach this topic we start
by defining entropy and relative entropy, and showing this connection. We will get
more acquainted with inequalities about entropy and concentration in the section
after the next one.

4.3.5 Entropy

Definition 4.65 (Entropy) Let (X, μ) be a probability space. For every non-
negative integrable function f : X → R, the entropy of f with respect to μ is
the quantity
f f (f )
. Entμ (f ) = f ln f dμ − f dμ · ln f dμ ∈ [0, +∞].
X X X

Note that Entμ (f ) ≥ 0 by Jensen’s inequality for the convex function x ln x and that
entropy is homogeneous of degree 1, that is, Entμ (λf ) = λ Entμ (f ) for all λ > 0.
We mention that in the literature sometimes the sign of entropy is reversed. Also,
occasionally the reference measure is Lebesgue and not a probability measure.
Definition 4.66 (Relative Entropy) In the case where f = dμ dν
for a probability
measure ν, the entropy of f is called the relative entropy of μ with respect to ν. We
define
f
.H (ν|μ) := Entμ (f ) = ln f dν.
X
224 S. Artstein-Avidan

f
Remark 4.67 We mention that, when X f dμ = 1 (as is in the case where f =
dν/dμ),
f
p
. lim ln ||f ||p = f ln f dμ,
p→1+ p−1 X

which gives us yet another interpretation of entropy.

Another representation of entropy which will be very useful to us and which is
in a sense a duality relation, is given by the next lemma.
Lemma 4.68 For every f ≥ 0 defined on a probability space (X, μ),
{f f }
. Entμ (f ) = sup f g dμ : e dμ ≤ 1 ,
g

and the supremum remains the same if we consider only g which is bounded from
above and from below.
f
Proof Since the relation is homogeneous, we may assume that Eμ (f ) = f dμ =
1. Young’s inequality (which is due to the fact that the function u ln u − u on R+ is
the Legendre dual of the function ev ) states that

uv ≤ u ln u − u + ev , u ≥ 0, v ∈ R
.

f
and hence, if g is a function on X such that eg dμ ≤ 1, we have
f f f f f
. fg dμ ≤ f ln f dμ − f dμ + eg dμ ≤ f ln f dμ

f
due to the assumption that f dμ = 1. Taking the supremum we get
{f f } f
. sup f g dμ : eg dμ ≤ 1 ≤ f ln f dμ = Entμ (f ).

Finally, plugging in g =
f ln f (for which
f Young’s inequality becomes an equality),
which is allowed since eln f dμ = f dμ = 1, we have that
{f f } f
. sup f g dμ : eg dμ ≤ 1 ≥ f ln f dμ,

and the equality follows. For the last assertion of the lemma note that if we set fN =
min{max{f, N1 }, N } and gN = ln(fN /Eμ (fN )) then gN is bounded from above and
f f
below, eln gN dμ = 1 for all N, and as N → ∞ we get fgN dμ → Entμ (f ).
u
n
4 Dualities, Measure Concentration and Transportation 225

4.3.6 The Cost-Entropy Inequality

With the notion of entropy and relative entropy, we may now discuss yet another
inequality which a probability space might satisfy with respect to a given cost,
and which in turn is connected with concentration. As we shall shortly see, this
inequality is equivalent to one of the two previous ones, although at this point it is
not necessarily very easy to see this.
Definition 4.69 (Cost-Entropy Inequality) We say that .(X, μ) satisfies a Cost-
Entropy inequality with respect to the cost function c if for any bounded measurable
function .ϕ : X → R,

Wc (μ, ν) ≤ H (ν|μ).
. (4.17)

Here we are using the notation .Wc (μ, ν) to represent the total cost .C(μ, ν) (so
that the role of the cost function c is more apparent.) The letter W corresponds to
Wasserstein.
Remark 4.70 This is a good time to take a short break and see what the total cost is
for certain special cost functions, and whether we can better understand it. When the
cost function is defined using a distance function .c : X×X → R, .c(x, y) = d(x, y),
the c-class is the class of all 1-Lip. functions, and the transform is simply .ϕ |→ −ϕ.
In particular, using Kantorovich Duality Theorem,
f f
Wc (μ, ν) = sup{
. ϕdμ − ϕdν : ϕ is 1 Lip.}

A special case is where .d(x, y) = d0 (x, y) is the trivial metric, satisfying .d0 (x, x) =
0 and .d0 (x, y) = 1 if .x /= y. In this case 1-Lip. functions are simply functions whose
image is in a unit interval, and as
f f
Wc (μ, ν) = sup{
. ϕdμ − ϕdν : ϕ(X) ⊆ [0, 1]}

where we have used the fact that adding a constant to .ϕ does not change the integral
difference. Since this is a linear function it is extremized on extremal point of this
cone which are precisely function attaining values in .{0, 1}, so we get that

Wc (μ, ν) = sup{μ(A) − ν(A) : A ⊆ X} = ||μ − ν||T V ,

.

is the total variation distance between the measures. In particular if .ν << μ and
dν(x) = f (x)dμ(x) then
.

f
1
Wc (μ, ν) = ||μ − ν||T V
. = |1 − f |dμ.
2
226 S. Artstein-Avidan

Going back to our main theme, namely the newly introduced notion of a Cost-
Entropy inequality, there are two main claims we aim to show. The first is that
satisfying such an inequality implies concentration (with respect to a “distance”
determined by the cost, as was the case in the previous sections). The second is
a connection between this notion and the previous one. We will in fact show that
they are equivalent. This makes the “first” part redundant (as we have already
shown Weak Cost-Santaló implies concentration, and we will get exactly the same
estimate) but we do this nevertheless as we believe that seeing different proofs
makes the theory more transparent. Moreover, the proof involves measure transport
(naturally) which is especially relevant to this note. Finally, we can show, using
Brenier map, that Gaussian-type measures satisfy this condition.
We start by showing how a Cost-Entropy inequality implies concentration.
Proposition 4.71 Let .(X, μ) be a probability space. Assume that .μ satisfies the
Cost-Entropy inequality (4.17) with respect to some cost function .c ≥ 0. Then, for
any measurable .A ⊆ X and .t > 0,
({ })
1 − μ x : inf c(x, y) < t ≤ e−μ(A)t .
.
y∈A

{ }
Proof Fix some A of a given measure, and let .B = x : infy∈A c(x, y) ≥ t .
We would like to bound .μ(B) from above. To this end, consider the measure .ν
defined as .μ restricted to B, and normalized. So, letting .m = μ(B), we have that
.ν = m
−1 μ| . Given some transport plan .π ∈ ||(μ, ν), it clearly has to transport all
B
the measure inside A to the support of .ν, namely to B. The cost .c(x, y) for .x ∈ A
and .y ∈ B is at least t, and so

Wc (μ, ν) ≥ tμ(A).
.

On the other hand, the entropy of .ν with respect to .μ is particularly easy to compute.
Indeed,
f
.H (ν|μ) = m−1 ln(m−1 )dμ = μ(B)m−1 ln(m−1 ) = − ln μ(B).
B

The Cost-Entropy inequality thus gives

tμ(A) ≤ − ln μ(B),
. so μ(B) ≤ e−tμ(A) .

This completes the proof. u

n
Proposition 4.72 Let .(X, d) be a metric space, .μ ∈ P (X) and .c : X×X → [0, ∞]
a lower semi continuous cost function. Then, .μ satisfies a Cost-Entropy inequality
with respect to c if and only if it satisfies the Weak Cost-Santaló inequality with
respect to c.
4 Dualities, Measure Concentration and Transportation 227

Proof of Proposition 4.72 We will make heavy use of the Kantorovich Duality
Theorem, which we recall allows us to represent
f f
Wc (μ, ν) =
. sup ϕdμ + ψdν.
ϕ,ψ∈Cb (X), admissible

In fact, as we have discussed, the supremum can, instead, run over all .ϕ, ψ = ϕ c
which are in the c-class.
Assume first that .μ satisfies the Cost-Entropy inequality. To show that the Weak
Cost-Santaló inequality holds, consider a bounded continuous function .ϕ : X → R.
Together with .ϕ c they form an admissible pair. Letting .g = dμdν
, the Cost-Entropy
inequality implies
f f f
. ϕdμ + ϕ c gdμ ≤ Wc (μ, ν) ≤ Ent(g) = g ln gdμ.

c f c
As we are free to chose .ν (namely g), we pick .g = eϕ / eϕ dμ.
Plugging it into the inequality and canceling some terms we obtain
f (f )
c
. ϕ dμ + ln eϕ dμ ≤ 0.
X X

which is the Weak Cost-Santaló inequality.

Conversely, if we assume the Weak Cost-Santaló inequality and are given some
.ν with .g = dν/dμ then from Lemma 4.68 we know that

{f f }
H (ν | μ) = Entμ (g) = sup
. hg dμ : eh dμ ≤ 1 .

Given an admissible
f pair .ϕ, ψ for the cost c we recall that .ψ ≤ ϕ c and we let
.h = ϕ +
c ϕdμ. Note that by the Weak Cost-Santaló inequality
f f f
c
. eh dμ = e ϕdμ
eϕ dμ ≤ 1

so we may use h in the equivalent formulation for entropy above, and get
f f f f f f
H (ν|μ) ≥
. gh = ϕ c gdμ + ϕdμ gdμ = ϕ c dν + ϕdμ

and as this was true for any .ϕ, using Kantorovich Duality Theorem we complete the
proof. u
n
228 S. Artstein-Avidan

4.3.7 Cost-Entropy for the Gaussian Measure

As promised in the previous section, we will next show how Brenier’s theorem
allows us to prove that the Gaussian measure satisfies a Weak Cost-Santaló
inequality for the quadratic cost, in the usual normalization. These theorems are due
to Marton and to Talagrand [36, 50]. In particular this show that these inequalities
are not equivalent, since the Cost-Santaló inequality does hold for the Gaussian
measure and quadratic costs .|x − y|2 /2 but only for .|x − y|2 /4.
Proposition 4.73 (Marton-Talagrand) Consider .X = Rn with the standard
Gaussian measure .γn , let .c(x, y) = |x − y|2 /2, and let .ν = f (x)dγn (x). Then

Wc (γn , ν) ≤ H (ν|γn ).
.

Proof Using Theorem 4.25, we find a convex function .ϕ : Rn → (−∞, ∞] such

that .T = ∇ϕ maps .ν onto .γn , and
f
1
.Wc (ν, γn ) = |x − T (x)|2 dγn (x).
2 Rn

The condition of T being a transport map translates to the differential relation

e−|x| = e−|T x|
2 /2 2 /2
dγn (x) = dν(T x) det(DT (x)),
. i.e. f (T x) det(DT (x)).

Computing the relative entropy, using that .DT (x) = ∇ 2 ϕ > 0 and the differential
relation we get that
f
H (ν|γn ) =
. f (y) ln(f (y))dγn (y)
f
1
f (T x) ln(f (T x))e−|T x|
2 /2
= det(DT (x))dx
(2π )n/2
f ( )
e|T x| /2−|x| /2 −|x|2 /2
2 2
1
= ln e dx
(2π )n/2 det(DT (x))
f ( )
|T x|2 |x|2
= − − ln(det(DT (x))) dγn (x).
2 2
f
We claim that the term in the last integral is greater than . |T (x) − x|2 /2dγn (x). If
we show this, we are done, as this precisely was the expression for .Wc we got using
the Brenier map. We are thus left, after rearrangement, with showing that
f f
. ln(det(DT (x)))dγn (x) ≤ <T (x) − x, x>dγn (x).
4 Dualities, Measure Concentration and Transportation 229

To show this we use that .DT = ∇ 2 ϕ is diagonalizable, and its diagonal entries,
in the relevant basis, are positive, namely some .(ti (x))ni=1 . Note that here .ti (x) =
∂2
ϕ(x)or, letting .T = ∇ϕ = (T1 , . . . , Tn ), we have that .ti (x) = ∂x∂ i Ti (x). So,
∂xi2
En
.ln(det(DT (x))) = i=1 ln ti (x). We use the inequality .ln(ti (x)) ≤ ti (x) − 1 and
get
f f E
n n f
E
. ln(det(DT (x)))dγn (x) ≤ (ti (x) − 1)dγn (x) = (ti (x) − 1)dγn (x)
i=1 i=1
n f
E
= (2π )−n/2 e−|x|
2 /2
(ti (x) − 1)dx
i=1
n f
E ∂(Ti − Ii )
= (2π )−n/2 e−|x|
2 /2
(x)dx.
∂xi
i=1

Here we used the notation .Ii (x) = xi , namely the ith coordinates of the identity
operator I . We next use integration by parts, justified as the Gaussian measure
decreases rapidly, to get that
n f
E E n f
∂(Ti − Ii ) ∂ −|x|2 /2
e−|x|
2 /2
. (x)dx = − (Ti − Ii )(x) e dx
∂xi ∂xi
i=1 i=1
n f
E
((T x)i − xi )xi e−|x|
2 /2
= dx
i=1

Putting the two together we arrive at

f f
. ln(det(DT (x)))dγn (x) ≤ <T (x) − x, x>dγn (x),

as claimed. This completes the proof. u

n

Acknowledgments S. Artstein-Avidan was supported in part by the European Research Council

(ERC) under the European Union’s Horizon 2020 research and innovation programme (grant
agreement No 770127), and in part by Israel Science Foundation (ISF) grant 784/20.

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Chapter 5
Symmetrizations

Gabriele Bianchi and Paolo Gronchi

Abstract In this chapter we present the operation of symmetrization of sets and

briefly touch on the strictly connected operation of rearrangement of functions. We
define the main known symmetrizations and, for each of them, we describe its main
properties. We also define an abstract setting for dealing with symmetrizations and
we present some characterizations of Minkowski and Steiner symmetrizations and
of polarization in terms of their properties. We also present shadow systems, and the
topic of convergence of successive symmetrals.

5.1 Introduction

The idea of replacing an object by one that retains some of its features but is
in some sense more symmetrical has been extremely fruitful over the years. The
object may be a set or a function, for example, and the process is then often called
symmetrization or rearrangement, respectively. Steiner symmetrization, introduced
by Jakob Steiner around 1836 in his attempt to prove the isoperimetric inequality,
is still today a potent tool for establishing crucial inequalities in geometry. The
influence of such inequalities, which often have analytical versions, extends far
beyond geometry to other areas such as analysis and PDEs, and even outside
mathematics, to economics and finance.
The topic received a huge boost in 1951 from the classic text of Pólya and Szegő
[72]. By this time, many other types of symmetrization had been introduced, with
similar applications. The general idea is to find a symmetrization that preserves one
physical quantity, while not increasing (or sometimes not reducing) another. As well
as volume, surface area, and mean width, the book by Pólya and Szegő considers
electrostatic capacity, principal frequency (the first eigenvalue of the Laplacian), and
torsional rigidity, thereby extending the scope to mathematical physics.

G. Bianchi (O) · P. Gronchi

Dipartimento di Matematica e Informatica “U. Dini”, Università di Firenze, Firenze, Italy
e-mail: [email protected]; [email protected]

© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 233
A. Colesanti, M. Ludwig (eds.), Convex Geometry, C.I.M.E. Foundation Subseries
2332, https://doi.org/10.1007/978-3-031-37883-6_5
234 G. Bianchi and P. Gronchi

A beautiful and quite recent survey on rearrangements by Talenti [84] contains

a comprehensive bibliography, conveniently divided between the main periods of
development.
In Sect. 5.3 we introduce the abstract setting used to deal with symmetrizations
and present in detail all the known ones, describing for each of them the main prop-
erties. Section 5.4 is devoted to the notion of shadow systems, a very fruitful way
of seeing Steiner symmetrization very effective in proving inequalities. In Sect. 5.5
we present new expressions for Steiner and Minkowski symmetrizations that bring
to light the dual relationship between them. We also present some containment
relations between different symmetrals. Section 5.6 presents characterizations of
Steiner and Minkowski symmetrizations and of polarization. Section 5.7 deals with
the convergence of sequences of iterated symmetrizations of a set to a ball. We
summarize what is known up to date, which questions remain unanswered and
how certain properties can be generalized to different symmetrization processes
and to the class of compact sets. The last section, Sect. 5.8, first briefly present the
connections between rearrangements and symmetrization and then it describes a
recent unifying proof of the Pólya–Szegő inequality valid for many rearrangements.

5.2 Preliminaries

Throughout this chapter we use the notation and many of the notions which have
been introduced in Chap. 1, but we need to introduce some more notation.
Let .D n be the open unit ball in .Rn . If .x, y ∈ Rn we write .[x, y] for the line
segment with endpoints x and y. If X is a set, we denote by .conv X, .clo X, and
.dim X the convex hull, closure, and dimension (that is, the dimension of the affine

hull) of X, respectively.
Throughout the paper, the term subspace means a linear subspace. The Grass-
mannian of k-dimensional subspaces in .Rn is denoted by .G(n, k). If H is a subspace
of .Rn , then .X|H is the (orthogonal) projection of X on H and .x|H is the projection
of a vector .x ∈ Rn on H . Moreover, .X† denotes the reflection of X in H , i.e., the
image of X under the map that takes .x ∈ Rn to .2(x|H ) − x. If .x ∈ Rn \ {o}, then
.x
⊥ is the .(n − 1)-dimensional subspace orthogonal to x.

If .X† = X, we say X is H-symmetric. If .H = {o}, we instead write .−X =

(−1)X for the reflection of X in the origin and o-symmetric for .{o}-symmetric. A
set X is called rotationally symmetric with respect to the i-dimensional subspace H
if for all .x ∈ H , .X∩(H ⊥ +x) is a union of .(n−i−1)-dimensional spheres, each with
center at x. If .dim H = n − 1, then a compact convex set is rotationally symmetric
with respect to H if and only if it is H -symmetric. The term H-symmetric spherical
cylinder will always mean a set of the form .Dr (x) + s(B n ∩ H ⊥ ) = Dr (x) ×
s(B n ∩ H ⊥ ), where .s > 0 and .Dr (x) ⊂ H is the ball with .dim D = dim H , center
x, and radius .r > 0. Of course, H -symmetric spherical cylinders are rotationally
symmetric with respect to both H and .H ⊥ . The phrase translate orthogonal to H
means translate by a vector in .H ⊥ .
5 Symmetrizations 235

We write .Hk for k-dimensional Hausdorff measure in .Rn , where .k ∈ {1, . . . , n}.
We denote by .Cn , .Mn , and .Ln the class of non-empty compact sets, .Hn -measurable
sets, and .Hn -measurable sets of finite .Hn -measure, respectively, in .Rn . Let .Kn be
the class of convex bodies, i.e. non-empty compact convex subsets of .Rn , and let .Knn
be the class of members of .Kn with interior points. For .K ∈ Kn , .S(K) denotes its
surface area, defined in Sect. 1.9. If .K ∈ Knn then .S(K) = Hn−1 (∂K). By .κn we
denote the volume .Hn (B n ) of the unit ball in .Rn .
The Blaschke addition .K # L of .K, L ∈ Knn is a convex body whose surface area
measure is

Sn−1 (K # L, ·) = Sn−1 (K, ·) + Sn−1 (L, ·).

.

The existence of this body is a consequence of Minkowski’s existence theorem,

Theorem 1.46. The body .K # L is determined up to a translation.
Let .H ∈ G(n, i), .i ∈ {0, . . . , n}. If .p ∈ Rn , write .p = (x, y), where .x ∈ H
and .y ∈ H ⊥ satisfy .p = x + y. Suppose that .s, t ∈ R and .K, L ∈ Kn . The fiber
combination .(s ◦ K) nH (t ◦ L) of K and L relative to H , defined by

(s ◦ K) nH (t ◦ L) = {(x, sy + tz) : (x, y) ∈ K, (x, z) ∈ L},

. (5.1)

was introduced by McMullen [63], who noted that .(s ◦ K) nH (t ◦ L) ∈ Kn , .(s ◦

K) nH (t ◦ L) = sK + tL if .i = 0, and .K nH L = K ∩ L if .i = n. (We have
adapted the definition in [63] to suit our purposes.)
We recall the Brunn–Minkowski inequality for intrinsic volumes.
Theorem 5.1 If K, .L ∈ Kn and .i ∈ {1, . . . , n} then
1 1 1
Vi (K + L) i ≥ Vi (K) i + Vi (L) i
. (5.2)

When .i = n this is the Brunn–Minkowski inequality, Theorem 3.23. When .i /= n

this is a consequence of the fact that .Vi (K) equals, up to a positive multiplicative
constant, the mixed volume .V (K[i], B n [n−i]) and that the .1/i-power of this mixed
volume is concave with respect to K, as stated in the Generalized Brunn–Minkowski
inequality, Theorem 3.24.
When dealing with relationships between sets in .Rn or functions on .Rn , the term
essentially means up to a set of .Hn -measure zero. If .A ∈ Mn ,
( )
Hn A ∩ (x + rD n )
.0(A, x) = lim , (5.3)
r→0+ Hn (x + rD n )

is the density of A at x, provided the limit exists. Moreover, we define

A∗ = {x ∈ Rn : 0(A, x) = 1}.
.
236 G. Bianchi and P. Gronchi

Elements of .A∗ are called Lebesgue density points, or simply density points, of
A. Note that .A∗ = A, essentially, by the Lebesgue density theorem. Given .A ∈
∗
M(Rn ) and .C ∈ Knn containing o in its interior, let .MC (A) and .M∗C (A) denote,
respectively, its upper and lower anisotropic outer Minkowski content with respect
to C, i.e.,

∗ Hn (A + εC) − Hn (A)
MC (A) = lim sup ,
ε→0+ ε
. (5.4)
Hn (A + εC) − Hn (A)
M∗C (A) = lim inf .
ε→0+ ε

We observe that the limits are unchanged if C is replaced by .int C. When .C =

B n they are called upper and lower outer Minkowski content. When the two limits
coincide we denote them by .MC (A). When .A ∈ Kn these limits coincide and
.MC (A) coincides with the surface area of A and with its perimeter. In Chap. 3.3.1

essentially the same concept is considered, where the .lim sup and the .lim inf are
denoted as the upper and lower (outer) relative surface area of A with respect to C.
Let .M(Rn ) (or .M+ (Rn )) denote the set of real-valued (or non-negative, respec-
tively) measurable functions on .Rn and let .S(Rn ) denote the set of functions f in
n
.M(R ) such that .H ({x : f (x) > t}) < ∞ for .t > ess inf f . By .V(R ), we denote
n n
n
the set of functions f in .M+ (R ) such that .H ({x : f (x) > t}) < ∞ for .t > 0.
n

Members of .S(Rn ) have been called symmetrizable and those of .V(Rn ) are often
said to vanish at infinity. If .f ∈ M(Rn ), we denote its graph by .Gf and define its
subgraph .Kf ⊂ Rn+1 by

.Kf = {(x, t) ∈ Rn × R : f (x) ≥ t}. (5.5)

5.3 i-Symmetrization: Properties and Examples

Let .i ∈ {0, . . . , n − 1} and let .H ∈ G(n, i) be fixed. Let .B ⊂ Cn be a class of non-

empty compact sets in .Rn and let .BH denote the subclass of members of .B that are
H -symmetric. We call a map .♦ : B → BH an i-symmetrization on .B (with respect
to H ). If .K ∈ B, the corresponding set .♦K is called a symmetral. We consider
the following properties, where it is assumed that the class .B is appropriate for the
properties concerned and that they hold for all .K, L ∈ B. Recall that .K † is the
reflection of K in H .
1. (Monotonicity or strict monotonicity) .K ⊂ L ⇒ ♦K ⊂ ♦L (or .♦K ⊂ ♦L
and .K /= L ⇒ ♦K /= ♦L, respectively).
2. (F-preserving) .F (♦K) = F (K), where .F : B → [0, ∞) is a set function. In
particular, we can take .F = Vj , .j = 1, . . . , n, the j th intrinsic volume, though
we generally prefer to write mean width preserving, surface area preserving, and
volume (or measure) preserving when .j = 1, .n − 1, and n, respectively.
5 Symmetrizations 237

3. (Idempotent) .♦2 K = ♦(♦K) = ♦K.

4. (Invariance on H-symmetric sets) .K † = K ⇒ ♦K = K.
5. (Invariance on H-symmetric spherical cylinders) If .K = Dr (x) + s(B n ∩ H ⊥ ),
where .s > 0 and .Dr (x) ⊂ H is the i-dimensional ball with center x and radius
.r > 0, then .♦K = K.

6. (Projection invariance) .(♦K)|H = K|H .

7. (Invariance under translations orthogonal to H of H-symmetric sets) If K is
H -symmetric and .y ∈ H ⊥ , then .♦(K + y) = ♦K.
In this chapter sometimes we will also consider sets in .Ln , since some of
the symmetrizations that we deal with can be defined also in this class. When
.B ⊂ L the property of being monotonic has to be intended up to sets of measure
n

zero: .♦ is monotonic if .K ⊂ L, essentially, implies .♦K ⊂ ♦L, essentially.

With the application to symmetrizations of sets in .Ln in mind we introduce
another property of i-symmetrizations.
8. (Smoothing) For each .d > 0 and bounded .K ∈ Ln ,

(♦∗ K) + dB n ⊂ ♦∗ (K + dB n ) ⊂ ♦(K + dB n ),
. (5.6)

essentially, where, for .A ∈ Ln , .♦∗ A is defined by

♦∗ A = (♦A)∗ .
.

We remark that .(♦∗ K) + dB n = (♦∗ K) + dD n is open (see [12, Lemma 2.1]

for a proof). Lemma 4.4 in [12] proves that the definition of smoothing can be
rephrased in other ways.
Lemma 5.2 The following statements are equivalent.
i) .♦ is smoothing (in the sense of (5.6)).
ii) For each .d > 0 and bounded .K ∈ Ln , we have

(♦∗ K) + dD n ⊂ ♦∗ (K + dD n ).
. (5.7)

iii) For each .d > 0 and bounded .K ∈ Ln , (5.7) holds essentially.

Sometimes when dealing with symmetrizations defined on .B ⊂ Cn or .Kn , we refer
to smoothing as satisfying, for .d > 0 and .K ∈ B,

.(♦K) + dB n ⊂ ♦(K + dB n ). (5.8)

Remark If .♦ is measure preserving and smoothing then .Hn ((♦∗ K) + εB n ) ≤

Hn (♦∗ (K + εB n )) = Hn (K + εB n ) and .Hn (♦∗ K) = Hn (K), for .K ∈ Ln and
.ε > 0. This implies

Hn ((♦∗ K) + εB n ) − Hn (♦∗ K) Hn (K + εB n ) − Hn (K)

. ≤ ,
ε ε
238 G. Bianchi and P. Gronchi

and that .♦ reduces the upper and lower outer Minkowski content (and the perimeter,
when K and .♦∗ K are set whose outer and lower Minkowski content coincide with
the perimeter).
Invariance under translations orthogonal to H of H -symmetric sets, as well as
being idempotent, are satisfied by most natural symmetrizations, so in discussing
examples we shall only mention these properties when they do not hold.
Two special cases are of particular importance: .i = 0 and .i = n−1. If .i = 0, then
.H = {o} and 0-symmetrization is the same as the o-symmetrization. One example

of 0-symmetrization is central symmetrization, given for .K ∈ Kn by

1 1
.♦K = AK = K + (−K). (5.9)
2 2
The central symmetral .AK differs from the ubiquitous difference body .DK =
K + (−K) only by a dilatation factor of .1/2. It is a particular instance of
Minkowski symmetrizations that we will define in a moment. Other examples of
0-symmetrizations are the pth central symmetrization, given for .K ∈ Kn and .p ≥ 1
by
( ) ( )
♦K = Ap K = 2−1/p K +p 2−1/p (−K)
.

(here .+p denotes the general .Lp addition introduced in Sect. 3.4.1) and the M-
symmetrization. For its definition and for more on 0-symmetrizations we refer the
reader to Gardner et al. [38] and to Bianchi, Gardner, and Gronchi [8, Section 4].
The other case of particular importance is .i = n − 1, to which we will devote
more attention.

5.3.1 Steiner Symmetrization

The prime example of an .(n − 1)-symmetrization is Steiner symmetrization. If

.K ∈ Cn , the Steiner symmetral of K with respect to .H ∈ G(n, n − 1) is the set
.SH K such that for each line G orthogonal to H and meeting K, the set .G ∩ SH K

is a (possibly degenerate) closed line segment with midpoint in H and .H1 -measure
equal to that of .G ∩ K. An extension of this definition to Lebesgue measurable
subsets of .Rn is possible and is presented below in the more general setting of
Schwarz symmetrization. We list some of its properties.
(a) If .K ∈ Cn , then .SH K ∈ Cn , and if .K ∈ Kn , then .SH K ∈ Kn . The first claim
is elementary and we prove the second one. Let .u ∈ Sn−1 be orthogonal to H .
There are two functions .f, g : K|H → R such that we can describe .K ∈ Kn as

K = {x + tu ∈ Rn : g(x) ≤ t ≤ f (x)},
. x ∈ K|H.
5 Symmetrizations 239

Since K is convex, the function g is convex and f is concave. We have

SH K = {x + tu ∈ Rn : −(f (x) − g(x))/2 ≤ t ≤ (f (x) − g(x))/2},

.

and this shows that .SH K is convex.

(b) On .Kn , Steiner symmetrization is strictly monotonic, invariant on H -symmetric
sets, volume preserving (by Fubini’s theorem), and projection invariant.
(c) On .Kn and for .j ∈ {1, . . . , n − 1}, the j th intrinsic volume .Vj is generally
reduced (meaning not increased and not always preserved) by .SH . In particular,
Steiner symmetrization generally reduces the surface area. See Sect. 5.4 and
Theorem 5.10 for a proof.
(d) On .Cn , Steiner symmetrization is monotonic but not strictly monotonic (if .H =
{x1 = 0}, then .B n  B n ∪ {(2, 0, . . . , 0), (−2, 0, . . . , 0)} but .SH (B n ) = B n =
SH (B n ∪{(2, 0, . . . , 0), (−2, 0, . . . , 0)})) and it is not invariant on H -symmetric
sets (same example).
(e) On .Kn , .SH is smoothing, in the sense of (5.8). This is a consequence of the
inclusion proved in the next theorem. Choosing .L = dB n and using .SH dB n =
dB n , (5.10) yields (5.8).
Theorem 5.3 If .K, L ∈ Cn , then

SH K + SH L ⊂ SH (K + L).
. (5.10)

Proof Let G be a line orthogonal to H . It is enough to prove

(SH K + SH L) ∩ G ⊂ SH (K + L) ∩ G .
.

For .y ∈ H let .Gy = G + y. We can write

||
(SH K + SH L) ∩ G =
. (SH K ∩ Gy ) + (SH L ∩ G−y ) .
y∈H

Since all the segments .(SH K ∩Gy )+(SH L∩G−y ) are contained in G and centered
in H , their union equals the largest of its elements, .(SH K ∩ Gȳ ) + (SH L ∩ G−ȳ ).
Its length equals the sum of the lengths of the two segments

H1 (SH K ∩ Gȳ ) + H1 (SH L ∩ G−ȳ ).

.

Now, .SH (K + L) ∩ G is a segment whose length is not smaller than

( )
H1 (K ∩ Gȳ ) + (L ∩ G−ȳ ) ≥ H1 (K ∩ Gȳ ) + H1 (L ∩ G−ȳ )
.

= H1 (SH K ∩ Gȳ ) + H1 (SH L ∩ G−ȳ ) .

This concludes the proof. u

n
240 G. Bianchi and P. Gronchi

Section 5.4 presents many other properties of the Steiner symmetrization. It also
contains a proof of (5.10) valid for convex bodies and which uses shadow systems.

5.3.2 Schwarz Symmetrization

Let .i ∈ {0, . . . , n − 1} and .K ∈ Cn . The Schwarz symmetral of K with respect

to .H ∈ G(n, i) is the set .SH K such that for each .(n − i)-dimensional plane G
orthogonal to H and meeting K, the set .G ∩ SH K is a (possibly degenerate) .(n −
i)-dimensional closed ball with center in H and .Hn−i -measure equal to that of
.G ∩ K. See [37, p. 62] and also [43, p. 178] (where the process is referred to as

Schwarz rounding). When .i = n − 1 it coincides with the Steiner symmetrization.

It is convenient to use the same notation for Steiner and Schwarz symmetrizations.
An extension of this definition to measurable subsets A of .Rn is possible. Let G
be a .(n − i)-dimensional plane G orthogonal to H and meeting A. If .G ∩ A is not
n−i
.H -measurable then .G ∩ SH A = ∅. If .Hn−i (G ∩ A) = ∞ then .G ∩ SH A = G.
n−i
If .H (G ∩ A) < ∞ then .G ∩ SH A is defined as in the case of compact sets, i.e.,
it is a (possibly degenerate) .(n − i)-dimensional closed ball with center in H and
n−i
.H -measure equal to that of .G ∩ A. See [37, p. 62], [83, p. 106] and [2, p. 182].
In the literature on rearrangements of functions this symmetrization is often
indicated as the .(n − i, n)-Steiner symmetrization. It is at the heart of the definition
of symmetric decreasing rearrangement of a function. Indeed, the symmetric
decreasing rearrangement of a function .f ∈ S(Rn ) is the function whose subgraph
is the Schwarz symmetrization, with respect to the .xn+1 -axis, of the subgraph of u.
We list some of its properties.
(a) .SH K is rotationally symmetric with respect to H .
(b) If .K ∈ Cn , then .SH K ∈ Cn .
(c) On .Kn and on .Cn , Schwarz symmetrization is monotonic, volume preserving
(again by Fubini’s theorem), and projection invariant.
(d) On .Kn , Schwarz symmetrization is invariant on H -symmetric spherical cylin-
ders, but it is not invariant on H -symmetric sets.
(e) On .Knn , Schwarz symmetrization is strictly monotonic, but on .Cn and on .Kn it
is not (for instance, when H is the .xn -axis then .SH (B n ∩ {x1 = 0}) = SH (B n ∩
{x1 = 0, x2 = 0})).
(f) The Schwarz symmetrization, for .i ∈ {0, . . . , n − 2}, can be viewed as a limit,
in the Hausdorff distance, of a sequence of Steiner symmetrizations. This issue
will be treated properly in Sect. 5.7 but we anticipate that there exist sequences
of hyperplanes .(Hm ) containing H such that, for each .K ∈ Cn , the sequence
.(SHm . . . SH2 SH1 K) of iterated Steiner symmetrizations of K converges to

.SH K, i.e.

. lim δ(SHm . . . SH2 SH1 K, SH K) = 0.

m→∞
5 Symmetrizations 241

(g) The existence of the approximating sequence presented in item (f) allows to
prove that properties valid for Steiner symmetrization and which are maintained
in the passage to the limit, are also valid for Schwarz symmetrization. For
instance, it can be used to prove that if .K ∈ Kn then .SH K ∈ Kn . Indeed, if
.(Hm ) is as in item (f), then, for .m ∈ N, .SHm . . . SH2 SH1 K ∈ K , since Steiner
n

symmetrization maintains convexity. Since the limit of a sequence of convex

bodies is a convex body, so is .SH K.
(h) The same idea can be used to prove that Schwarz symmetrization generally
reduces the j th intrinsic volume .Vj for .j ∈ {1, . . . , n − 1}. Moreover, together
with the fact that Steiner symmetrization satisfies (5.10) and is monotonic, the
same method gives that Theorem 5.3 is valid also for Schwarz symmetrization
and that .SH is smoothing on .Cn , in the sense of (5.8).
(i) Schwarz symmetrization is smoothing as a map on .Ln . The result is valid for
each i, and in particular, for Steiner symmetrization.
Theorem 5.4 Let .i ∈ {0, . . . , n − 1}. The map .SH : Ln → LnH is smoothing.
Proof Let .A ∈ Ln be bounded and .d > 0.
Step 1. Let .D n−i = D n ∩ H ⊥ . We prove that, for .x ∈ H and .r > 0,
( ) ( )
SH A ∩ (x + H ⊥ ) + rD n−i ⊂ SH (A ∩ (x + H ⊥ )) + rD n−i .
. (5.11)

The set .(A ∩ (x + H ⊥ )) + rD n−i is .Hn−i -measurable, because it is open in

the relative topology on .x + H ⊥ . If .A ∩ (x + H ⊥ ) is not .Hn−i -measurable, the
set on the left-hand side in
( (5.11) is the empty
) set and the inclusion holds true.
If it is measurable, .Hn−i A ∩ (x + H ⊥ ) < ∞, since A is bounded. Both sets
in (5.11) are .(n − i)-dimensional balls in .x + H ⊥ with center in x. The one on
the left has radius
( ) 1 1
r1 = Hn−i A ∩ (x + H ⊥ )
n−i
.
n−i
/κn−i + d,

while the one on the right has radius

( ) 1 1
r2 = Hn−i A ∩ (x + H ⊥ ) + rD n−i
n−i n−i
. /κn−i .

The Brunn–Minkowski inequality in .Rn−i implies .r1 ≤ r2 and (5.11).

Step 2. For .x ∈ H , denote by .||x the orthogonal projection onto .x + H ⊥ . If L is
any set in .Rn , then
|| ( )
(L + dD n ) ∩ (x + H ⊥ ) =
. ||x (L ∩ (y + H ⊥ )) + ry D n−i ,
y∈H,|y−x|<d
(5.12)
242 G. Bianchi and P. Gronchi

/
where .ry = d 2 − |y − x|2 . Indeed, .p ∈ (L + dD n ) ∩ (x + H ⊥ ) if and only
if .p|H = x and there is a .z ∈ L such that .p ∈ z + dD n . If .z|H = y, then this
holds if and only if .|y − x| < d and

|p − ||x z| < ry ,
.

that is, .p ∈ ||x (z + ry D n−i ).

Step 3. We prove that, for .x ∈ H ,
( ) ( ) ( )
. SH A + dD n ∩ x + H ⊥ ⊂ SH (A + dD n ) ∩ x + H ⊥ .

We use (5.12) with .L = SH A, (5.11), the fact that the action of .SH is the same
for each y, the pointwise monotonicity of .SH , and (5.12) with .L = A, to obtain
( ) ( )
. SH A + dD n ∩ x + H ⊥
|| ([ ] )
= ||x SH A ∩ (y + H ⊥ ) + ry D n−i
y∈H,|y−x|<d
|| ( [ ] )
= ||x SH A ∩ (y + H ⊥ ) + ry D n−i
y∈H,|y−x|<d
|| ( [ ])
⊂ ||x SH (A ∩ (y + H ⊥ )) + ry D n−i
y∈H,|y−x|<d
|| ( [ ])
= SH ||x (A ∩ (y + H ⊥ )) + ry D n−i
y∈H,|y−x|<d
⎛ ⎞
|| [ ]
⊂ SH ⎝ ||x (A ∩ (y + H ⊥ )) + ry D n−i ⎠
y∈H,|y−x|<d
( )
= SH (A + dD n ) ∩ (x + H ⊥ )

= SH (A + dD n ) ∩ (x + H ⊥ ).

Step 4. Step 3 proves

SH A + dD n ⊂ SH (A + dD n ).
.

∗ A + dD n ⊂ clo(S A) + dD n = S A + dD n , it also proves that

Since .SH H H
∗ ∗
.S A + dD ⊂ S (A + dD ) essentially.
n n
H H
u
n
5 Symmetrizations 243

Remark 5.5 (Blaschke’s Proof of the Brunn–Minkowski Inequality in .Kn )

Convexity of the Schwarz 1-symmetrization of a compact convex set is equivalent to
the Brunn–Minkowski inequality in .Kn . Thus, the proof of item g) above provides
another proof of the Brunn–Minkowski inequality besides those given in Chap. 3.
Bonnesen and Fenchel [20] refers to this proof as Blaschke’s proof of the Brunn–
Minkowski inequality.
Let us explain this equivalence. Let .K, L ∈ Kn , let .M ⊂ Rn × R be defined as
( )
M = conv K × {0}, L × {1} .
.

and let H be the .xn+1 -axis. The proof lies in the following three observations:
i) for .t ∈ [0, 1],
( )
M ∩ {xn+1 = t} = (1 − t)K + tL × {t};
.

ii) if one describes .SH M as

SH M = {(x, t) ∈ Rn × R : |x| ≤ f (t)},

.

then the convexity of .SH M is equivalent to the concavity of the “profile”

[0, 1] e t → f (t);
.

iii) Since .Hn (SH M ∩ ({xn+1 = t}) = )Hn (M ∩ {xn+1 = t}), .κn f (t)n = Hn (M ∩
{xn+1 = t}) = Hn (1 − t)K + tL .
We can conclude that the convexity of .SH M is equivalent to the concavity of the
( )1/n
function .Hn (1 − t)K + tL on .[0, 1].

5.3.3 Minkowski Symmetrization

We shall consider Minkowski symmetrization in the following general form. Let

i ∈ {0, . . . , n − 1} and let .H ∈ G(n, i). The Minkowski symmetral of .K ∈ Cn is
.

defined by

1 1
MH K =
. K + K †, (5.13)
2 2

where .K † is the reflection of K in H . The case .i = 0 corresponds to .K † = −K and

.MH K = AK, the central symmetral. We list some of its properties.

(a) If .K ∈ Cn , then .MH K ∈ Cn and if .K ∈ Kn , then .MH K ∈ Kn .

(b) Minkowski symmetrization is Minkowski additive, i.e., for .K, L ∈ Cn ,
.MH (K + L) = MH K + MH L.
244 G. Bianchi and P. Gronchi

(c) On .Kn , Minkowski symmetrization is strictly monotonic, but on .Cn it is only

monotonic. Indeed, for instance, when .H = {o} or .H = e1⊥ and .C =
([−1, − 13 ] ∪ [ 13 , 1]) × [−1, 1]n−1 , then .C  [−1, 1]n and

MH C = [−1, 1]n = MH ([−1, 1]n ).

.

(d) On .Kn , Minkowski symmetrization is idempotent, but on .Cn it is not. For

instance .MH2 {−1, 1} = M {−1, 0, 1}) = {−1, −1/2, 0, 1/2, 1}.
H
(e) Since Minkowski addition commutes with projections and .K † |H = K|H , it is
projection invariant. On .Kn , .MH is clearly also invariant on H -symmetric sets,
but the same is false on .Cn as the example of the H -symmetric set C above
shows.
(f) Minkowski symmetrization generally increases the volume, by the Brunn–
Minkowski inequality. On .Kn , since the first intrinsic volume .V1 is linear
with respect to Minkowski addition, .MH is mean width preserving, but for
.j ∈ {2, . . . , n − 1}, it generally increases the j th intrinsic volume .Vj , by

Theorem 5.1, the Brunn–Minkowski inequality for intrinsic volumes.

5.3.4 Minkowski–Blaschke Symmetrization

There is an extension of Minkowski symmetrization analogous to Schwarz sym-

metrization that we shall call Minkowski–Blaschke symmetrization, though it has
been referred to by other names. For example, Bonnesen and Fenchel [20, pp. 79–
80] call it stiffening and attribute it to Blaschke [19, p. 137]. If .i ∈ {1, . . . , n−2} and
.H ∈ G(n, i), the support function .hK (u) of .K ∈ K at a point .u ∈ S
n n−1
is replaced
by the average of .hK over the subsphere of .S n−1
orthogonal to H and containing
u. More precisely, the Minkowski–Blaschke symmetral .M H K of K is defined for
.u ∈ S
n−1
via
f
1
.h
MH K (u) = hK (v) dv
Hn−i−1 (Sn−1 ∩ (H ⊥ + u)) Sn−1 ∩(H ⊥ +u)

if .Hn−i−1 (Sn−1 ∩ (H ⊥ + u)) /= 0, and by .hM H K (u) = hK (u) otherwise. We can

extend the definition to .i = n − 1 if we interpret it to mean that .M H K = MH K in
this case. We list some of its properties.
(a) The Minkowski–Blaschke symmetral is rotationally symmetric with respect to
H.
(b) The Minkowski–Blaschke symmetral belongs to .Kn . Indeed, .M H K can be seen
as the limit of Minkowski averages of rotated copies of K.
(c) Minkowski–Blaschke symmetrization is strictly monotonic, mean width pre-
serving (as can be shown by integration in spherical coordinates), invariant on
H -symmetric spherical cylinders, and projection invariant, but it is not invariant
on H -symmetric sets.
5 Symmetrizations 245

5.3.5 Fiber Symmetrization

If .H ∈ G(n, i), .i ∈ {0, . . . , n − 1}, we define the fiber symmetral .FH K of .K ∈ Cn

with respect to H by

|| ( 1 1
)
.FH K = (K ∩ (H ⊥ + x)) + (K ∩ (H ⊥ + x))†
2 2
x∈H
|| ( 1 1 †
)
= (K ∩ (H ⊥ + x)) + (K ∩ (H ⊥ + x)) . (5.14)
2 2
x∈H

Thus each non-degenerate section of .FH K by an .(n − i)-dimensional subspace

orthogonal to H is the Minkowski symmetral of the corresponding section of K.
Then .FH K = MH K = AK when .i = 0 and, if .K ∈ Kn , .FH K = SH K when
.i = n − 1. When .K ∈ Kn , then

( ) ( )
1 1
FH K =
. ◦ K nH ◦K .
†
2 2

We list some of its properties.

(a) If .K ∈ Cn , .FH K ∈ Cn and, if .K ∈ Kn , .FH K ∈ Kn .
(b) Fiber symmetrization is monotonic on .Cn and strictly monotonic on .Kn , it is
invariant on H -symmetric sets, and projection invariant.
(c) Fiber symmetrization generally increases the volume. Indeed, the Brunn–
Minkowski inequality gives .Hn−i (FH K ∩ (H ⊥ + x)) ≥ Hn−i (K ∩ (H ⊥ + x)),
for .x ∈ H , and integration of this inequality with respect to x gives the
inequality between the volumes.

5.3.6 Blaschke Symmetrization

Finally, for .H ∈ G(n, i), .i ∈ {0, . . . , n − 1}, we can define the Blaschke symmetral
of .K ∈ Knn by
( ) ( )
BH K = 2−1/(n−1) K # 2−1/(n−1) K † .
.

Since surface area measure is positively homogeneous of degree .n − 1, we may

equivalently define .BH K by

1 1
. Sn−1 (BH K, ·) = Sn−1 (K, ·) + Sn−1 (K † , ·). (5.15)
2 2
246 G. Bianchi and P. Gronchi

These formulas define .BH K up to translation. We define the Blaschke sum so that
the centroids of .BH K and .K|H coincide. When .i = 0, we have .K † = −K and then
the body .BH K is often called the Blaschke body of K and denoted by .∇K. We list
some of the properties.
(a) Blaschke symmetrization is invariant on H -symmetric sets.
(b) When .n = 2, then up to translation and on .Knn , .BH coincides with .A (.i = 0) or
.MH (.i = 1), whose properties have already been discussed.

(c) When .n ≥ 3, .BH is neither monotonic nor (except when .i = 0) projection

invariant, regardless of the position chosen for the Blaschke sum, as proved in
Bianchi, Gardner, and Gronchi [8, Theorem 3.1]. We present the part of the
argument that shows the claim regarding monotonicity.
Theorem 5.6 ([8]) Let .H ∈ G(n, i), .i ∈ {0, . . . , n − 1}. Blaschke symmetrization
BH in .Rn , .n ≥ 3, is not monotonic.
.

Proof Let .T n be an n-dimensional cone in .Rn with centroid at the origin, .xn -axis
as its axis, and radius and height (i.e., width in the direction .en ) both equal to 1. Let
and .H = {o} when .i = 0, and let H be the subspace of .Rn spanned by .e1 , . . . , ei ,
when .i ≥ 1. For each i, we have .(T n )† = −T n and, therefore, .BH T n = ∇T n , the
Blaschke body of .T n . We claim that when .n ≥ 3, the height of .∇T n is less than 1.
Suppose the claim is true. Let .0 < s < 1 and let .Ls ⊂ T n be the spherical cylinder
with base of radius s contained in the base of .T n , the .xn -axis as its axis, and with
maximal height .w = w(s). The set .Ls is centrally symmetric, so .BH Ls = ∇Ls is
a translate of .Ls and the height of .∇Ls is w; since .w → 1 as .s → 0, when s is
sufficiently small it is not possible that .∇Ls ⊂ ∇T n .
To prove the claim, let .n ≥ 3 and recall that the surface area of the curved
part √ of the boundary of an n-dimensional cone of radius r and height h is
n−2 h2 + r 2 κ
.r
√ n−1 . Therefore the surface area of the curved part of the boundary
of .T n is . 2κn−1 , while the area of the base of .T n is .κn−1 . The surface area measure
.Sn−1 (T , ·) consists of a point mass at .−en and a multiple of .(n − 2)-dimensional
n

Lebesgue measure on the .(n − 2)-dimensional sphere of latitude in .Sn−1 whose

points have vertical angle .π/4 with the positive .xn -axis. From this and (5.15) it is
easy to see that .∇T n is an o-symmetric truncated double cone of radius a, say, with
the .xn -axis as axis, such that the top of .∇T n is an .(n − 1)-dimensional ball B of
radius h contained in the plane .{xn = a − h}, for some .0 < h < a. By (5.15),
.Vn−1 (B) = κn−1 /2, whence .h = 2
−1/(n−1) , and the surface area of the curved part
√
of the boundary of .∇T contained in .{xn ≥ 0} is . 2κn−1 /2. From the latter we see
n

that
√ √ n−1 √
. 2a n−1 κn−1 − 2h κn−1 = 2κn−1 /2

and hence .a = 1. Thus the height of .∇T n is .2(a − h) = 2(1 − 2−1/(n−1) ), which is
less than 1 when .n ≥ 3. This proves the claim. u
n
5 Symmetrizations 247

(d) Blaschke symmetrization preserves surface area, by definition. It is a conse-

quence of the Kneser–Süss inequality [79, p. 460] that Blaschke symmetrization
generally increases volume. This can be proved using the formula for the
volume given in Theorem 1.47, the formula that expresses certain mixed
volumes in terms of an integral, and Minkowski’s Inequality (contained in
Theorem 3.19, Definition 3.20 and Theorem 3.28, respectively). They imply
the following inequalities
f
1
Vn (BH K) =
. hB K (u) dSn−1 (BH K, u)
n Sn−1 H
f
1
= hB K (u) dSn−1 (K, u)
2n Sn−1 H
f
1
+ hB K (u) dSn−1 (K † , u)
2n Sn−1 H
1 1
= V (K[n − 1], BH K) + V (K † [n − 1], BH K)
2 2
1 n−1 1 1 n−1 1
≥ Vn (K) n Vn (BH K) n + Vn (K † ) n Vn (BH K) n
2 2
n−1 1
= Vn (K) n Vn (BH K) n ,

from which we derive .Vn (BH K) ≥ Vn (K).

5.3.7 Polarization

Let .i = n − 1, H be an oriented affine hyperplane and .H + , H − be the closed

halfspaces bounded by H . The polarization, or two-point symmetrization, of a
subset A of .Rn is the set
( ) ( )
. PH A = (A ∪ A† ) ∩ H + ∪ (A ∩ A† ) ∩ H − . (5.16)

This is not an .(n − 1)-symmetrization as defined in Sect. 5.3, because in general

.PH K is not H -symmetric. Note that if we invert the orientation of H , we switch
.H
+ and .H − and the result of the symmetrization is the same, up to a reflection with

respect to H .
The rearrangement .PH associated to this set operation is again called polariza-
tion. The superlevel set .{x : PH f ≥ t} is the (set) polarization of .{x : f (x) ≥ t},
for each .t > ess inf f . The rearrangement can also be defined as
{
max{f (x), f (x † )} if x ∈ H + ,
PH f (x) =
.
min{f (x), f (x † )} if x ∈ H − .
248 G. Bianchi and P. Gronchi

We list some of the properties of polarization.

(a) If .C ∈ Cn , .PH C ∈ Cn . If .K ∈ Kn , .PH K is not necessarily convex. If .A ∈ Ln ,
.PH A ∈ L .
n

(b) Polarization is monotonic, invariant on H -symmetric sets, and projection

invariant, but it is not invariant with respect to translations orthogonal to H
of H -symmetric sets.
(c) Polarization preserves volume. Indeed if .A ∈ Ln one can write
( ) ( )
+
.A = (A ∩ A ) ∪ (AAA ) ∩ H
† †
∪ (AAA† ) ∩ H −

and
( ) ( )†
.PH A = (A ∩ A† ) ∪ (AAA† ) ∩ H + ∪ (AAA† ) ∩ H − ,

where the unions on the right-hand sides of these formulas are disjoint.
(d) On .Kn , polarization is perimeter preserving. This is essentially due to the
following simple structure of the polarization of a convex set. Let .K ∈ Kn ,
⊥
.x ∈ K|H and let .px be the midpoint of the segment .K ∩ (x + H ). Then

{
⊥ K ∩ (x + H ⊥ ) if px ∈ H + ,
.PH K ∩ (x + H ) =
(K ∩ (x + H ⊥ ))† if px ∈ / H +.

Thus the boundary of K can be decomposed in two disjoint parts so that the
boundary of .PH K is the disjoint union of one of these parts and of the reflection
with respect to H of the other part. More precisely, if .E1 = {x ∈ K|H : px ∈
H + } and .E2 = (K|H ) \ E1 then

∂K = (∂K ∩ (E1 + H ⊥ )) ∪ (∂K ∩ (E2 + H ⊥ ))

.

and

∂PH K = (∂K ∩ (E1 + H ⊥ )) ∪ (∂K ∩ (E2 + H ⊥ ))† .

.

(e) .PH is smoothing.

Theorem 5.7 For .A ⊂ Rn and .d > 0, we have .PH A + dB n ⊂ PH (A + dB n ), and
the analogous formula with .D n substituting .B n holds true. Moreover, if .A ∈ Ln
then .PH∗ A + dD n ⊂ PH∗ (A + dD n ), essentially.
Proof First observe that, if .x ∈ Rn ,
{
x + dB n if x ∈ H + ,
. PH (x + dB ) =
n
(5.17)
(x + dB n )† if x ∈ H − .

Let .z ∈ PH A.
5 Symmetrizations 249

Assume first .z ∈ H + . Then .z ∈ A or .z† ∈ A. If .z ∈ A then .z + dB n ⊂ A + dB n

and, by (5.17) and by the monotonicity of .PH ,

z + dB n = PH (z + dB n ) ⊂ PH (A + dB n ).
.

If .z† ∈ A then .z† + dB n ⊂ A + dB n and, by (5.17) and by the monotonicity of .PH ,

z + dB n = (z† + dB n )† = PH (z† + dB n ) ⊂ PH (A + dB n ).
.

Assume now .z ∈ H − . Then both z and .z† are in A. The set .{z, z† }+dB n ⊂ A+dB n
and, being symmetric, it coincides with its polarization. Thus
( )
.z + dB n ⊂ {z, z† } + dB n = PH {z, z† } + dB n ⊂ PH (A + dB n ).

This concludes the proof of .PH A + dB n ⊂ PH (A + dB n ). The inclusion .PH A +

dD n ⊂ PH (A + dD n ) is proved in the same way.
Let .A ∈ Ln . Since .PH∗ A+dD n ⊂ clo(PH A)+dD n = PH A+dD n , the previous
inclusion proves .PH∗ A + dD n ⊂ PH∗ (A + dD n ) essentially.

(f) Both Steiner and Schwarz symmetrization, for any i, can be approximated in .Cn
by sequences of polarizations in the Hausdorff metric. See Van Schaftingen [88]
for the explicit construction of one sequence with this property. See also
Burchard and Fortier [25] for the importance and the history of these results.
This property has many consequences. In the literature it has been used to prove
that certain properties and inequalities which are valid for the rearrangement
associated to polarization are also valid for the rearrangements associated to
Steiner and Schwarz symmetrization.

5.3.8 Some Inclusions Between the Symmetrizations

In Sect. 5.5 we describe a duality between fiber (Steiner, if .i = n−1) and Minkowski
symmetrization. For .i = 0, . . . , n − 1 the fiber symmetral of .K ∈ Kn is the union
of all H -symmetric compact convex sets such that some translate orthogonal to
H is contained in K, while the Minkowski symmetral of K is the intersection
of all H -symmetric compact convex sets such that some translate orthogonal to
H contains K. Bianchi, Gardner, and Gronchi [8, Section 5] introduces two new
symmetrizations, the inner and outer rotational symmetrizations, which display
exactly the same duality in a rotationally symmetric setting.
Let .H ∈ G(n, i), .i ∈ {1, . . . , n−1} and .K ∈ Kn . The inner rotational symmetral
.IH K of K is such that for each .(n − i)-dimensional plane G orthogonal to H and

meeting K, the set .G ∩ IH K is a (possibly degenerate) .(n − i)-dimensional ball

with center in H and radius equal to that of the (possibly degenerate) largest .(n − i)-
250 G. Bianchi and P. Gronchi

dimensional ball contained in .G ∩ K. The outer rotational symmetral .OH K of K

is the intersection of all rotationally symmetric with respect to H convex bodies for
which some translate orthogonal to H contains K.
We list some of their properties and we refer to [8] for their proofs.
(a) The symmetrals .IH K and .OH K are rotationally symmetric with respect to H .
(b) The symmetral .IH K ∈ Kn and .IH K ⊂ SH K. If .i = n − 1, then .IH K = SH K.
(c) The inclusion .MH K ⊂ OH K holds true. If .i = n − 1, .OH K = MH K.
(d) The symmetrization .IH is monotonic, idempotent, invariant on H -symmetric
spherical cylinders, and projection invariant, but not strictly monotonic or
invariant on H -symmetric sets.
(e) .IH generally reduces .Vj for .j ∈ {1, . . . , n − 1} and also for .j = n when
.i ∈ {1, . . . , n − 2}.

(f) The symmetrization .OH is strictly monotonic, idempotent, and invariant on H -

symmetric spherical cylinders, but not invariant on H -symmetric sets unless
.i = n − 1. It is also projection invariant.

(g) .OH generally increases .Vj for .j ∈ {2, . . . , n} and also for .j = 1 when .i ∈
{1, . . . , n − 2}.
Some of the applications of the symmetrizations stem from containment rela-
tions. The following theorem summarizes all the known inclusions between the
various known symmetrals. Some are well known and some are observed and proved
in [8] or [11]. It should be added that .FH K = MH K when .i = 0.
Theorem 5.8 If .H ∈ G(n, i), .i ∈ {1, . . . , n − 1}, and .K ∈ Kn , then

IH K ⊂ FH K ⊂ MH K ⊂ OH K
. (5.18)

and

.IH K ⊂ SH K ⊂ M H K ⊂ OH K. (5.19)

When .i = n − 1, we have .IH K = FH K = SH K and .MH K = M H K = OH K.

5.4 Shadow Systems

In order to prove many of the properties of Steiner symmetrization, it is useful to

look at it as a continuous transformation of a convex body into its symmetral. We
introduced .SH K as a union of segments orthogonal to H . Each of those segments,
suitably translated (remaining orthogonal to H ) can be restored in K. We can
imagine letting these chords move with constant speed, with each of them staying
on the line containing it, so that at time 0 they form K and at time 1 they form .SH K.
This idea seems to add nothing new, but it doesn’t. This continuous movement
which transforms K into .SH K is a particular case of some movements introduced
5 Symmetrizations 251

and studied by Rogers and Shephard in 1958 [75]. Given a subset A of .Rn , a
direction .v ∈ Rn and a real valued function .α defined on A, we set

Kt = conv[{x + tα(x)v : x ∈ A}] , t ∈ R.

.

In 1964 Shephard [82] observed that such a family of convex sets can be seen as
a shadow system, a family of projections of the same .(n + 1)-dimensional convex
body onto a fixed hyperplane along a varying direction. If we define

K̃ = conv[{(x, α(x)en+1 ) ∈ Rn × R : x ∈ A}]

.

we may recognize that .Kt is the projection (not an orthogonal one!) of .K̃ onto
⊥ along the direction of .e
Rn = en+1
. n+1 − tv.
This idea of visualizing shadow systems as projections of a larger body immedi-
ately clarifies that two or more shadow systems moving in the same direction v may
generate other shadow systems by taking their projections onto a fixed subspace or
their Minkowski addition or their convex hulls. In formulas, if .{Kt }t∈R and .{Lt }t∈R
are shadow systems in the same direction v and H is a subspace, then

. {Kt |H }t∈R , {Kt + Lt }t∈R , and {conv(Kt ∪ Lt )}t∈R

are also shadow systems. While it is now clear that many examples of shadow
systems can be produced, we have still to explain the convenience and advantages
of this new concept. And so we come to the main feature of shadow systems, stated
in the following theorem by Rogers and Shephard.
Theorem 5.9 If .{Kt }t∈R is a shadow system, then .Vn (Kt ) is a convex function of t.
Proof A definitely concise and elegant proof of the statement is based on the
formula

Vn (Kt ) = (n + 1)V (K̃[n], [0, en+1 − tv]) ,

.

the inclusion
t1 + t2 1 1
[0, en+1 −
. v] ⊂ [0, en+1 − t1 v] + [0, en+1 − t2 v]
2 2 2
and the monotonicity and continuity of mixed volumes (see Proposition 1.41).
For completeness, we present a second proof where we infer the convexity of
1
.Vn (Kt ) from that of .H (Kt ∩G), for any line G parallel to the direction of movement

v. Since .Kt = conv[{x + tα(x)v : x ∈ A}], any element in .Kt ∩ G is an appropriate

convex combination of points in .{x + tα(x)v : x ∈ A}. Every such convex
combination is a linear function of t. Thus, the left and right endpoints of .Kt ∩ G
can be seen as the minimum and the maximum, respectively, of linear functions of
t. This implies the desired convexity. u
n
252 G. Bianchi and P. Gronchi

If we go back to the shadow system associated to Steiner symmetrization, the

continuous movement connecting K to .SH K can be explicitly written down. If .H =
v ⊥ and

.K = {x + sv ∈ Rn : x ∈ K|H, g(x) ≤ s ≤ f (x)} ,

then, for .t ∈ [0, 2],

f (x) + g(x)
Kt = {x + sv ∈ Rn : x ∈ K|H, g(x) ≤ s + t
. ≤ f (x)} (5.20)
2

and this shows that .K = K0 , .SH K = K1 and .K2 = K † , the reflection of K in

H . For .t ∈
/ [0, 2] the previous expression is not valid since it does not represent, in
general, a convex body. Theorem 5.9 ensures the convexity of .Vn (Kt ) for all t, but
in the interval .[0, 2] we already know that the volume is constant. In order to see
Theorem 5.9 play a leading role, we have to change the functional at hand.
For every hyperplane .u⊥ , we have seen that .{Kt |u⊥ }0≤t≤2 is a shadow system
and Theorem 5.9 states the convexity of .Hn−1 (Kt |u⊥ ) with respect to t. In words:
The brightness of .Kt in any direction is a convex function of t. Cauchy’s surface
area formula (see [79, (5.73)])
f
1
S(K) =
. Vn−1 (K|u⊥ ) du (5.21)
κn−1 Sn−1

shows that the average brightness of a convex body L is, up to a constant depending
on n, its surface area. Therefore, the function .S(Kt ) is convex in t. Since it assumes
the same value at 0 and 2, we deduce that its value at 1 is not larger than that at
the extreme points, which means that the surface area of .SH K is not larger than the
surface area of K. Formally, this statement reads as follows.
Theorem 5.10 For every hyperplane H and convex body K,

S(SH K) ≤ S(K) .
.

This result can be generalized in various ways. From the above argument,
stressed for the first time in [75], we can deduce the following principle.
Whenever we have a functional F which is
• convex with respect to the parameter t of every shadow system, and
• invariant under reflections,
we can conclude that .F (SH K) ≤ F (K).
This can be used, together with results on the convergence to a ball of sequences
of successive Steiner symmetrizations (see Sect. 5.7), to prove the classical isoperi-
metric inequality for convex sets. Indeed, Rogers and Shephard’s complete argu-
ment gave the following principle.
5 Symmetrizations 253

Theorem 5.11 If a functional F on .Kn is

• convex with respect to the parameter t of every shadow system,
• invariant under reflections, and
• continuous with respect to the Hausdorff distance,
then, in the class of convex bodies with prescribed volume, F attains its minimum at
a ball.
Other applications can be listed. Cauchy’s surface area formula is a special case
of Kubota’s integral recursion (see [37, (A.46) and (A.47)]), which says that the i-th
intrinsic volume of K is, up to a constant depending only on n and i, the average of
the volumes of the projections of K onto i-dimensional subspaces. Such averages
are intended as integrals over the Grassmannian .G(n, i) with respect to the Haar
measure. In formula
( ) f
κn ni
.Vi (K) = Vi (K|E) dE . (5.22)
κi κn−i G(n,i)

Therefore, all intrinsic volumes of a shadow system .{Kt }t∈I are convex functions
of t. Since they are also continuous and reflection invariant, we can conclude that
Steiner symmetrization does not increase any intrinsic volume and hence arrive to
the corresponding isoperimetric inequalities.
Theorem 5.12 (Isoperimetric Inequalities) For .K ∈ Knn and .i = 1, 2, . . . , n − 1

Vi (K) Vi (B n )
.
i
≥ i
.
Vn (K) n Vn (B n ) n

The discussion of the equality case is usually more involved (and sometimes it
is still an open problem). It can be proved that in Theorems 5.10 and 5.12 equality
holds if and only if K is a ball. In both cases the characterization of balls can be
proved showing that the intrinsic volume .Vi (Kt ) is, for .i < n, a strictly convex
function of t. A possible proof is postponed until after the next theorem.
The convexity of the intrinsic volumes of a shadow system with respect to its
parameter t is a special case of a more general result showed by Shephard in [82].
Theorem 5.13 If .{Kt1 }t∈I , .{Kt2 }t∈I , .. . . , .{Ktn }t∈I are shadow systems along the
same direction v, then the mixed volume .V (Kt1 , Kt2 , . . . , Ktn ) is a convex function
of t.
254 G. Bianchi and P. Gronchi

Proof A proof of this result could follow the path already made for the volume of a
shadow system, using the formula

(n + 1)V (K̃ 1 , K̃ 2 , . . . , K̃ n , [0, en+1 + tv]) = V (Kt1 , Kt2 , . . . , Ktn ) ,

.

⊥
where .K̃ j denotes the .(n + 1)-dimensional body whose shadows on .en+1 are in
j
{Kt }t∈I .
. u
n
Strict convexity of the .Vi (Kt ), .i < dim(K). In order to prove the strict convexity,
following the previous proof of the convexity of mixed volumes, it is enough to
show that

V (K̃[i], B n [n − i], [0, w1 + w2 ]) < V (K̃[i], B n [n − i], [0, w1 ] + [0, w2 ]) ,

.

where we abbreviate .w1 = en+1 + t1 v and .w2 = en+1 + t2 v. By Theorem 3.19 and
Definition 3.20, this inequality can be written in terms of an integral with respect to
the ith area measure of .K̃:
f
1 ( )
. h[0,w1 ] (u) + h[0,w2 ] (u) − h[0,w1 +w2 ] (u) dS(K̃[i], B n [n − i], u) > 0 .
n+1 S n

Since the integrand function is non-negative and vanishes only on a neighborhood

of a great circle, some fine analysis on the support of the ith area measure of .K̃ (see,
for example, [79, Theorem 4.5.3]) implies the strict inequality.
In (5.10) we have encountered the following property of Steiner symmetrization.
Theorem 5.14 If .K, L ∈ Cn then

SH K + SH L ⊂ SH (K + L) .
.

Here we provide another proof of this inclusion, valid if K and L are convex bodies,
which uses shadow systems.
Proof Let us consider the shadow systems .{Kt }t∈[0,2] and .{Lt }t∈[0,2] which connect
K and L to their reflections on H passing through their Steiner symmetral,
respectively. As we observed, .{Kt + Lt }t∈[0,2] is a shadow system and a proof of
Theorem 5.9 used the fact that .H1 ((Kt + Lt ) ∩ G) is a convex function of t for
every line G orthogonal to H . Since for .t = 0 and .t = 2 it attains the same value,
we deduce that

H1 ((SH K + SH L) ∩ G) ≤ H1 ((K + L) ∩ G) ,
.

for every line G orthogonal to H . By the definition of Steiner symmetrization, this

means

SH (SH K + SH L) ⊂ SH (K + L) ,
.

which is the thesis, since .SH (SH K + SH L) = SH K + SH L. u

n
5 Symmetrizations 255

5.4.1 Sas–Macbeath Inequality

Any convex body .K ∈ Knn can be approximated by polytopes contained in it with

an increasing number of vertices, but how close can the approximation be if the
number of vertices is bounded?
To be a little more precise, let us denote by .Mm (K) the maximal volume of a
polytope contained in K with at most m vertices. The ratio .Mm (K)/Vn (K) is affine
invariant and less than or equal to 1 (it is 1 if and only if K is a polytope with at
most m vertices). In 1939 Sas [78] for .n = 2 and in 1951 Macbeath [59] for all n
proved the following inequality.
Theorem 5.15 (Sas–Macbeath Inequality) For every .K ∈ Knn and .m > n

Mm (K) Mm (B n )
. ≥ .
Vn (K) Vn (B n )

Proof Consider the shadow system .{Kt }t∈[0,2] connecting K to its reflection on H
and a polytope .P ⊂ K0 = K with at most m vertices. If we let the vertices of P
move solidly to the chord on which they are located, then each vertex has a constant
speed and .{Pt }t∈[0,2] (the convex hulls of these vertices at time t) form a shadow
system. Hence, the .Vn (Pt ) is a convex function of t and so is the maximum over
all polytopes with at most m vertices, that is .Mm (Kt ). Since .Vn (Kt ) is constant
and .Mm (K) is continuous with respect to the Hausdorff distance, the argument by
Rogers and Shephard concludes the proof. u
n
In Theorem 5.15 equality holds for ellipsoids but a complete characterization is
still missing. In 1939 Sas [78] proved that in the plane, for every m, equality holds
if and only if K is an ellipse. In 1917 Blaschke [16] characterized 3-dimensional
ellipsoids as the only minimizers for .m = 4. In 1986 Bianchi [5] proved the
corresponding result for .m = 5. For .n > 3 or .n = 3 and .m > 5 the problem is
still open.
If we denote by .Mm i (K) the maximal i-th intrinsic volume of a polytope

contained in K with at most m vertices, then we define a similar functional:

i (K)
Mm
.
i
,
Vn (K) n

where the power on the volume of K is chosen so that the functional is scaling
invariant and convex along shadow systems. However, such a functional is not affine
invariant and has no upper bound.
256 G. Bianchi and P. Gronchi

Remark If a functional F on .Kn is convex along shadow systems and upper

bounded then it is also .SL(n) invariant. Indeed, let H be a hyperplane, let .v /= o a
vector in .H ⊥ and let .α be a linear function defined on H . We define, for .t ∈ R, the
shadow system

.Kt = conv({x + tα(x|H )v : x ∈ K}).

For each t, .Kt is an affine image of K. If a functional F is convex along such a

shadow system and bounded from above, then .F (Kt ) has to be constant and this
implies that F is invariant with respect to shears. Since shears generate the whole
group .SL(n), the statement is proved. If F is also scaling and reflection invariant,
then it is affine invariant.
Theorem 5.11 implies the following result.
Theorem 5.16 For every .K ∈ Knn and .m > n

i (K)
Mm i (B n )
Mm
.
i
≥ i
.
Vn (K) n Vn (B n ) n

5.4.2 Sylvester’s Functional

Instead of taking the maximal volume of a polytope contained in K with at most m

vertices, we can focus on its average. Clearly we have to declare how to evaluate the
average. The most natural way is to define
f f
1
Sn (K; m) =
. . . . Vn (conv[x1 , x2 , . . . , xm ]) dx1 . . . dxm ,
Vn (K)m+1 K K

which is the expected volume of a random polytope from K divided by .Vn (K)
(to ensure scaling invariance), where the vertices are selected uniformly and
independently in K.
If we consider the shadow system .{Kt }t∈[0,2] defined in (5.20), then the volume
of .Kt is constant and the functional can be rewritten as
f f ||
m
1
Sn (Kt ; m) =
. . . . Vn (conv[ xj + tα(xj |H )v]) dx1 . . . dxm .
Vn (K)m+1 K K j =1

Therefore, the functional is convex with respect to t. Furthermore, it is continuous

with respect to the Hausdorff distance, reflection invariant and affine invariant. As
a consequence of Theorem 5.11 we deduce Blaschke-Groemer inequality (see [17]
and [42])
5 Symmetrizations 257

Theorem 5.17 (Blaschke–Groemer Inequality) For every .K ∈ Knn and .m > n

.Sn (K; m) ≥ Sn (B n ; m) ,

where equality holds if and only if K is an ellipsoid.

Proof We already sketched a proof of the inequality, but here the discussion of
the equality cases is a bit more involved than the one for intrinsic volumes in
Theorem 5.12. Indeed, .Sn (K; m) is affine invariant, and so the strict convexity
along every shadow system cannot be proved. Blaschke and Groemer based
their arguments on the characterization of ellipsoids as the only convex bodies
which are affine images of their Steiner symmetrals along every direction. Such
a characterization is due to Brunn [23] in an equivalent form:
If all midpoints of every family of parallel chords of K are contained in a
hyperplane, then K is an ellipsoid.
Hence, if K is not an ellipsoid, then we can choose a direction v and m of the
midpoints of chords of K parallel to v so that their convex hull is a polytope of
positive volume. Following such a polytope along the shadow system (5.20) give rise
to a shadow system .{Pt }t∈[0,2] with .Vn (Pt ) strictly convex. A continuity argument
leads to the conclusion. u
n
For .n = 2, .Sn (K; m) is closely related to the so-called Sylvester’s four-point
problem, which appeared in the Educational Times of 1864, question 1491:
Show that the chance of four points forming the apices of a reentrant quadrilateral is .1/4 if
they be taken at random in an indefinite plane, but .1/4 + e2 + x 2 , where e is a finite constant
and x a variable quantity, if they be limited by an area of any magnitude and of any form.

Sylvester’s four-point problem captured the attention of many mathematicians

who proposed as many different solutions. For a historical overview of the problem
and its developments, we refer to the interesting article by Pfiefer [71].
Here, we just mention that Groemer introduced a power .p ≥ 1 of the volume
in the functional and observed that this does not affect minimizers. Schöpf [81]
extended to all .p > 0.
Nowadays, the search of maximizers of
f f
1
.Sn (K; m, p) = . . . Vn (conv[x1 , x2 , . . . , xm ])p dx1 . . . dxm ,
Vn (K)m+p K K

is called Sylvester’s problem and it is solved only in the plane. For .p = 1, Dalla and
Larman [34] proved that triangles are maximizers and Giannopoulos [39] proved
they are the only ones. Campi et al. [27] showed that parallelograms are maximizers
among centrally symmetric figures and Saroglou [77] proved the uniqueness of such
maximizers.
In higher dimensions the main result is due to Bárány and Buchta [3], who proved
that for every .K ∈ Kn there exists .m̄, depending on K, such that .Sn (K; m) ≤
Sn (T ; m), for all .m ≥ m̄, where T is a simplex.
258 G. Bianchi and P. Gronchi

Hartzoulaki and Paouris in [45] replaced the volume in Sylvester’s functional

with intrinsic volumes and the p-power with an arbitrary increasing function. They
proved that
f f
. . . . f (Vi (conv[x1 , x2 , . . . , xm ])) dx1 . . . dxm ,
K K

1 ≤ i ≤ n − 1, is minimal when K is a ball, among bodies of given volume.

.

They further proved that the ball is the only minimizer if f is convex and strictly
increasing.

5.4.3 Busemann’s Functional

A slight modification of Sylvester’s functional appears in the Busemann formula,

which expresses the volume of a convex body in terms of the areas of its central
sections. Assume .K ∈ Knn contains the origin in its interior: The Busemann
intersection formula (see [26]) states that
f
n!
Vn (K)n−1 =
. Vn−1 (K ∩ u⊥ )n+1 Bn−1 (K ∩ u⊥ ; n − 1, 1) du ,
2 Sn−1

where, for .m ≥ n,
f f
1
.Bn (K; m, p) = . . . Vn (conv[o, x1 , . . . , xm ])p dx1 . . . dxm .
Vn (K)m+p K K

The functional .Bn (K; m, p) is called Busemann’s functional and differs from
Sylvester’s in having fixed a point in the origin.
It is no more translation invariant, but it clearly remains .GL(n) invariant,
continuous with respect to Hausdorff distance, and convex along shadow systems.
In [26] Busemann proved that .Bn (K; n, 1) attains its minimum if and only if K is
an origin symmetric ellipsoid. Such a result is known as Busemann random simplex
inequality.
Theorem 5.18 (Busemann Random Simplex Inequality) For every .m ≥ n, .p ≥
1 and .K ∈ Knn

Bn (K; m, p) ≥ Bn (B n ; m, p) ,
.

where equality holds if and only if K is an origin symmetric ellipsoid.

The proof of the equality case is similar to the one for Theorem 5.17
5 Symmetrizations 259

When .m = n Busemann’s functional may be represented in a different way,

highlighting a Minkowski sum of segments. Indeed,
( n )
1 E
.Vn (conv[o, x1 , . . . , xn ]) = Vn [o, xi ] .
n!
i=1

This fact suggests a different extension that we shall meet in next paragraph.

5.4.4 Zonotopes Associated to K

Bourgain et al. [21], in connection with some comparisons between norms in the
local theory of Banach spaces, considered the functional
f f ( m )p
1 E
.I (K; m, p) = . . . Vn [0, xi ] dx1 . . . dxm ,
Vn (K)m+p K K i=1

for .m ≥ n, and the more general version

I (K1 , K2 , . . . , Km ; p)
.

f f (Em
)p
1
= m+p . . . Vn [0, xi ] dx1 . . . dxm ,
(Vn (K1 ) . . . Vn (Km )) m
i=1
K1 Km

where each point is chosen from a different convex body in .Knn .

As we have already observed, if we consider the shadow system .{Kt }t∈[0,2]
defined in (5.20) and leave every point in K move solidly to the chord on which it
lays, then the volume of .Kt is constant and each segment .[o, xi ] is a shadow system.
Since the Minkowski sum of shadow systems is a shadow system, .I (Kt ; m, p) is a
convex function of t for all .p ≥ 1. Standard arguments provide the continuity with
respect to Hausdorff distance and .GL(n) invariance. Hence, Theorem 5.11 recovers
a result proved in [21].
Theorem 5.19 (BMMP Zonotope Inequality) For every .m ≥ n, .p ≥ 1 and .K ∈
Knn

I (K; m, p) ≥ I (B n ; m, p) ,
.

where equality holds if and only if K is an origin symmetric ellipsoid.

The equality condition was proved by Campi and Gronchi [30].
260 G. Bianchi and P. Gronchi

In fact, Bourgain et al. [21] proved the inequality for all .p ≥ 0 and also for the
functional involving more bodies:

I (K1 , . . . , Km ; p) ≥ I (B1 , . . . , Bm ; p) ,
.

where .Bi is the ball with the same volume as .Ki centered at the origin.
The Minkowski sum of a finite number of segments is called a zonotope. The
simplest zonotope is a parallelotope, the sum of n affinely independent segments,
that is an affine image of the n-dimensional cube. By increasing the number of
segments, zonotopes can approximate the unit ball. A set which is the limit, in the
Hausdorff metric, of a sequence of zonotopes is called a zonoid. Zonoids play a
basic role in the Brunn–Minkowski theory of convex bodies and appear in different
contexts of the mathematical literature. We refer to [80] for an exhaustive review on
this topic.

5.4.5 The Lp Busemann–Petty Inequality

An easy way to associate a zonoid to a body K with positive volume is to sum

all segments joining the origin to a point in K. Due to the link between Minkowski
addition and sums of support functions (see Proposition 1.28), we present the zonoid
.rK by means of its support function:

f
2π κn
hrK (x) =
. |<x, z>| dz ,
κn+1 Vn (K) K

where the constant in front of the integral is such that .r(λK) = λrK, for all .λ > 0,
and .rB n = B n .
This body (usually with a different normalization) is known in the literature as
the centroid body of K. Centroid bodies were first defined and investigated by Petty
[69], but the concept had previously appeared in work of Dupin, in connection with
problems for floating bodies (see Gardner [37, Chap. 9] and Schneider [79, Sect.
7.4] for references). When K is an origin symmetric body, the boundary of .rK is,
up to a dilatation, the locus of the centroids of all the halves of K obtained by cutting
K with hyperplanes through the origin.
One of the basic results obtained by Petty [69] is an integral representation of
the volume of .rK by means of Busemann’s functional .Bn (K; n, 1). Using the
Busemann random simplex inequality, Petty proved the well known Busemann–
Petty centroid inequality: For .K ∈ Knn ,

Vn (rK) ≥ Vn (K) ,
. (5.23)

where equality holds if and only if K is an origin symmetric ellipsoid.

5 Symmetrizations 261

Petty [70] proved that the Busemann–Petty centroid inequality implies the Petty
projection inequality:

Vn (K)n−1 Vn (||◦ K) ≤ κnn ,

. (5.24)

where equality holds if and only if K is an ellipsoid. Here, .||◦ K is the polar
projection body of K, i.e., the polar body of the projection body .||K of K, that
can be defined by

h||K (x) = Vn−1 (K|x ⊥ ) .

.

A short way to show that (5.23) implies (5.24) was obtained by Lutwak in [54].
Zhang [91] proved a reverse form of (5.24), known as Zhang projection
inequality:
( )
1 2n
.Vn (K)
n−1
Vn (||◦ K) ≥ n ,
n n
with equality if and only if K is a simplex.
The .Lp extension of the classical Brunn–Minkowski theory for convex bodies
was initiated by Lutwak [55], in which the idea of Firey [35] of the p-Minkowski
addition for sets is widely developed.
As already seen in Sect. 3.4, if .p ≥ 1 and K, L are convex bodies containing the
origin in their interior, the p-sum of K and L is the convex body .K +p L defined
by

.hK+p L (x)p = hK (x)p + hL (x)p .

Bianchini and Colesanti [14] observed that the p-sum of shadow systems is again
a shadow system, since the projection of a p-sum is the p-sum of the projections.
Notice that the p-sum is the Minkowski sum for .p = 1 and tends to the convex hull
as p tends to infinity. Taking into account the p-sum of segments we can define
f
κ2 κp−1 κn
.hrp K (x) = |<x, z>|p dz ,
p
(5.25)
κn+p Vn (K) K

where the constant is so that .rp (λK) = λrp K, for all .λ > 0, and .rp B n = B n . The
body .rp K is known as the .Lp centroid body of K.
For .p = 1, .r1 K is the centroid body of K, while for .p = 2, the body defined
by (5.25) is also well known. Indeed, up to a constant, .r2 K is the ellipsoid of inertia
(or Legendre ellipsoid) of K, i.e., the ellipsoid having the same moments of inertia
as K about every axis. Many results concerning this body, which is fundamental in
classical mechanics, can be found in the literature (see, e.g., Milman and Pajor [68]
and Lindenstrauss and Milman [50] for references). In 1918 Blaschke [18] proved
that, for .n = 3,

Vn (r2 K) ≥ Vn (K) ,
. (5.26)
262 G. Bianchi and P. Gronchi

where equality holds if and only if K is an origin symmetric ellipsoid. In 1937 this
result was extended by John [46] in all dimensions; other proofs were given by Petty
[69] and by Lutwak, Yang, and Zhang [56].
Inequalities (5.23) and (5.26) are special instances of the more recent
.Lp Busemann–Petty centroid inequality.

Theorem 5.20 (.Lp Busemann–Petty Centroid Inequality) For .p ≥ 1 and .K ∈

Knn

Vn (rp K) ≥ Vn (K) ,
.

where equality holds if and only if K is an origin symmetric ellipsoid.

Theorem 5.20 was first proved by Lutwak et al. [57], while Campi and
Gronchi [28] presented a proof based on shadow systems.
If we consider the shadow system .{Kt }t∈[0,2] defined in (5.20), each segment
joining o to a moving point .x ∈ K is a shadow system, and their p-sum (better their
p-integral) .rp Kt is a shadow system too. Therefore, not only the volume of .rp Kt
is convex but also its intrinsic volumes, its diameter, its Sylvester’s functional, etc.,
are convex.
Focusing on Steiner symmetrization, this implies .F (SH K) ≤ F (K) for many
functionals F .
In addition to this, the use of shadow systems allows to recover arguments
scattered over the years and in the literature to the search of maximizers (when the
functional is bounded from above). Such arguments are confined, at least until now,
to the plane (in the symmetric or non-symmetric case) or to the case of polyhedra
with few vertices or to zonotopes. See, for example, Campi and Gronchi [29].

5.4.6 The Blaschke–Santaló Inequality

As in Chap. 1, the polar body .K ◦ of .K ∈ Knn is the convex body defined by

K ◦ = {x ∈ Rn |<x, y> ≤ 1, ∀y ∈ K} .
.

Notice that the polar body of K strongly depends on the location of the origin. If K
is an origin-symmetric convex body, then the product

Vn (K)Vn (K ◦ )
.

is called the volume product of K, and it is invariant under linear transformations.

For a general convex body K, the volume product is defined as the minimum,
1
for .x ∈ K, of .Vn (K)Vn ((K − x)◦ ). Aleksandrov [1] proved that .Vn ((K − x)◦ )− n
is a strictly concave function of x. The unique point .s(K) where this minimum is
5 Symmetrizations 263

attained is called the Santaló point of K and is characterized by the fact that .(K −z)◦
has its centroid at the origin if and only if .z = s(K).
A sharp upper bound for the volume product of a convex body .K ∈ Kn with
centroid at the origin is given by the Blaschke–Santaló inequality.
Theorem 5.21 (Blaschke–Santaló Inequality) For .K ∈ Knn ,

Vn (K)Vn (K ◦ ) ≤ κn2 ,
.

where equality holds if and only if K is an ellipsoid centered at the origin.

It was proved by Blaschke [15] for .n ≤ 3 and by Santaló for all n. A sharpening
of this inequality was proved by Meyer and Pajor [65].
A different proof of the Blaschke–Santaló inequality relies on the following
result.
Theorem 5.22 If .Kt , .t ∈ [0, 1], is a shadow system of convex bodies in .Knn , then
◦ −1 is a convex function of t.
.Vn (Kt )

This was proved by Campi and Gronchi [31] for centrally symmetric bodies
and by Meyer and Reisner [66] in full generality. We sketch here a proof in the
symmetric case.
One of the main ingredients in the proof of Theorem 5.22 is a consequence of the
Borell–Brascamp–Lieb inequality, which deals with p-means of functions and their
integrals. It can be interpreted as an inverse Hölder inequality, and its links with
other well-known inequalities are widely described in the survey article by Gardner
[36].
Theorem 5.23 (Borell–Brascamp–Lieb Inequality) If .0 < λ < 1, .−1/n ≤ p ≤
∞, and f , g, h are non-negative integrable functions on .Rn satisfying

h((1 − λ)x + λy) ≥ [(1 − λ)f (x)p + λg(y)p ]1/p ,

.

for all x, .y ∈ Rn , then

f [ (f ) p (f ) p ] np+1
p
np+1 np+1
. h(x) dx ≥ (1 − λ) f (x) dx +λ g(x) dx .
Rn Rn Rn

We shall use a corollary that expresses the concavity of an integral in terms of

that of the integrand and the dimension of the space of integration. Let us recall the
definition of p-concave function.
Definition 5.24 Let .p /= 0. A non-negative function f on .Rn is called p-concave
on a convex set L if
[ ]
p 1/p
.f ((1 − λ)x + λy) ≥ (1 − λ)f (x) + λf (y)
p

for all x, .y ∈ L and .0 < λ < 1.

264 G. Bianchi and P. Gronchi

Note that if .p < 0, then f is p-concave if and only if .f p is convex. The above
definition can be extended to the case .p = 0 by continuity.
Corollary 5.25 Let .F (x, y) be a non-negative p-concave function on .Rn × Rm ,
.p ≥ −1/n. If, for every y in .R , the integral
m

f
. F (x, y) dx
Rn
p
exists, then it is a . np+1 -concave function of y.
Proof Take .y0 , .y1 ∈ Rm and fix .λ ∈ (0, 1). Let .yλ = (1 − λ)y0 + λy1 , and

f (x) = F (x, y0 ) , g(x) = F (x, y1 ) , h(x) = F (x, yλ ) .

.

For every .x0 , .x1 ∈ Rn , we have that

( )1/p
h((1 − λ)x0 + λx1 ) = F ((1 − λ)x0 + λx1 , yλ ) ≥ (1 − λ)f p (x0 ) + λg p (x1 )
. ,

where we used the p-concavity of F .

The Borell–Brascamp–Lieb inequality now gives the desired conclusion. n
u
We are now ready to prove Theorem 5.22.
Proof of Theorem 5.22 Let .{Kt }t∈[0,1] be a shadow system along the direction v,
with speed function .α on .K0 , and originated by the .(n + 1)-dimensional convex
body .K̃, such that

Kt = conv{x + α(x)t v : x ∈ K0 }
.

can be thought of as the projection along the direction .en+1 − tv of .K̃ onto .en+1⊥ .

The support functions .hKt , .t ∈ [0, 1], and that of .K̃ are clearly related. Precisely,
⊥ , we have
for .u ∈ en+1

hKt (u) = hK̃ (u + t<u, v>en+1 ) .

. (5.27)

We know that
f
1
Vn (Kt◦ ) =
. h−n (z) dz .
n Sn−1 Kt

Let .D n−1 = {x /∈ v ⊥ : |x| ≤ 1}; thus .Sn−1 + = {z ∈ Sn−1 : <z, v> ≥ 0} is the graph
of the function . 1 − |x|2 , .x ∈ D n−1 . Consequently,

f f /
h−n (x + 1 − |x|2 v)
h−n
Kt
.
Kt (z) dz = 2 / dx ,
Sn−1 D n−1 1 − |x|2
5 Symmetrizations 265

where we took into account that .Kt is origin-symmetric. By (5.27),

/ / /
hKt (x +
. 1 − |x|2 v) = hK̃ (x + 1 − |x|2 v + t 1 − |x|2 en+1 ) .

Therefore, we obtain that

( / )
f h−n x/ 1 − |x|2 + v + ten+1
◦ 2 K̃
.Vn (Kt ) = dx ,
n+1
n D n−1 (1 − |x|2 ) 2

where we used also the homogeneity / of the support function.

By the change of variable .y = x/ 1 − |x|2 in the latter integral (with Jacobian
2 −(n+1)/2 ), we conclude that
.(1 − |x| )

f
2
Vn (Kt◦ ) =
. h−n (y + v + ten+1 ) dy .
n Rn−1 K̃

Since the function .hK̃ is convex in .Rn+1 , by Corollary 5.25, we infer that .Vn (Kt◦ ) is
p-concave, with respect to t, with .p = (−1/n)/(1 − (n − 1)/n) = −1. u
n
In [58] Lutwak and Zhang dealt with the functional

Gp (K) = Vn (rp◦ K)Vn (K) ,

. (5.28)

where .rp◦ K is the polar of the .Lp centroid body of K. Using Steiner symmetrization
they proved the so-called .Lp Blaschke–Santaló inequality.
Theorem 5.26 (.Lp Blaschke–Santaló Inequality) For all .p ≥ 1 and .K ∈ Knn

Vn (rp◦ K)Vn (K) ≤ Vn (rp◦ B n )Vn (B n ),

.

and equality holds if and only if K is an ellipsoid centered at the origin.

The name of this inequality comes from the fact that it implies the Blaschke–
Santaló inequality for centrally symmetric bodies as p tends to infinity.
One of the main questions still open in convex geometry is the problem of finding
a sharp lower bound for the volume product of a convex body (see the survey article
[54]).
It was conjectured by Mahler [60] that the minimum of the volume product is
attained when K is a simplex, that is

(n + 1)n+1
Vn (K)Vn (K ◦ ) ≥
. . (5.29)
(n!)2

In 1939 Mahler [61] proved the conjecture in the plane and in 1991 Meyer [64]
showed that equality holds only for triangles.
266 G. Bianchi and P. Gronchi

For centrally symmetric convex bodies the inequality

4d
Vn (K)Vn (K ◦ ) ≥
. (5.30)
d!
is a conjecture as well, where the value on the right-hand side is the volume product
of a parallelotope. It was proved in the plane by Mahler [61] and Reisner [74]
characterized parallelograms as the only minimizers. Saint Raymond [76] showed
that in higher dimension there are convex bodies, other than parallelotopes and
their polars, giving equality in (5.30). He also proved that the conjecture holds
true in all dimensions for the affine images of convex sets symmetric with respect
to the coordinate hyperplanes (called unconditional bodies). Barthe and Fradelizi
[4] generalized to all bodies whose hyperplanes of symmetries have a one-point
intersection. Inequality (5.30) was proved by Reisner [73, 74] for all zonoids.
Different proofs were presented by Gordon et al. [40] and by Campi and Gronchi
[32] using shadow systems.
Bourgain and Milman [22] proved that there exists a constant c, not depending
on the dimension, such that

Vn (K)Vn (K ◦ ) ≥ cn κn2 .
.

In [31] Campi and Gronchi dealt with the lower bound of (5.28). It is easy
to check that .Gp is continuous, .(−1)-concave along shadow systems and .GL(n)
invariant. Besides, .Gp (K) tends to zero as K moves away from the origin. If .cK
denotes the centroid of K, Campi and Gronchi proved that in the two-dimensional
case the functionals

. min Gp (K − x) , maxn Gp (K − x) , Gp (K − cK )
x∈K x∈R

are minimized by triangles (or parallelograms, in the symmetric case).

5.4.7 The Affine Quermassintegrals Inequality

The intrinsic volumes (or their close relatives, the quermassintegrals) of a convex
body .K ∈ Knn are not invariant under volume preserving affine transformations. An
affine invariant version was defined by Lutwak in [52] by replacing the .L1 norm in
Kubota’s formula (5.22) by the .L−n norm:
(f )− 1
κn n
.0i (K) = Vi−n (K|E) dE .
κi G(n,i)

The affine invariance of .0i (K) was shown by Grinberg [41].

5 Symmetrizations 267

Conjectured by Lutwak [53] in 1988, the affine quermassintegrals inequality has

been proved only recently by Milman and Yehudayoff [67] and it compares the
affine quermassintegral of a convex body K with that of .BK , a ball with the same
volume as K.
Theorem 5.27 (Affine Quermassintegrals Inequality) For every .K ∈ Knn and
.i = 1, 2, . . . , n − 1,

0i (BK ) ≤ 0i (K) ,
. (5.31)

with equality for a given i if and only if K is an ellipsoid.

For origin-symmetric convex bodies, .0−n 1 (K) is proportional to the volume of
the polar body .K ◦ , and so the case .i = 1 of (5.31) amounts to the Blaschke—Santaló
inequality. For general convex bodies the Blaschke–Santaló inequality is stronger.
On the other extreme, .0−n n−1 (K) is proportional to the volume of the polar
projection body .||◦ K and the case .i = n − 1 of (5.31) is equivalent to Petty
projection inequality.
The elegant proof of Milman and Yehudayoff goes through shadow systems to
arrive to the familiar looking inequality

0i (SH K) ≤ 0i (K) ,
.

but they need the definition of a new body, the Projection Rolodex of K, (a subset of
a vector bundle over a lower-dimensional Grassmannian) and appropriate measures
on Grassmannians. Last but not least, they solved the equality cases with a ten pages
proof. In short: The arguments they used are surely too involved to fit into these
notes.

5.5 Duality Between Steiner and Minkowski Symmetrals

The following theorem shows a duality between Steiner (or, more generally, fiber)
and Minkowski symmetrization. We recall that .FH K = AK = MH K if .i = 0 and
that, if .i = n − 1, Steiner and fiber coincide. It is proved in [8] and the proof is taken
from there.
Theorem 5.28 Let .H ∈ G(n, i), .i ∈ {0, . . . , n − 1}, and for .K ∈ Kn and .y ∈ H ⊥ ,
let

Ky = K + y
. and Ky† = (Ky )† = K † − y. (5.32)

Then for .K ∈ Kn , we have

||
FH K =
. (Ky ∩ Ky† ) (5.33)
y∈H ⊥
268 G. Bianchi and P. Gronchi

and
n
MH K =
. conv(Ky ∪ Ky† ). (5.34)
y∈H ⊥

Proof Let .z ∈ FH K. Then, using (5.14), we have .z = ((x + a)/2) + (x − b)/2,

where .x ∈ H , .a, b ∈ H ⊥ , and .x + a, x + b ∈ K. Let .y = −(a + b)/2. Then
†
.z = (x + a) + y ∈ K + y and .z = (x − b) − y ∈ K − y. Therefore .z ∈ Ky ∩ Ky ,
†

so .FH K is contained in the right-hand side of (5.33). For the reverse inclusion, note
first that .Ky ∩ Ky† is H -symmetric. From the invariance of .FH on H -symmetric sets
and the fact that .FH is monotonic and invariant on translations orthogonal to H of
H -symmetric sets, we obtain

Ky ∩ Ky† = FH (Ky ∩ Ky† ) ⊂ FH Ky = FH K

.

for all .y ∈ H ⊥ . This proves (5.33).

To prove (5.34), let .y ∈ H ⊥ and let .Qy = conv(Ky ∪ Ky† ). Then since .Ky and
†
.Ky are contained in .Qy and the latter is convex,

1 1
M H K = M H Ky =
. Ky + Ky† ⊂ Qy ,
2 2
so .MH K ⊂ ∩y∈H ⊥ Qy . To prove the reverse containment in (5.34), observe that if
v ∈ Sn−1 , then by (5.32) and .hK±y (v) = hK (v) ± <y, v>, we obtain
.

h∩y∈H ⊥ Qy (v) ≤ min hQy (v) = min max{hKy (v), hK † (v)}

.
y∈H ⊥ y∈H ⊥ y

{ }
= min max hK (v) + <y, v>, hK † (v) − <y, v>
y∈H ⊥

1 1
= hK (v) + hK † (v) = hMH K (v), (5.35)
2 2
as required, where the first equality in (5.35) results from observing that the
minimum occurs when the two expressions are equal, i.e., when .<y, v> = (hK † (v) −
hK (v))/2. u
n
Corollary 5.29 ([8]) If .H ∈ G(n, i), .i ∈ {0, . . . , n − 1}, and .K ∈ Kn , then the
fiber symmetral .FH K (and therefore the Steiner symmetral .SH K, if .i = n−1) is the
union of all H -symmetric compact convex sets such that some translate orthogonal
to H is contained in K, and the Minkowski symmetral .MH K is the intersection
of all H -symmetric compact convex sets such that some translate orthogonal to H
contains K.
Proof Let us prove the claim regarding .FH K. For each .y ∈ H ⊥ , the set .Ky ∩ Ky† is
H -symmetric and its translation by .−y is contained in K. On the other hand, if .M ∈
5 Symmetrizations 269

Kn is H -symmetric and .M + w ⊂ K for some .w ∈ H ⊥ , then .M ⊂ K−w ∩ K−w

†
.
The proof of the other claim is analogous. u
n

5.5.1 Inclusions Between General Symmetrizations and Known

Ones

The containment results presented here have a crucial role in proving many of the
results for general i-symmetrizations described in the next sections. All of them
are proved in [8], which also contains a critical discussion of the necessity of each
hypothesis. The first one is a corollary of Theorem 5.28.
Corollary 5.30 Let .H ∈ G(n, i), .i ∈ {0, . . . , n − 1}, and let .B = Kn or .B = Knn .
Suppose that .♦ : B → BH is monotonic, invariant on H -symmetric sets, and
invariant under translations orthogonal to H of H -symmetric sets. Then

FH K ⊂ ♦K ⊂ MH K
. (5.36)

for all .K ∈ B.
Proof Let .K ∈ B and let .y ∈ H ⊥ . The set .Ky ∩ Ky† is H -symmetric. Hence, using
the monotonicity and invariance property of .♦, we have

Ky ∩ Ky† = ♦(Ky ∩ Ky† ) ⊂ ♦Ky = ♦K.

. (5.37)

This formula and (5.33) prove the inclusion on the left. The set .conv(Ky ∪ Ky† ) is
H -symmetric and .K ⊂ conv(Ky ∪ Ky† ) − y. Again, using the monotonicity and
invariance property of .♦, we have
( )
♦K ⊂ ♦ conv(Ky ∪ Ky† ) − y = ♦ conv(Ky ∪ Ky† ) = conv(Ky ∪ Ky† ).
. (5.38)

This formula and (5.34) prove the inclusion on the right. u

n
We present, without proof, two more results. The first one proves for .i = n − 1
the same inclusions of Corollary 5.30 under assumptions of a different nature.
Theorem 5.31 Let .H ∈ G(n, n − 1), let .B = Kn or .B = Knn , and let .F : B →
[0, ∞) be a strictly increasing set function invariant under translations orthogonal
to H of H -symmetric sets. If .♦ : B → BH is monotonic, F -preserving, and either
invariant on H -symmetric spherical cylinders or projection invariant, then .♦ is
invariant under translations orthogonal to H of H -symmetric sets and

. SH K ⊂ ♦K ⊂ MH K (5.39)

for all .K ∈ B.
270 G. Bianchi and P. Gronchi

The second result corresponds to Corollary 5.30 for symmetrizations whose

symmetral is rotationally symmetric with respect to H , like .SH and .M H .
Theorem 5.32 Let .H ∈ G(n, i), .i ∈ {1, . . . , n − 1}, let .B = Kn or .B = Knn , and
let .♦ : B → BH be invariant on H -symmetric spherical cylinders and invariant
under translations orthogonal to H of H -symmetric sets. Consider the expression

IH K ⊂ ♦K ⊂ OH K.
. (5.40)

The left-hand inclusion holds for all .K ∈ B if, in addition to the assumptions stated
before (5.40), .B = Knn and .♦ is monotonic. The right-hand inclusion holds for all
.K ∈ B if, in addition to the assumptions stated before (5.40), .♦ is strictly monotonic

and idempotent.

5.6 Characterization of Minkowski and Steiner

Symmetrizations and of Polarization

In this section we present some characterizations proved in [8] and in [9]. We refer
to these papers for a critical discussion of the necessity of each hypothesis.

5.6.1 Characterizations of Minkowski Symmetrization

Theorem 5.33 Let H ∈ G(n, i), i ∈ {0, . . . , n − 1}, and let B = Kn or B = Knn .
Suppose that ♦ : B → BH is monotonic. Assume in addition either that
(i) i = n−1 and ♦ is mean width preserving and either invariant on H -symmetric
spherical cylinders or projection invariant, or that
(ii) i ∈ {1, . . . , n − 1} and ♦ is mean width preserving, invariant on H -symmetric
sets, and invariant under translations orthogonal to H of H -symmetric sets,
or that
(iii) i = 0 and ♦ is invariant on o-symmetric sets and invariant under translations
of o-symmetric sets.
Then ♦ is Minkowski symmetrization with respect to H .
Proof Let K ∈ B. Let us prove part (i). Theorem 5.31 with F = V1 proves

♦K ⊂ MH K.
.

Since both ♦ and MH preserve mean width we have V1 (♦K) = V1 (MH K) =

V1 (K). Since V1 is strictly monotonic the previous inclusion is an equality.
Let us prove part (ii). Corollary 5.30 proves again ♦K ⊂ MH K. The conclusion
follows as before.
5 Symmetrizations 271

Part (iii) is an immediate consequence of Corollary 5.30, since when i = 0 we

have FH = MH . n
u
The next result exploits the linearity of MH with respect to Minkowski addition.
Theorem 5.34 Let H ∈ G(n, i), i ∈ {0, . . . , n−1}. If ♦ : Kn → KnH is monotonic,
invariant on H -symmetric sets, and linear (i.e., ♦(K + L) = ♦K + ♦L for all
K, L ∈ Kn ), then ♦ is Minkowski symmetrization with respect to H .
For the proof we refer to [8].

5.6.2 Characterizations of Steiner Symmetrization

Here we present one characterization valid for .(n − 1)-symmetrizations defined in

Cn and one valid for .(n − 1)-symmetrizations defined in .Knn .
.

Theorem 5.35
(i) Let .H ∈ G(n, n − 1). Suppose that .♦ : Cn → CnH is an .(n − 1)-symmetrization
.

that is monotonic, volume preserving, and invariant on H -symmetric spherical

cylinders. Then
( ) ( )
.Hn−1 (♦K) ∩ (H ⊥ + x) = Hn−1 K ∩ (H ⊥ + x) (5.41)

for all .K ∈ Cn and .Hn−1 -almost all .x ∈ H .

.(ii) Suppose that in addition to the assumptions in .(i), .(♦K) ∩ (x + H ) is
⊥
n−1
a line segment for .H -almost all .x ∈ H . Then .♦ is essentially Steiner
symmetrization on .Cn , in the sense that for all .K ∈ Cn , .(♦K)∩G = (SH K)∩G
for .Hn−1 -almost all lines G orthogonal to H .
Theorem 5.36 Let .H ∈ G(n, n − 1) and let .♦ : Knn → (Knn )H be an
.(n − 1)-symmetrization. If .♦ is monotonic, volume preserving, and either invariant

on H -symmetric spherical cylinders or projection invariant, then .♦ is Steiner

symmetrization with respect to H .
We refer to [8] for the detailed proofs. Here we only explain the main ideas.
To prove Theorem 5.35 (i) we argue as follows. For .x ∈ H let .Dr (x) be the
.(n−1)-dimensional ball in H with center x and radius r. Let s be such that .K|H
⊥ ⊂

[−s, s] (we identify .H with .R so that .[−s, s] is a shorthand for .s(B ∩ H ⊥ )).
⊥ n

The set .Dr (x) + [−s, s] is an H -symmetric spherical cylinder which contains .K ∩
(Dr (x) + H ⊥ ). For .L ∈ Cn let
( )
mr,L (x) = Hn L ∩ (Dr (x) + [−s, s]) .
.
272 G. Bianchi and P. Gronchi

The three assumption on .♦ in part (i) imply

mr,♦K ≥ mr,K .
. (5.42)

Indeed, monotonicity and invariance on H -symmetric spherical cylinders imply

( )
♦ K ∩ (Dr (x) + [−s, s]) ⊂ (♦K) ∩ ♦(Dr (x) + [−s, s])
.
= (♦K) ∩ (Dr (x) + [−s, s]).

From this inclusion, using the fact that .♦ is volume preserving, we obtain

( ) ( )
mr,♦K (x) = Hn (♦K) ∩ (Dr (x) + [−s, s]) ≥ Hn ♦(K ∩ (Dr (x) + [−s, s]))
.
( )
= Hn K ∩ (Dr (x) + [−s, s]) = mr,K (x).

This proves (5.42). Dividing both sides in (5.42) by .Hn−1 (Dr (x)) and passing to
the limit as .r → 0 we obtain (5.41) with the inequality (left-hand side .≥ right-
hand side), for .Hn−1 -almost all .x ∈ H . Integrating this inequality over H , using
Fubini’s theorem and the volume invariance of .♦, we conclude that (5.41) holds
with equality, for .Hn−1 -almost all .x ∈ H .
The proof of part Theorem 5.35 (ii) follows directly from (5.41) and the definition
of .SH K.
Theorem 5.36, under the assumption that .♦ is invariant on H -symmetric
spherical cylinders, is a corollary of Theorem 5.35, while under the assumption
that .♦ is projection invariant it requires other ideas, which we do not describe here.
We conclude this section with a characterization of Schwarz symmetrization
from [11].
Theorem 5.37 Let .i ∈ {1, . . . , n − 2}, let .H ∈ G(n, i), and let .♦H be an
i-symmetrization on .Knn . Suppose that .♦H is monotonic, volume preserving, rota-
tionally symmetric, and invariant on H -symmetric cylinders. Then .♦H is Schwarz
symmetrization with respect to H .

5.6.3 Characterizations of Polarization

We consider the four maps .Id, .†, .PH , or .PH† = † ◦ PH , where .Id and .† denote the
identity map and reflection in H , respectively. In this section we present two results
from [9] which characterize these four maps among maps .♦ : E ⊂ Ln → Ln .
Theorem 5.38 Let .H = u⊥ , .u ∈ Sn−1 , be oriented with .u ∈ H + , let .E = Cn or
.L , and suppose that .♦ : E → L is monotonic, measure preserving, perimeter
n n

preserving on convex bodies, and invariant on H -symmetric unions of two disjoint

balls. Then .♦ essentially equals .Id, .†, .♦PH , or .♦†PH .
5 Symmetrizations 273

We say that .♦ is perimeter preserving on convex bodies if, for each .K ∈ Knn , .♦K
is a set of finite perimeter such that .S(♦K) = S(K) = 2Vn−1 (K), where S denotes
perimeter in the sense of De Giorgi. The condition of invariance on H -symmetric
union of two disjoint balls may seem peculiar, but it is much weaker than the natural
assumption that .♦ is invariant on all H -symmetric sets.
For maps .♦ : Kn → Ln , invariance on H -symmetric unions of two disjoint balls
is not available. The next result resorts to a different and rather strong condition; we
say that .♦ is convexity preserving away from H if .♦K is essentially convex (that is,
n
.♦K coincides with a convex set up to a set of .H -measure zero) for all .K ∈ K
n

with .K ∩ H = ∅.
Theorem 5.39 Let .H = u⊥ , .u ∈ Sn−1 , be oriented with .u ∈ H + and let
.♦ : Kn → L
n n
be monotonic, measure preserving, invariant on H -symmetric
sets, perimeter preserving on convex bodies, and convexity preserving away from
H . Then .♦ essentially equals .Id, .†, .♦PH , or .♦†PH .

5.7 Convergence of Successive Symmetrals

Around 1836, Jacob Steiner introduced the symmetrization process that today bears
his name in an attempt to prove the isoperimetric inequality. As we have explained,
many other inequalities have since been proved by the same method. Two are the
main features that have allowed to prove that a certain functional is minimized (or
maximized) by a ball:
1. The functional at hand is always decreased (or increased) by a symmetrization;
2. There are sequences of hyperplanes such that the corresponding sequence of
successive symmetrals of a convex body converges to a ball of the same volume.
In this section we focus on item 2. Given an i-symmetrization .♦ we focus
on the convergence of successive applications of .♦ through a sequence of i-
dimensional subspaces. (In this section convergence always means convergence
in the Hausdorff metric.) We refer to this as a symmetrization process. We try to
summarize what is known up to date, to explain how the answer depends on the
specific symmetrization, whether it depends on the class, .Kn or .Cn , of the initial
seed, to describe which questions still remain unanswered.
It is well known that in the plane a sequence of successive Steiner symmetrals
may converge to a ball or to a regular polygon, and convergence may sometimes
seem simple or even obvious. In fact, in the literature there are few examples of
Steiner symmetrization processes which do not converge (see [13, Section 1], [25,
Lemma 6.3], [7, Examples 2.1], [86, Section 4]). These examples exhibit the same
behavior and here we describe one in dimension two. We remark that in this example
the directions orthogonal to the sequence of the lines of symmetrization form a
dense subset of .S1 .
274 G. Bianchi and P. Gronchi

Choose a sequence .(αm ) in .(0, π/2) with

∞
E ∞
||
. αm = ∞ , cos αm = r > 0 . (5.43)
m=1 m=1

E
Let .βk = km=1 αm and .vm = (cos βm , sin βm ). Besides, let .K ∈ K22 have area
smaller than .π r 2 and contain a horizontal segment L, with L of length 1 and o as
midpoint. The sequence .(Km ) defined as

Km = Svm⊥ . . . Sv ⊥ K , m ∈ N,
. (5.44)
1

does not converge. Indeed, let .Lm = Svm⊥ . . . Sv ⊥ L. Since .βm diverges, the segments
1
.Lm (which are contained in .Km ) spin in circles forever while their length decreases

monotonically to r. Moreover, the closure of .∪m∈N Lm contains .rD n . If .(Km ) were

converging, the limit would contain .rD n , but the area of .Km , which is equal to the
area of K, is strictly less than the area of .rD n . Thus, a contradiction.
Bianchi et al. [7] coined the term convergence in shape for the behaviour
of this example; a sequence .(Hm ) converges in shape if there exists a sequence
of isometries .(Im ) such that .Im SHm . . . SH1 C is a convergent sequence, for each
compact set C. The same paper proves that the sequence above has indeed this
property, and, furthermore, poses the following question:
Do Steiner Processes Always Converge in Shape?
Some partial answer is given in [7], but the question in full generality is still open.
This question suggests that convergence of Steiner processes is not rare. To be more
precise, let us introduce some definitions, following Coupier and Davydov [33] and
widening the field of interest to all symmetrizations encountered so far. Let .♦ be an
i-symmetrization on .B, where .B = Kn or .Cn . A sequence .(Hm ) of i-dimensional
subspaces is called weakly .♦-universal for .B if, for any .k ∈ N, and .C ∈ B, the
sequence

♦Hm ♦Hm−1 . . . ♦Hk C

. (5.45)

converges, as m tends to infinity, to an origin-symmetric ball, which may depend on

C and k. The sequence is called .♦-universal if it is weakly .♦-universal and the limit
ball is independent of k. We remark that every weakly Steiner-universal sequence is
in fact universal, since Steiner processes maintain the volume.
In [86] Ulivelli introduces a more general concept. The sequence .(Hm ) is called
.♦-stable for .B if, for any .k ∈ N and .C ∈ B, the sequence in (5.45) converges. (We

do not prescribe the limit set in this case).

The first example of a Steiner-universal sequence in .Kn , .n = 2, 3, goes back to
Blaschke [19]. The sequence he chose is a periodic one. For .n = 3 he chose three
planes .U1 , .U2 and .U3 , so that their normal vectors span the whole space and at least
two of the angles between these vectors are irrational multiples of .π . He defined
5 Symmetrizations 275

the process as a cyclical repetition of the three symmetrizations .SU1 , .SU2 and .SU3 ,
i.e. as .SU1 , .SU2 , .SU3 , .SU1 , .SU2 , .SU3 , . . . . The universality of the sequence was the
right ingredient that Blaschke needed to present Schwarz symmetrization as a limit
of sequences of Steiner symmetrizations, as explained in Sect. 5.3.2, and to prove
the Brunn–Minkowski inequality.
The argument used by Blaschke was extended by Klain [47, Theorem 5.1] to
prove that every sequence of hyperplanes chosen from a finite set .F is Steiner-
stable in .Kn and the limit is symmetric under reflection in each hyperplane occurring
infinitely often in the sequence. Klain [47, Corollary 5.4] uses this result to construct
Steiner-universal sequences in .Kn , as described in the next theorem. We say that
.v1 , . . . , vn ∈ R form an irrational basis of .R if they span .R and the angle between
n n n

any two of them is an irrational multiple of .π .

Theorem 5.40 Let .(Hm ) be a sequence chosen from a finite set .F =
{v1⊥ , . . . , vn⊥ } ⊂ G(n, n − 1). Assume that .v1 , . . . , vn form an irrational basis
of .Rn and that, for each i, .vi⊥ appears infinitely many times in .(Hm ). Then .(Hm ) is
Steiner-universal in .Kn .
The main steps in the proofs by Blaschke and Klain are similar:
1. existence of convergent subsequences;
2. existence of a continuous functional F such that .F (SHm K) ≤ F (K), with
equality if and only if .SHm K = K or .Vn (K) = 0;
3. the limit of a convergent subsequence is symmetric under reflection in each
hyperplane occurring infinitely many times;
4. the hypothesis on the vectors implies that this limit is a ball.
We try to explain these items one by one in a sketch of the proof of Theorem 5.40.
Proof
1) The existence of convergent subsequences follows by (now) standard com-
pactness arguments. The monotonicity of Steiner symmetrization and Blaschke
selection theorem, Theorem 1.17, offer a simple conclusion.
2) Blaschke chose as F the surface area, while Klain uses the layering function
f ∞
Vn (K ∩ rB n )e−r dr .
2
F (K) =
.
0
f
Another possible choice is .F (K) = K |x|2 dx.
3) We follow Klain’s argument as interpreted by A. Burchard and presented in
[7, Theorem 6.1] and [11, Theorem 5.6]. For simplicity, we present only the
argument which assumes .K ∈ Knn . Let .Km = SHm . . . SH1 K. Since Steiner
symmetrization preserves volume, we have

Vn (Km ) = Vn (K).
. (5.46)
276 G. Bianchi and P. Gronchi

The main idea is to construct a subsequence along which the subspaces .vj⊥ ∈ F
appear in a particular order. With each index m, we associate a permutation .πm
of .{1, . . . , n} that indicates the order in which the subspaces .v1⊥ , . . . , vn⊥ appear
for the first time among those .Hj with .j ≥ m. Since there are only finitely many
permutations, we can pick a subsequence .(Hmp ) such that the permutation .πmp
is the same for each p. By relabeling the subspaces, we may assume that this
permutation is the identity. Passing to a further subsequence, we may assume
that every subspace in .F appears in each segment .Hmp , Hmp +1 , . . . , Hmp+1 −1 .
By Blaschke selection theorem, there is a subsequence (again denoted by
.(Kmp )) that converges in the Hausdorff metric to some .L ∈ Kn .
n

We show by induction that L is .vj⊥ -symmetric for .j = 1, . . . , n. For .j = 1,

observe that .Hmp = v1⊥ for each p. Therefore .Kmp is .v1⊥ -symmetric for each p
and the same is true for L. Suppose that L is .vr⊥ -symmetric for .r = 1, . . . , j −
1. Let .m'p be the index where .vj⊥ appears for the first time after .Hmp . Then
for .mp + 1 ≤ m ≤ m'p − 1, .Hm = vr⊥ for some .r = 1, . . . , j − 1. Steiner
symmetrization does not increase the symmetric difference distance of two sets
(because it does not change their volume and it does not decrease the volume of
their intersection). Using this, the inductive hypothesis and the convergence of
.(Kmp ) to L, one proves that .(Km' −1 ) too converges in the Hausdorff metric to
p
L as .p → ∞. Thus

Sv ⊥ L = lim Sv ⊥ Km'p −1 = lim Km'p .

.
j p→∞ j p→∞

We also have

F (Sv ⊥ L) = lim F (Km'p ) ≥ lim F (Kmp+1 ) = F (L) .

.
j p→∞ p→∞

Therefore, .Sv ⊥ L = L, i.e. L is .vj⊥ -symmetric and this concludes the inductive
j
step.
Once that the symmetry of L with respect to each .vj⊥ is proved, the fact that
Steiner symmetrization does not increase the symmetric difference distance can
be used again to prove that the entire sequence .(Km ) converges to L.
4) Blaschke and Klain used roughly the same hypothesis on the hyperplanes
mutual position. Burchard, Chambers, and Dranovski [24] tackled the problem
of characterizing the sets of reflections with respect to hyperplanes in .Rn that
generate a dense subgroup of .O(n). They proved that the set of reflections in .vi⊥ ,
.i = 1, 2, . . . , n, generate a dense subgroup of .O(n) if the .vi ’s

i) span .Rn ,
ii) cannot be partitioned into two mutually orthogonal non-empty subsets, and
iii) at least two of them form an angle that is an irrational multiple of .π .
5 Symmetrizations 277

Conditions i) and ii) are also necessary, but, when .n > 2, iii) is not, and [24]
explains that iii) implies the right necessary and sufficient condition. i.e. that the
group generated by the reflections is not a finite Coxeter group in .O(n).
u
n
The extension of Klain’s result to compact sets was first obtained in [7]. Now it can
also be seen as a consequence of Bianchi et al. [11, Theorem 7.3] which proves
that a sequence of hyperplanes is Steiner-universal in .Cn if and only if it is Steiner-
universal in .Knn , Volčič [90] extends Klain’s result to measurable sets.
To complete the picture regarding Steiner symmetrization, we recall some results
on the rate of convergence to a ball and on random sequences.
In 1986 Mani-Levitska [62] was the first to deal with a sequence of hyperplanes
uniformly, independently and randomly chosen. He proved that the sequence of
related Steiner symmetrizations almost surely rounds every convex body with pos-
itive volume and conjectured that the same holds for compact sets. The conjecture
was settled by van Schaftingen [87] and extended to measurable sets by Volčič [89].
The first result we know of on the rate of convergence (that is, on the deter-
mination of the least number of successive symmetrals required to transform a set
K of volume .κn within a certain distance from .B n ) goes back to Hadwiger [44],
even though the estimate was very rough. Such results often require very delicate
analysis, as evidenced by the deep work of Bourgain, Klartag, Lindenstrauss,
Milman, and others. (See [48, 49], and the references given there.) Klartag [49]
proves that there exist

m = [cn4 log2 (1/ε) + 1]

.

Steiner symmetrizations that transform .K ∈ Knn in a convex body with a Hausdorff

distance less than .ε from .B n . (Here c is some numerical constant.) Bianchi and
Gronchi [6] established a lower bound on the rate of convergence by constructing
bodies “hard to be rounded”. In every dimension n and for each positive integer m,
they constructed origin symmetric convex bodies whose Hausdorff distance from the
ball centered in the origin of the same volume cannot be decreased by any sequence
of m successive Steiner symmetrizations. Coupier and Davydov [33] complements
and strengthens the results of [49, 62] and [89]. In particular, [33] gives an estimate
on the speed of convergence to a sphere of random Steiner symmetrizations.
Coupier and Davydov [33] also proves the following result, which maybe was
one of the reasons for their choice of the term universal. Its proof is nice and elegant
and we report it here.
Theorem 5.41 A sequence .(Hk ) of hyperplanes is Steiner-universal in .Knn if and
only if it is Minkowski-universal in .Knn .
278 G. Bianchi and P. Gronchi

Proof Let .K ∈ Knn , and assume that .(Hk ) is a Steiner-universal sequence

of hyperplanes. Since Minkowski symmetrization increases the volume and is
monotonic, the sequence .Vn (MHk . . . MH1 K) is nondecreasing and bounded and,
as .k → ∞,

Vn (MHk . . . MH1 K) → V ,
. (5.47)

for a suitable .V > 0. By the Blaschke selection Theorem, there exists a subsequence
(λk ) such that, as .k → ∞,
.

MHλk . . . MH1 K → E,
.

for a suitable .E ∈ Knn with .Vn (E) = V . For any positive integer .k, m, .m > k, the
inclusion between Steiner and Minkowski symmetrization (5.18) implies

SHλm . . . SHλk +1 MHλk . . . MH1 K ⊂ MHλm . . . MHλk +1 MHλk . . . MH1 K

.

= MHλm . . . MH1 K.

Passing to the limit with respect to m, and using the Steiner universality of the
sequence .(Hk ), we obtain that a ball with volume .Vn (MHλk . . . MH1 K) is contained
in E. The arbitrariness of k and (5.47) imply that E contains a ball of volume V .
Since .V = Vn (E), a comparison of the volume forces E to be a ball of volume V .
Therefore, any convergent subsequence has the same limit, that is .MHk . . . MH1 K
converges to a ball. The same argument can be repeated for the sequence

MHk . . . MHl K,
.

for any .l ∈ N. Observe that the limiting ball has the same mean width as K,
since Minkowski symmetrization is mean width preserving, and therefore it does
not depend on l.
The reverse is completely analogous. Assume that .(Hk ) is a Minkowski-universal
sequence of hyperplanes. Since Steiner symmetrization decreases the mean width,
the sequence .V1 (SHk . . . SH1 K) is nonincreasing and positive and, as .k → ∞,

V1 (SHk . . . SH1 K) → W
.

for a suitable W . There exists a subsequence of convex bodies converging, as .k →

∞, to a suitable .E ∈ Kn , with .V1 (E) = W . For any positive integer .k, m, .m > k,
the inclusion between Steiner and Minkowski symmetrization implies

MHλm . . . MHλk +1 SHλk . . . SH1 K ⊃ SHλm . . . SH1 K .

.

The Minkowski universality of the sequence .(Hk ) yields, letting .m → ∞, that a

ball with the same mean width as that of .SHλk . . . SH1 K contains E. A comparison
5 Symmetrizations 279

of mean widths forces E to be a ball with mean width W . Therefore, any convergent
subsequence has the same limit, that is, .SHk . . . SH1 K converges to a ball with the
same volume of K, since Steiner symmetrization is volume preserving. u
n
Bianchi et al. [11] studies some of the questions touched on in this section
for other known symmetrizations and for general i-symmetrizations. It proves
that Klain’s Theorem is valid in .Kn for fiber, Schwarz, and Minkowski–Blaschke
symmetrizations, as well as for any i-symmetrization satisfying certain hypotheses,
and it is valid in .Cn for Schwarz symmetrization (see [11, Section 5]). It also proves
results in the spirit of Coupier and Davydov; for .i = 1, . . . , n − 1, a sequence
of subspaces in .G(n, i) is Minkowski-universal in .Knn if and only if it is so in .Cn ,
and the same holds true for Steiner-universal and for Schwarz-universal sequences
(see [11, Section 7]). These results, together with a study of the problem of which
reflections with respect to i-dimensional subspaces generate a dense subgroup of
.O(n), carried out in [10], enable the authors to create universal sequences in .K and
n

in .C for many of the symmetrizations mentioned above (see [11, Section 6]).
n

Ulivelli [85] further extends Klain’s Theorem by proving its validity in .Cn
for Minkowski symmetrization (as a consequence of the proof that a Minkowski
symmetrizations process with seed .C ∈ Cn converges if and only if the one
with seed .conv(C) converges). The same author proves in [86] that the family
.F of all i-symmetrizations .♦ which are monotonic, invariant on H -symmetric

sets and invariant under translations orthogonal to H of H -symmetric sets share

the same behavior with respect to symmetrizations processes. Since .F contains
Steiner, Minkowski and fiber symmetrizations, this means that if a sequence .(Hk )
is Minkowski-universal or Minkowski-stable, then it is also .♦-universal or .♦-stable,
for every .♦ ∈ F. A similar result is proved also for convergence in shape.

5.8 Rearrangements and a Proof of the Pólya–Szegő

Inequality for Smoothing Rearrangements

A familiar version of the Pólya–Szegő inequality states that if .0 : [0, ∞) → [0, ∞)

is convex and .0(0) = 0 (i.e. a Young function) and .f ∈ V(Rn ) is Lipschitz, then
#
.f is Lipschitz and

f f
. 0(|∇f #
(x)|) dx ≤ 0(|∇f (x)|) dx; (5.48)
Rn Rn

see, e.g., [2]. Here .f # denotes the symmetric decreasing rearrangement of f , the
function whose superlevel sets have the same .Hn -measure as those of f and such
that, for .t > 0, .{x : f # (x) > t} is a ball centered at the origin o of .Rn . The subgraph
of .f # is the Schwarz symmetrization of the subgraph of f with respect to the .xn+1 -
axis.
280 G. Bianchi and P. Gronchi

The map that takes f to .f # is the primary example of a rearrangement. Other

examples are the rearrangements associated to Steiner and Schwarz symmetrizations
(often called .(k, n)-Steiner rearrangements), and polarization. The Pólya–Szegő
inequality (5.48) holds for each of the just-mentioned rearrangements.
Diverse variants and applications of the Pólya–Szegő inequality have generated
a very substantial literature, surveyed by Talenti who in [84, p. 126] provides over
fifty references.
At the heart of the definition of the rearrangement Tf of a function f there is the
formula

{x : Tf (x) > t} = ♦T {x : f (x) > t}

. (5.49)

where .♦T denotes a map from .Ln to itself which is monotonic and measure
preserving. The superlevel set .{x : Tf (x) > t} depends only on .{x : f (x) > t}
and this relation, the map .♦T , is the same for each t. A rearrangement is a map from
function spaces and one may wonder which properties of this map make (5.49) valid.
An answer is given in the following theorem, proved in [9], but before stating it let
us define two properties.
Let .X ⊂ M(Rn ) and .T : X → X. We say that:
1. T is equimeasurable if .Hn ({x : Tf (x) > t}) = Hn ({x : f (x) > t}) for .t ∈ R;
2. T is monotonic if .f, g ∈ X, .f ≤ g, essentially, implies .Tf ≤ T g.
Theorem 5.42 Let .X = S(Rn ) or .V(Rn ), let .T : X → X be equimeasurable and
monotonic. Then there exists a map .♦T : Ln → Ln for which (5.49) is valid. This
map is defined for .A ∈ Ln by

♦T A = {x : T 1A (x) = 1},
.

and it is measure preserving and monotonic. Moreover T is defined, essentially, by

♦T .
.

We recall that the term essentially means up to a set of .Hn -measure zero. We can
thus define the notion of rearrangement as follows.
Let .X ⊂ M(Rn ). A map .T : X → X is called a rearrangement if it is
equimeasurable and monotonic.
Bianchi et al. [9] and [12] have studied rearrangements in an abstract setting,
based on the properties that they satisfy, independent from the specific rearrange-
ment. For the convenience of the reader, we now state five results proved in [9] as
Lemmas 4.1, 4.5, 4.7, Theorem 4.8 and the remarks that follow it, and Theorem 4.9,
respectively.
Proposition 5.43
(i) If .T : S(Rn ) → S(Rn ) is equimeasurable, then .ess inf Tf = ess inf f for
.f ∈ S(R ).
n
5 Symmetrizations 281

(ii) If .T : M(Rn ) → M(Rn ) is a rearrangement, then .ess inf Tf ≥ ess inf f for
.f ∈ M(R ). Hence, .T : S(R ) → S(R ).
n n n

(iii) In either case, .T : V(R ) → V(R ) and T is essentially the identity on

n n

constant functions.
Proposition 5.44 Let .X = M(Rn ), .M+ (Rn ), .S(Rn ), or .V(Rn ), and let .T : X →
X be equimeasurable.
(i) The induced map .♦T : Ln → Ln given by

♦T A = {x : T 1A (x) = 1}
.

for .A ∈ Ln is well defined and measure preserving.

(ii) If .X = M+ (Rn ), .S(Rn ), or .V(Rn ), then T essentially maps characteristic
functions of sets in .Ln to characteristic functions of sets in .Ln , in the sense
that for each .A ∈ Ln ,

T 1A = 1♦T A ,
.

essentially.
Proposition 5.45 Let .X = S(Rn ) or .V(Rn ) and let .T : X → X be a
rearrangement. For .X = S(Rn ), .A ∈ Ln , and .α, β ∈ R with .α ≥ 0, we have

T (α1A + β) = α T 1A + β,
.

essentially. When .X = V(Rn ), (5.45) holds, essentially, if .β = 0.

Proposition 5.46 Let .X = M(Rn ), .M+ (Rn ), .S(Rn ), or .V(Rn ) and let .T : X → X
be a rearrangement.
(i) The map .♦T : Ln → Ln defined by (5.44) is monotonic.
(ii) If .X = S(Rn ) or .V(Rn ) and .f ∈ X, then

.{x : Tf (x) ≥ t} =♦T {x : f (x) ≥ t} and

{x : Tf (x) > t} =♦T {x : f (x) > t},

essentially, for .t > ess inf f . Moreover, T is essentially determined by .♦T ,

since

.Tf (x) = max {sup{t ∈ Q, t > ess inf f : x ∈ ♦T {z : f (z) ≥ t}}, ess inf f } ,

essentially.
Proposition 5.47 Let .T : S(Rn ) → S(Rn ) be a rearrangement and let .f ∈ S(Rn ).
If .ϕ : R → R is right-continuous and increasing (i.e., non-decreasing), then .ϕ ◦ f ∈
S(Rn ) and

ϕ(Tf ) = T (ϕ ◦ f ),
.

essentially.
282 G. Bianchi and P. Gronchi

We recall that the symbol .A∗ , for a subset A of .Rn , denotes the set of points of .Rn
of density 1 for A.
We say that a rearrangement T is smoothing if the associated map .♦T is
smoothing, i.e. if

. (♦∗T A) + dB n ⊂ ♦∗T (A + dB n ), (5.50)

essentially, for each .d > 0 and bounded measurable set A, where .♦∗T A is defined
by

.♦∗T A = (♦T A)∗ .

We recall (see Lemma 5.2) that in this definition one can equivalently require the
pointwise inclusion

(♦∗T A) + dD n ⊂ ♦∗T (A + dD n ).
. (5.51)

Bianchi et al. [12] prove that the notion of smoothing is equivalent to the rearrange-
ment reducing the modulus of continuity.
Theorem 5.48 Let .X = S(Rn ) or .V(Rn ). The rearrangement .T : X → X is
smoothing if and only if T reduces the modulus of continuity, that is, T is such that
.ωd (Tf ) ≤ ωd (f ) for .d > 0 and .f ∈ X, where

ωd (f ) = ess sup |f (x) − f (y)|.

.
|x−y|≤d

All special rearrangements mentioned in the lines following (5.48) are smooth-
ing, as we have proved in Sect. 5.3. Bianchi et al. [12] proves the Pólya–Szegő
inequality for all smoothing rearrangements.
Theorem 5.49 Let .X = S(Rn ) or .V(Rn ), let .T : X → X be a rearrangement, and
let .0 : [0, ∞) → [0, ∞) be convex with .0(0) = 0. If T is smoothing and .f ∈ X
is Lipschitz then Tf coincides with a Lipschitz function .Hn -almost everywhere on
.R , and
n
f f
. 0 (|∇Tf (x)|) dx ≤ 0 (|∇f (x)|) dx (5.52)
{x: Tf (x)≥a} {x: f (x)≥a}

for each .a > ess inf f . Hence

f f
. 0 (|∇Tf (x)|) dx ≤ 0 (|∇f (x)|) dx, (5.53)
Rn Rn
where the integrals may be infinite.
The analogous result is valid also for functions in the Orlicz space .W 1,0 (Rn ), the
same function space where (5.48) is valid, and for Young functions .0 with values
in .[0, +∞].
5 Symmetrizations 283

Example We have observed that smoothing rearrangements reduce outer

Minkowski content (and perimeter, when the two concepts coincide) and one
may wonder if the Pólya–Szegő inequality is valid for every rearrangement T such
that .♦T has this property, but this is not the case. Let B be a ball containing o in
its interior and with a center different from o. For .A ∈ Ln define .♦T A = λB
where .λ is chosen so that .Hn (A) = Hn (λB). This map clearly does not increase
the outer Minkowski content, by the isoperimetric inequality. On the other hand if,
say, .f (x) = max{1 − |x|, 0} and .p > 1 then
f f
. |∇Tf (x)| p
dx > |∇f (x)|p dx. (5.54)
Rn Rn
This can be computed directly but it also comes from the study of the equality
cases in (5.48). Indeed, if (5.54) were false then (5.54) would hold with the
equality, because f coincides with its symmetric decreasing rearrangement .f # .
This contradicts the fact that equality in (5.54), for that particular f , holds only
for functions which, up to a translation, coincide with their symmetric decreasing
rearrangement, and Tf does not satisfy this property.

5.8.1 Proof of the Pólya–Szegő Inequality

The method of proof of Theorem 5.49 is new and we present it here. We divide the
proof in four steps and, for each step, we first describe the relevant ideas and then
write and prove the relative lemmas (with one exception).
Step 1. The function Tf coincides with a Lipschitz function .Hn -almost everywhere
on .Rn . Assume that L is the Lipschitz constant for f . Then Tf is Lipschitz with
a Lipschitz constant not larger than L, as T reduces the modulus of continuity,
by Theorem 5.48.
In the proof we use the following abbreviations: let .Kf,a = Kf ∩ {xn+1 ≥ a},
.KTf,a = KTf ∩ {xn+1 ≥ a} and .K
∗ ∗
Tf,a = (KTf,a ) .
Step 2. Let .C ∈ Kn+1 n+1 be an o-symmetric convex body of revolution about the
.xn+1 -axis, supported by the hyperplanes .{xn+1 = ±1}. This body in a later step

is chosen to represent .0. We prove, for .d > 0,

( ∗ ) ( )
Hn+1 KTf,a
. + d int C ≤ Hn+1 Kf,a + d int C . (5.55)

We prove this slice by slice, where by this we mean that we prove formula (5.58)
below, for .t > ess inf f . Taking the .Hn -measures of both sides of (5.58),
integrating with respect to t, and using Fubini’s theorem and the fact that
.♦T is measure preserving, we obtain (5.55). In order to prove (5.58) we need

.{x : f (x) ≥ a} bounded, and Lemma 5.51 proves that this is the case for any

Lipschitz .f ∈ S(Rn ) and .a > ess inf f .

284 G. Bianchi and P. Gronchi

In formula (5.58) we are slightly abusing notation by extending the action of .♦T
to horizontal hyperplanes in .R n+1 . To make this rigorous, if E is a subset of the
hyperplane .{xn+1 = t} = Rn + ten+1 in .Rn+1 such that .E|Rn ∈ Ln , we shall define

♦T E = (♦T (E | Rn )) + ten+1 .
. (5.56)

The action of .♦∗T can be extended in a similar fashion. Note that we have, for .t >
ess inf f ,

KTf ∩ {xn+1 = t} = ♦T (Kf ∩ {xn+1 = t}),

.

essentially, and
( )∗
. KTf ∩ {xn+1 = t} = ♦∗T (Kf ∩ {xn+1 = t}), (5.57)

where here and below, sets of Lebesgue density points are taken with respect to the
appropriate horizontal hyperplane identified with .Rn .
Lemma 5.50 Let .X = S(Rn ) or .V(Rn ), let .T : X → X be a rearrangement,
and let .d > 0. Let .C ∈ Kn+1
n+1 be an o-symmetric convex body of revolution about
the .xn+1 -axis, supported by the hyperplanes .{xn+1 = ±1}. If T is smoothing, .a >
d + ess inf f , and .f ∈ S(Rn ) is such that .{x : f (x) ≥ a} is bounded, then
( ∗ ) ∗
( )
. KTf,a + d int C ∩ {xn+1 = t} ⊂ ♦T (Kf,a + d int C) ∩ {xn+1 = t} (5.58)

for .t > ess inf f .

Proof Let .d > 0 and let .C = {(x, xn+1 ) ∈ Rn × R : |xn+1 | ≤ 1, |x| ≤ g(xn+1 )},
for a suitable concave function g defined on .[−1, 1]. For .t ∈ R, denote by .||t the
orthogonal projection onto .{xn+1 = t}. If L is any set in .Rn+1 , then
|| ( )
.(L+d int C)∩{xn+1 = t} = ||t (L ∩ {xn+1 = s}) + rs D n , (5.59)
t−d<s<t+d

where .rs = d g((t −s)/d) and .D n = int B n . Indeed, .p ∈ (L+d int C)∩{xn+1 = t}
if and only if .p | <en+1 > = ten+1 and there is a .z ∈ L such that .p ∈ z + d int C. If
.z | <en+1 > = sen+1 , then this holds if and only if .t − d < s < t + d and

( )
t −s
.|p − ||t z| < d g ,
d
that is, .p ∈ ||t (z + rs D n ).
Applying (5.59) with L replaced by .L ∩ {xn+1 ≥ a}, we obtain

. ((L ∩ {xn+1 ≥ a}) + d int C) ∩ {xn+1 = t}

|| ( )
= ||t (L ∩ {xn+1 ≥ a} ∩ {xn+1 = s}) + rs D n
t−d<s<t+d
|| ( )
= ||t (L ∩ {xn+1 = s}) + rs D n . (5.60)
t−d<s<t+d, s≥a
5 Symmetrizations 285

Let .f ∈ X satisfy the hypotheses of the lemma. It is not difficult to prove that
( )∗
. Kf∗ ∩ {xn+1 = s} ⊂ Kf ∩ {xn+1 = s} , (5.61)

where the set of Lebesgue density points on the right is formed with respect to the
hyperplane .{xn+1 = s} = Rn + sen+1 , identified with .Rn . (See [12, Lemma 5.1] for
a detailed proof.) We have
∗ ∗
KTf,a
. ⊂ KTf ∩ {xn+1 ≥ a}∗ ⊂ KTf
∗
∩ {xn+1 ≥ a}.

From this and (5.61) with f replaced by Tf , we obtain

∗ ∗
KTf,a
. ∩ {xn+1 = s} ⊂ KTf ∩ {xn+1 = s} ⊂ (KTf ∩ {xn+1 = s})∗ , (5.62)

whenever .s ≥ a, while the set on the left is clearly empty if .s < a. We use (5.59)
with .L = (KTf ∩ {xn+1 ≥ a})∗ , (5.62), (5.57), the fact that T is smoothing as
expressed by (5.51) with .A = Kf ∩ {xn+1 = s}, the fact that the action of .♦∗T
as extended by (5.56) is the same for each t, the pointwise monotonicity of .♦∗T ,
and (5.60) with .L = Kf , to obtain
( )
∗
. KTf,a + d int C ∩ {xn+1 = t}
|| ( )
∗
= ||t [KTf,a ∩ {xn+1 = s}] + rs D n
t−d<s<t+d
|| ( )
⊂ ||t [KTf ∩ {xn+1 = s}]∗ + rs D n
t−d<s<t+d, s≥a
|| ([ ∗ ( )] )
= ||t ♦T Kf ∩ {xn+1 = s} + rs D n
t−d<s<t+d, s≥a
|| ( [ ])
⊂ ||t ♦∗T (Kf ∩ {xn+1 = s}) + rs D n
t−d<s<t+d, s≥a
|| ( [ ])
= ♦∗T ||t (Kf ∩ {xn+1 = s}) + rs D n
t−d<s<t+d, s≥a
( || [ ])
⊂ ♦∗T ||t (Kf ∩ {xn+1 = s}) + rs D n
t−d<s<t+d, s≥a
( )
= ♦∗T (Kf,a + d int C) ∩ {xn+1 = t} .

u
n
Lemma 5.51 Let .f ∈ S(Rn ) be Lipschitz. If .a > ess inf f , then .{x : f (x) ≥ a} is
bounded.
286 G. Bianchi and P. Gronchi

Proof Let .ε > 0 be such that .a − ε > ess inf f and let L be the Lipschitz constant
of f .
Suppose that .{x : f (x) ≥ a} is unbounded. Then there are points .xk in this set
with .|xk+1 | > |xk | + 2ε/(1 + L) for .k ∈ N. The Lipschitz property implies that
.f (x) ≥ a − ε whenever .x ∈ B (xk , ε/(1 + L)), .k ∈ N. As these balls are disjoint,
n
.H ({x : f (x) ≥ a − ε}) = ∞, contradicting .f ∈ S(R ). u
n
n

Recall that .MC (A) is the anisotropic outer Minkowski content of .A ∈ M(Rn )
with respect to C defined in (5.4). We will apply this notion in .Rn+1 . Also recall
that .hC is the support function of C and .Gf denotes the graph of .f ∈ M(Rn ).

Step 3. Since
∗
Hn+1 (KTf,a
. ) = Hn+1 (KTf,a ) = Hn+1 (Kf,a ),

by the equimeasurability of T , (5.55) gives

∗
Hn+1 (KTf,a ∗ )
+ d int C) − Hn+1 (KTf,a
.
d
( )
Hn+1 Kf,a + d int C − Hn+1 (Kf,a )
≤ .
d
Passing to the limit as .d → 0, if they exist, we obtain an inequality between the
respective anisotropic outer Minkowski contents, i.e.
∗
MC (KTf,a
. ) ≤ MC (Kf,a ). (5.63)

Lemma 5.52 below, applied to Tf and to f, proves that the limits exist and that
this inequality can be expressed in terms of integrals over the graphs of T f and
f. The inequality (5.63) becomes
f f
n
. hC (ν(x)) dH (x) ≤ hC (ν(x)) dHn (x), (5.64)
GTf ∩{xn+1 >a} Gf ∩{xn+1 >a}

where .ν(x) denotes the outer unit normal to the graph. The integral on the right
can be written as

f ( )/
(−∇f (y), 1)
. hC / 1 + |∇f (y)|2 dy
{y:f (y)>a} 1 + |∇f (y)|2
f
= hC (−∇f (y), 1) dy,
{y:f (y)>a}
5 Symmetrizations 287

where we used the 1-homogeneity of .hC . Similarly, the integral on the left can be
rewritten in the same form, with f replaced by Tf. Consequently, (5.64) yields
f f
. hC (−∇Tf (y), 1) dy ≤ hC (−∇f (y), 1) dy. (5.65)
{y:f (y)>a}
{y:Tf (y)>a}

In order to apply Lemma 5.52 we have to assume .Hn ({x : f (x) = a}) = Hn ({x :
Tf (x) = a}) = 0. In the next step we show that, for the purpose of proving
Theorem 5.49, this is not restrictive.

Lemma 5.52 Let .f ∈ S(Rn ) be Lipschitz and let C be as in Lemma 5.50. Let
n
.a > ess inf f be such that .H ({x : f (x) = a}) = 0. Then

f
( ∗ ) ( )
.MC Kf,a = MC Kf,a = hC (ν(x)) dHn (x)
Gf ∩{xn+1 >a}

+ Hn ({x : f (x) ≥ a}), (5.66)

where .ν(x) denotes the outer unit normal to .Kf at x.

The proof of this lemma is quite technical and we do not include it here. It
consists essentially in proving that we can apply to our situation a result proved
by L. Lussardi and E. Villa. This result, [51, Remark 4.2, Theorem 4.4, and
Remark 4.5], states the following. (Recall that if .E ⊂ Rn+1 is .Hn+1 -measurable, its
density .0(E, x) at x is defined by (5.3) with n replaced by .n + 1, and, for .t ∈ [0, 1],
define .E t = {x ∈ Rn+1 : 0(E, x) = t}.) If .E ⊂ Rn+1 is a Borel set whose
boundary is countably .Hn -rectifiable and bounded, .Hn (∂E ∩ E 0 ) = 0, and E has
the property that there exist .γ > 0 and a probability measure .μ in .Rn+1 absolutely
continuous with respect to .Hn , such that for each .x ∈ ∂E and .r ∈ (0, 1),

μ(x + rD n ) ≥ γ r n ,
. (5.67)

then E has finite perimeter, the anisotropic outer Minkowski content of E with
respect to C is defined, and
f
MC (E) =
. hC (ν(x)) dHn (x), (5.68)
∂ eE

where .∂ e E = Rn+1 \ (E 0 ∪ E 1 ) denotes the essential boundary of E.

Step 4: conclusion. Lemma 5.53 below proves that, given any .M > 0, it is
possible to choose C so that

hC (y, 1) = 1 + b 0(|y|),
. ∀y ∈ Rn : |y| < M, (5.69)
288 G. Bianchi and P. Gronchi

for some .b > 0. If we choose M larger than the Lipschitz constant of f and of Tf,
we have

. max {|∇f (x)|, |∇Tf (x)|} ≤ M

for .Hn -almost all .x ∈ Rn . Assume .Hn ({x : f (x) = a}) = 0. Note that, by the
equimeasurability of T, this is equivalent to .Hn ({x : Tf (x) = a}) = 0. Under
this assumption inequality (5.65) is valid and, using (5.69), we can rewrite it in
terms of .0 as
f f
. 1 + b0(|∇Tf (x)|) dx ≤ 1 + b0(|∇f (x)|) dx.
{y:Tf (y)>a} {y:f (y)>a}
(5.70)

Since .Hn ({y : Tf (y) > a}) = Hn ({y : f (y) > a}), the terms 1 in the integrands
give the same contribution, they cancel each other, and (5.70) implies the Pólya–
Szegő inequality (5.52).
If .Hn ({x : f (x) = a}) > 0 we argue by approximation. The set of values t
such that .Hn ({x : f (x) = t}) = 0 is dense in .(ess inf f, ∞), so there is an
increasing sequence .{am } contained in .(ess inf f, a) and converging to a such
that .Hn ({x : f (x) = am }) = Hn ({x : Tf (x) = am }) = 0 for each m. The
validity of (5.52) with .a = am , for each m, implies, in the limit, its validity for a.
Finally, by Proposition 5.43, we have .ess inf Tf = ess inf f . Letting .a →
ess inf f in (5.52), we arrive at (5.53).

Lemma 5.53 Let .0 : [0, ∞) → [0, ∞) be convex with .0(0) = 0 and let .M > 0.
Then there exist .b > 0 and an o-symmetric convex body .C ⊂ Rn+1 of revolution
about the .xn+1 -axis, such that

hC (y, 1) = 1 + b 0(|y|),
. (5.71)

for .y ∈ Rn with .|y| ≤ M. In particular, C is supported by the hyperplanes .{xn+1 =

±1} and hence satisfies the conditions in Lemma 5.50.
Proof Define
{
0(t), if 0 ≤ t ≤ M,
w(t) =
.
mt + q, if t ≥ M,

where .m > 0 and .q ≤ 0 are such that .w : [0, ∞) → [0, ∞) is convex. Then, for
y ∈ Rn and .t ∈ R, define
.

{
|t| (1 + b w(|y|/|t|) , if t /= 0,
.g(y, t) = . (5.72)
b m|y|, if t = 0,
5 Symmetrizations 289

{
|t| (1 + b 0(|y|/|t|) , if |t| ≥ |y|/M,
= (5.73)
b m|y| + (1 + b q)|t|, if |t| ≤ |y|/M,

where .b > 0. It is enough to show that b can be chosen so that .g = hC is the support
function of a convex body C, since the origin symmetry and symmetry about the
.xn+1 -axis of C, and (5.71), then follow directly from the definition of g. To this

end, note that from (5.72), the positive homogeneity of g follows immediately, and
the subadditivity of g for .t > 0 or for .t < 0 is a routine exercise using the triangle
inequality and the convexity of .w. It is then enough to observe that if b is small
enough to ensure that .1 + b q > 0, then the function .b m|y| + (1 + b q)|t| in (5.73)
coincides with the support function of the o-symmetric spherical cylinder with the
.xn+1 -axis as its axis, with height .2(1 + b q) and radius .b m. u
n

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Index

affinely equivalent, 150 Busemann–Petty centroid inequality, 260

affine quermassintegrals inequality, 267 .Lp , 262
affine surface area, 26 Busemann random simplex inequality, 258
.Lp , 28
Orlicz, 28
Aleksandrov body, 125 canonical simplex decomposition, 34
Aleksandrov–Fenchel inequality, 114 capacity, 130, 131, 133
area measure, 96 Cauchy formula, 215
.A-transform, 198 c-basic functions, 196
c-class, 196
c-cyclic monotonicity, 201
Banach–Mazur distance, 149 centered Gaussian, 186
Barthe inequality, 139 centroid body, 260
Birkhoff polytope, 180 .Lp , 261
Blaschke addition, 235 concentration of measure, 163
Blaschke–Santaló inequality, 163, 263, 267 convex body, 2
.Lp , 265 unconditional, 127
functional, 174 convex function
Borell–Brascamp–Lieb inequality, 263 coercive, 54
Borell lemma, 216 geometric, 199
Bourgain–Meyer–Milman–Pajor zonotope super-coercive, 63
inequality, 259 convex hull, 3
Brascamp–Lieb inequality, 139, 150, 185 Cost-Entropy inequality, 225
Brenier–McCann theorem, 182 cost function, 179
Brunn–Minkowski deficit, 103 Cost-Santaló inequality, 219
Brunn–Minkowski inequality, 101, 102, 160 weak, 222
Blaschke’s proof, 243 c-path-bounded, 210
generalized, 120 cross polytope, 10, 141, 146, 155
for intrinsic volumes, 235 c-sub-gradient, 199
log, 125, 126 c-transform, 196
.Lp , 124 cyclic monotonicity, 189, 201
Brunn–Minkowski theory
.Lp , 122

© The Author(s), under exclusive license to Springer Nature Switzerland AG 2023 293
A. Colesanti, M. Ludwig (eds.), Convex Geometry, C.I.M.E. Foundation Subseries
2332, https://doi.org/10.1007/978-3-031-37883-6
294 Index

Dehn invariant, 43 Legendre transform, 64, 169

difference body, 52 Loewner ellipsoid, 150
discrete cube, 167 logarithmic capacity, 130
doubly stochastic matrix, 180 log-concave measure, 168
doubly stochastic measure, 180

mean width, 12, 93, 94

entropy, 223 metric projection, 3, 4
relative, 223 Minkowski addition, 5, 160
epi-additive, 71 log, 126
epi-convergence, 54 .Lp , 123
epi-graph, 64, 169 Minkowski additive, 41
epi-translation invariant, 64 Minkowski content, 12
extreme point, 87 anisotropic outer, 113, 236
Minkowski functional, 11
Minkowski inequality, 109
fiber combination, 235 generalized, 120
first Dirichlet eigenvalue of the Laplacian, 134, quadratic, 114
137 second, 111
function Minkowski problem, 16
symmetrizable, 236 Minkowski theorem, 184
vanishing at infinity, 236 mixed area measure, 96
functional Blaschke–Santaló inequality, 174 mixed surface area measure, 96
mixed volume, 14, 88, 90, 184

gauge body, 146

gauge function, 10, 162 non-traditional cost, 210
Gaussian isoperimetry, 166
Gaussian measure, 166
Gauss map, 15 orthogonal cylinder, 36
orthogonal simplex, 36
outer normal vector, 3
Hadwiger theorem, 43
Hausdorff distance, 6
homogeneous decomposition, 39, 66 parallel set, 6, 11, 85
H -symmetric set, 234 permutation polytope, 181
H -symmetric spherical cylinder, 234 Petty projection inequality, 261, 267
Poincaré inequality, 137
polar body, 10, 151, 162, 262
inf-convolution, 65, 169 polarity transform, 198
intrinsic volume, 11, 92, 93 Pólya–Szegő inequality, 279, 282
inversion formula, 90 Prékopa–Leindler inequality, 103, 172
isodiametric inequality, 111 principal kinematic formula, 47
isoperimetric inequality, 110 projection body, 261
for intrinsic volumes, 253 polar, 261, 267
isoperimetric ratio, 110, 148 Prokhorov theorem, 94, 189

John decomposition, 151 quermassintegral, 12, 92

John ellipsoid, 150

Rayleigh quotient, 137

Kantorovich duality theorem, 192 rearrangement, 280
Khinchine inequality, 218 .(k, n)-Steiner, 280
Index 295

polarization, 247, 280 invariant under translations, 237

reduction of modulus of continuity, 282 i-symmetrization, 236
smoothing, 282 Minkowski, 243, 267, 270
symmetric decreasing, 240, 279 Minkowski–Blaschke, 244
reverse isoperimetric inequality, 155 monotonic, 236
reverse isoperimetric problem, 148, 150, 155 outer rotational, 249
Rockafellar theorem, 203 polarization, 247, 272
rotationally symmetric set, 234 projection invariant, 237
pth central, 238
Schwarz, 240, 272
Sas–Macbeath inequality, 255 smoothing, 237
shadow system, 251 Steiner, 238, 267, 271
simple polytope, 117 two-point, 247
spherical image, 15, 27
Steiner formula, 11, 92
strongly isomorphic, 117 torsion, 134, 135
sub-gradient, 183 total cost, 180
support function, 7, 162 total variation distance, 225
supporting hyperplane, 3 transport map, 178
support set, 82 transport plan, 178
support triangle, 29
surface area, 12, 83, 84
lower (outer) relative, 113, 236 universal and weakly universal sequence, 274,
upper (outer) relative, 113, 236 277
surface area measure, 15, 96, 97
.Lp , 124
symmetric difference metric, 29, 149 valuation, 19, 49
symmetrization volume, 2, 83, 84
Blaschke, 245 volume product, 262
central, 238 volume ratio, 150, 151
convergence in shape, 274
fiber, 245, 267
F -preserving, 236 Weak Cost-Santaló inequality, 222
idempotent, 237 width, 12, 93
inner rotational, 249 Wulff shape, 125
invariant on H -symmetric sets, 237
invariant on H -symmetric spherical
cylinders, 237 Zhang projection inequality, 261
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