Complemented Brunn–Minkowski Inequalities and Isoperimetry for Homogeneous and Non-Homogeneous Measures
Emanuel Milman1 and Liran Rotem2
Abstract
Elementary proofs of sharp isoperimetric inequalities on a normed space (Rn, k·k) equipped with a measure µ = w(x)dx so that wp is homogeneous are provided, along with a characterization of the corresponding equality cases. When p ∈ (0, ∞] and in addition wp is assumed concave, the result is an immediate corollary of the Borell–Brascamp–Lieb extension of the classical Brunn–Minkowski inequality, providing a new elementary proof of a recent result of Cabr´e–RosOton–Serra. When p ∈ (−1/n, 0), the relevant property turns out to be a novel “q–complemented Brunn–Minkowski” inequality:
n n n ∀λ ∈ (0, 1) ∀ Borel sets A, B ⊂ R such that µ(R \ A), µ(R \ B) < ∞ , n n q n q 1/q µ∗(R \ (λA + (1 − λ)B)) ≤ (λµ(R \ A) + (1 − λ)µ(R \ B) ) ,
p 1 1 which we show is always satisfied by µ when w is homogeneous with q = p + n; in par- ticular, this is satisfied by the Lebesgue measure with q = 1/n. This gives rise to a new class of measures, which are “complemented” analogues of the class of convex measures introduced by Borell, but which have vastly different properties. The resulting isoperi- metric inequality and characterization of isoperimetric minimizers extends beyond the re- cent results of Ca˜nete–Rosalesand Howe. The isoperimetric and Brunn-Minkowski type inequalities also extend to the non-homogeneous setting, under a certain log-convexity assumption on the density. Finally, we obtain functional, Sobolev and Nash-type versions of the studied inequalities.
1 Introduction
The well-known intimate relation between the classical isoperimetric inequality on Euclidean space on one hand, and the Brunn–Minkowski inequality for the volume of algebraic sums of sets on the other, dates back to the 19th century (see e.g. [17, 27] and the references therein). The contribution we wish to put forth in this work is that more general isoperimetric
1Department of Mathematics, Technion - Israel Institute of Technology, Haifa 32000, Israel. Supported by ISF (grant no. 900/10), BSF (grant no. 2010288), Marie-Curie Actions (grant no. PCIG10-GA-2011-304066) and the E. and J. Bishop Research Fund. Email: [email protected]. 2Department of Mathematics, Tel-Aviv University. Supported by ISF (grant no. 826/13), BSF (grant no. 2012111) and by the Adams Fellowship Program of the Israel Academy of Sciences and Humanities. Email: [email protected].
1 inequalities are equally intimately related to more general Brunn–Minkowski type inequalities, some of which have already been discovered, notably by Pr´ekopa, Leindler, Borell, Brascamp and Lieb, and some of which seem new and previously unnoticed. It is the main goal of this work to put these “complemented Brunn–Minkowski” inequalities into light, along with their associated class of “complemented-concave” measures, which are the counterparts to the class of convex measures introduced by Borell in [6] (cf. Brascamp–Lieb [7]). We begin with some definitions and background. Let (Ω, d) denote a separable metric space, and let µ denote a Borel measure on (Ω, d). + − The outer and inner Minkowski boundary measures µd (A) and µd (A) (respectively) of a Borel set A ⊂ Ω are defined as:
µ(Ad \ A) µ((Ω \ A)d \ (Ω \ A)) µ+(A) := lim inf , µ−(A) := µ+(Ω \ A) = lim inf , d →0 d d →0
d where A := {x ∈ Ω; ∃y ∈ A d(x, y) < } is the open -extension of A. The isoperimetric + − problem on (Ω, d, µ) consists of finding a sharp lower bound on µd (A) or µd (A) as a function of µ(A). Sets of given measure on which this lower bound is attained are called isoperimetric minimizers. On a linear space, Minkowski addition is defined as A + B := {a + b ; a ∈ A , b ∈ B}, and homothetic scaling is denoted by tA = {ta ; a ∈ A}, t ∈ R. When the metric d is given d by a norm k·kK having open unit-ball K, note that A = A + K; this connects the study of volumetric properties of Minkowski addition to the isoperimetric problem in the limiting regime when → 0. Consequently, we may extend our setup beyond the traditional case when d and k·k are genuine metrics and norms, respectively. For instance, throughout this work we dispense with the symmetry requirement in the terms “metric”, “norm” and “semi-norm”. In other words, we do not require that a metric d satisfy d(x, y) = d(y, x), and only require that our norms and semi-norms be positively homogeneous: kλxk = λ kxk for all λ ≥ 0. Furthermore, we may consider the isoperimetric problem when d is given by a semi-norm, or more generally, when it is induced by an arbitrary open set B containing the origin, by d defining A := A + B and thus accordingly the outer and inner boundary measures, which + − we then denote by µB and µB, respectively. The starting point of our investigation in this work is the following:
Theorem 1.1 (Borell [6], Brascamp–Lieb [7]). Let p ∈ [−1/n, ∞] and q ∈ [−∞, 1/n] satisfy: 1 1 = + n . (1.1) q p
n Let w : R → R+ denote a measurable function which is p-concave, namely:
n ∀x, y ∈ R w(x)w(y) > 0 ∀λ ∈ (0, 1) ⇒ w(λx + (1 − λ)y) ≥ (λw(x)p + (1 − λ)w(y)p)1/p .
2 Then the measure µ = w(x)dx is q-concave, namely:
n ∀A, B ⊂ R µ(A)µ(B) > 0 ∀λ ∈ (0, 1) ⇒ µ(λA + (1 − λ)B) ≥ (λµ(A)q + (1 − λ)µ(B)q)1/q . Theorem 1.1 is a generalization of the classical Brunn–Minkowski (p = ∞ and w constant) and Prekop´a–Leindler(p = 0) Theorems, where in the above `p and `q averages are interpreted appropriately - see Section 2. When p > 0 then w is p-concave iff wp is concave on its convex support; the case p = ∞ corresponds to a constant density supported on a convex set; w is n 0-concave iff log w : R → R ∪ {−∞} is concave ; and when p < 0 then w is p-concave iff p n w : R → R ∪ {+∞} is convex. For further information, properties and generalizations of these well-studied densities and measures, which Borell dubs “convex measures”, we refer to e.g. [6, 5, 7, 3, 1] and to Section 2. Throughout this work, we will assume that p and q are related by (1.1).
1.1 Homogeneous Densities - Positive Exponent Our first elementary observation is that when the density w is in addition p-homogeneous, namely: w(λx)p = λw(x)p ∀λ > 0 , Theorem 1.1 immediately yields the following corollary (the straightforward proof is deferred to Section 2): n Corollary 1.2. Let µ = w(x)dx, and assume that w : R → R+ is p-concave and p- n homogeneous with p ∈ (0, ∞]. Let k·kK denote an arbitrary semi-norm on R with open unit ball K. Then the following isoperimetric inequality holds:
+ 1 q 1−q 1 1 µk·k (A) ≥ µ(K) µ(A) with = + n , (1.2) K q q p for any Borel set A with µ(A) < ∞, and with equality for A = tK, t > 0. In other words, n homothetic copies of K are isoperimetric minimizers for (R , k·kK , µ). Note that in such a case, µ is necessarily supported in a convex cone. The case that p = ∞, namely that µ has constant density in a convex cone Σ, with K being a Euclidean ball, is due to Lions and Pacella [21], who generalized the classical isoperimetric inequality for the Lebesgue measure. Under some additional technical assumptions on the density w,
the case of arbitrary p > 0 and norm k·kK is due to Cabr´e,Ros-Oton and Serra [11, 12], who used a PDE approach for their proof; under some stronger technical assumptions and when K is the Euclidean ball, this has also been subsequently verified by Ca˜neteand Rosales [10]. As described in [12], one of the present authors has noted that the case when p = 1/N and N is an integer may be reduced to the p = ∞ case. The observation that the Lions–Pacella result follows from the Brunn–Minkowski Theorem was also noted by Barthe and Cordero– Erausquin (private communication), and the generalization to the Cabr´e-et-al setting was also noted independently of our work by Nguyen (private communication).
3 Using a result of Dubuc [14] characterizing the equality cases in Theorem 1.1, it is not difficult to show that up to sets of zero µ-measure, homothetic (and possibly translated) copies of K are the unique convex isoperimetric minimizers in Corollary 1.2, see Section 2 for more details. The uniqueness of general isoperimetric minimizers in the Lions–Pacella scenario in the case that Σ\{0} is smooth was obtained by Lions and Pacella themselves [21], and using a different approach by Ritor´eand Rosales [26]; the smoothness assumption has been recently removed by Figalli and Indrei [16]. In the case that K is a Euclidean ball and under some additional technical smoothness assumptions on the density w and the cone Σ, the uniqueness of smooth compact stable hypersurfaces in the more general setting of Corollary 1.2 has been recently obtained by Ca˜neteand Rosales [9], extending the stability results from [26]; however, this does not directly yield the uniqueness of minimizing hypersurfaces since a-priori these may not be smooth nor compact - these issues are to be resolved in [10]. Furthermore, the smoothness conditions imposed in [9, 10] prohibit using densities w which are invariant under translations in a certain direction, and consequently Ca˜neteand Rosales do not obtain any translations in their characterization of minimizers, even though in general translations might be necessary (see Remark 2.18). We refer to [11, 12, 9] for further information on the previously known results when p ∈ (0, ∞].
1.2 Homogeneous Densities - Negative Exponent In this work, we will be more interested in the case when q < 0 (equivalently p ∈ (−1/n, 0)). Observe that in this case, the right-hand-side of (1.2) becomes meaningless; this is not sur- prising, since in that range of values, a p-homogeneous density w is non-integrable at the origin, and so homothetic copies of K must have infinite µ-measure, and thus cannot serve as isoperimetric minimizers. However, it is still plausible to conjecture that their complements, which have the same (inner) boundary measure yet finite mass, might be the sought-after minimizers. It turns out that this is indeed the case, and that moreover, the requirement that w be p-concave is in fact not needed:
n Theorem 1.3. Let µ = w(x)dx where w : R \{0} → R+ is a p-homogeneous Borel density n with p ∈ (−1/n, 0). Let k·kK denote an arbitrary semi-norm on R with open unit ball K so n that µ(R \ K) < ∞. Then the following isoperimetric inequality holds:
− 1 n q 1−q 1 1 µk·k (C) ≥ − µ(R \ K) µ(C) with = + n , (1.3) K q q p
n for any Borel set C with µ(C) < ∞, and with equality for C = R \tK, t > 0. In other words, n complements of homothetic copies of K are isoperimetric minimizers for (R , k·kK , µ). In fact, the result remains valid when µ is an arbitrary σ-finite q-homogeneous Borel q q n measure, satisfying µ (λA) = λµ (A) for all Borel sets A ⊂ R and λ > 0. Furthermore, we show in Section 4 that up to sets of zero µ-measure, complements of homothetic copies of K are the unique isoperimetric minimizers in Theorem 1.3 (no translations are necessary in the negatively homogeneous case). When w is in addition assumed p-concave, under some
4 additional technical smoothness assumptions on w and the support of µ, and when K is the Euclidean ball, Theorem 1.3 and the uniqueness of isoperimetric minimizers has been 1 established by Ca˜neteand Rosales [9, 10]. When w(x) = |x| p and K is the Euclidean ball, Theorem 1.3 was previously obtained by D´ıaz,Harman, Howe and Thompson [13]. A more general result has been established by Howe [19], see Theorem 1.4 below. The proof of Theorem 1.3 is completely analogous to the one of Corollary 1.2, once it has been shown that any homogeneous measure µ as above is in fact complemented-concave:
n Definition. A Borel measure µ on R is said to be q-complemented concave (“q-CC”), and is said to satisfy a q-complemented Brunn–Minkowski inequality (“q-CBM”), q ∈ [−∞, +∞], if:
n n n ∀λ ∈ (0, 1) ∀ Borel sets A, B ⊂ R such that µ(R \ A), µ(R \ B) < ∞ , n n q n q 1/q µ∗(R \ (λA + (1 − λ)B)) ≤ (λµ(R \ A) + (1 − λ)µ(R \ B) ) . (1.4)
Here µ∗ denotes the inner measure induced by µ. The complemented Brunn–Minkowski inequality considered above seems new, and con- stitutes the main impetus for this work. It is a-priori not even clear that there are non-trivial examples of q-complemented concave measures (at least for q < ∞), but it turns out that 1 1 when p ∈ (−∞, − n−1 ] ∪ (− n , 0) ∪ (0, ∞] (equivalently q ≤ 1 and q 6= 0), any p-homogeneous Borel density (and more generally, σ-finite q-homogeneous Borel measure) gives rise to such a measure. In particular, (1.4) holds with q = 1/n for µ being the Lebesgue measure re- stricted to an arbitrary measurable cone. Various additional properties satisfied by the class of q-CC measures are studied in Section 3. One crucial feature of the q-CC class is that it is a convex cone when q ≤ 1, much in contrast with the Borell–Brascamp–Lieb class of q-concave measures; other dissimilarities are also considered. In particular, we show that when q < ∞, any non-zero q-CC measure must have infinite mass, and that contrary to the Borell–Brascamp–Lieb Theorem 1.1, this class does not admit any local characterization.
1.3 Non-Homogeneous Log-Convex Densities In Section 5, we go beyond the homogeneous setting, and obtain the following generalization of Theorem 1.3 (in fact, we obtain a more general version):
n n Theorem 1.4. Let k·k denote a norm on R with open unit-ball K. Let w0 : R → R+ R denote a 1-homogeneous measurable function so that K w0(x)dx < ∞. Let ϕ : (0, ∞) → R+ denote a non-increasing function, non-integrable at the origin, integrable at infinity, and so that log ϕ : (0, ∞) → [−∞, ∞) is convex. Set:
1−n µ = w0(x/ kxkK ) kxkK ϕ(kxkK )dx . R ∞ −1 Then, denoting Φ(t) := t ϕ(s)ds and I := ϕ ◦ Φ , the following isoperimetric inequality holds: µ− (C) ≥ I(µ(C)) k·kK
5 n n for any Borel set C ⊂ R with µ(C) < ∞, and with equality for C = R \ tK, t > 0. In other words, complements of homothetic copies of K are isoperimetric minimizers for n (R , k·kK , µ). Furthermore, we show in Section 5 that when log ϕ is strictly convex or when the support of µ is convex, complements of homothetic copies of K are, up to sets of zero µ-measure, the unique isoperimetric minimizers in Theorem 1.4 (among all sets whose complements have finite Lebesgue measure). Theorem 1.4 and the corresponding uniqueness of isoperimetric minimizers has been explicitly obtained by Howe [19] for the case when K is the Euclidean n−1 ball and w0 and ϕ are continuous and positive on S and (0, ∞), respectively, by using a warped-product representation of the space; see [19, Section 3] for additional isoperimetric results in more general situations. As Howe points out, his results and methods should apply for arbitrary star-shaped smooth compact domains K (in the spirit of our more general formulation in Section 5), but even in that case, it seems that Howe’s Riemannian warped- product boundary measure does not coincide with our “Finslerian” notion, and there are various technicalities which should be taken care of, such as using the convexity of K where needed and defining the corresponding measure µ correctly; furthermore, it is not clear how to extend Howe’s method to the case when w0 is no longer assumed continuous or positive. Contrary to the PDE and Geometric Measure Theory approaches of Cabr´e–Ros-Oton–Serra and Ca˜nete–Rosalesmentioned above, Howe’s approach is based on the convexity of the function I above and in that sense is essentially identical to our own approach. However, our emphasis is on the associated Brunn–Minkowski type inequality satisfied by measures µ as above: n −1 n −1 n µ(R \ (A + tK)) ≤ Φ(Φ (µ(R \ A)) + tΦ (µ(R \ K))) , n for all t ≥ 0 and any Borel set A so that µ(R \ A) < ∞.
1.4 Functional Versions All of the isoperimetric inequalities formulated above also have global Brunn–Minkowski type versions, which are obtained in the corresponding sections. To complete the picture, we formulate and prove in Section 6 various additional functional versions of these inequalities. In particular, we obtain seemingly new Sobolev and Nash-type inequalities with respect to n locally-integrable p-homogeneous densities on R \{0} for p ∈ (−1/n, 0). For instance, we n show that when µ is a measure on R having such a density, then for any locally Lipschitz n n function f : R → R with f(0) = 0 and any norm k·k on R , we have: Z ∗ α 1−α kfkL1(µ) ≤ C2( k∇fk dµ) kfkL∞(µ) ,
and for any β ∈ (0, α):
Z 1/β ∗ α − β k∇fk dµ ≥ C kfk β , 1 α L (µ)
6 where: 1 1 1 1 = + n , α := ,C := − µ({kxk ≥ 1})q ,C := C−α . q p 1 − q 1 q 2 1
Remark 1.5. Most of the previously obtained isoperimetric results mentioned above employ the notion of weighted (De Giorgi) perimeter instead of our preferred notion of (Minkowski’s) boundary measure (see e.g. [8, 25] for background and definitions). One may show (see [8, Theorem 14.2.1]) that the former notion is always a-priori stronger than the latter; however, for sufficiently regular sets, the two notions always coincide, and since isoperimetric mini- mizers are typically ensured to be “sufficiently regular” by the powerful results of Geometric Measure Theory (see [25]), a-posteriori the particular definition used makes no difference in many situations. Our preference to work with Minkowski’s boundary measure is due to its intimate connection to Brunn–Minkowski-type inequalities, which are really the protagonists of this work; furthermore, it allows us to treat arbitrary Borel sets and measures, without any assumptions on smoothness.
Acknowledgement. We thank Franck Barthe, Xavier Cabr´e,Antonio Ca˜nete,Dario Cordero-Erausquin, Sean Howe, Erwin Lutwak, Frank Morgan and C´esarRosales for helpful correspondence during the preparation of this work. We also thank the referee for carefully reading the manuscript and for his / her meticulous comments.
2 Positively Homogeneous and Concave Measures
2.1 p-concave densities and q-concave measures We start with the following definitions. Let E be an affine vector space.
Definition 2.1. A measurable function w : E → R+ is called p-concave (p ∈ [−∞, ∞]) if: ∀x, y ∈ E so that w(x)w(y) > 0 , we have: ∀λ ∈ (0, 1) w(λx + (1 − λ)y) ≥ (λw(x)p + (1 − λ)w(y)p)1/p . Here and elsewhere the right-hand side is interpreted as max(w(x), w(y)) when p = ∞, as min(w(x), w(y)) when p = −∞, and as w(x)λw(y)1−λ when p = 0.
Definition 2.2. A Borel measure µ on E is called q-concave (q ∈ [−∞, +∞]) if:
∀ Borel subsets A, B ⊂ E so that µ(A)µ(B) > 0 ,
we have: ∀λ ∈ (0, 1) µ(λA + (1 − λ)B) ≥ (λµ(A)q + (1 − λ)µ(B)q)1/q . (2.1) The cases q ∈ {−∞, 0, ∞} are interpreted as above.
7 Remark 2.3. These definitions appear implicitly in the work of Brascamp and Lieb [7] and explicitly in the work of Borell [6], who used the name “convex measures” to encompass the entire class of (−∞)-concave measures. The requirement that the above conditions should only hold when w(x)w(y) > 0 or µ(A)µ(B) > 0 is redundant when p < 0 or q < 0, respec- tively, but is otherwise crucial. The measurability of λA + (1 − λ)B is addressed in Remark 3.2.
The starting point of our investigation in this work is the following:
Theorem 2.4. Let p ∈ [−1/n, ∞] and q ∈ [−∞, 1/n] satisfy: 1 1 = + n . (2.2) q p
n (1) (Borell [6], Brascamp–Lieb [7]). If w : R → R+ is a p-concave function, then the measure µ = w(x)dx is q-concave.
m (2) (Borell [6, Theorem 3.1]). Conversely, if µ is a q-concave measure on R , then µ is supported on an n-dimensional affine subspace E, and has a density w with respect to the Lebesgue measure on E which is p-concave.
Remark 2.5. As already mentioned in the Introduction, the first part of the theorem is a generalization of the classical Brunn–Minkowski (p = ∞ and w constant) and Prekop´a– Leindler (p = 0) Theorems (see e.g. [17]). The restriction on the corresponding ranges of p and q above is due to the fact that there are no non-zero absolutely continuous q-concave measures when q > 1/n [6]. By Jensen’s inequality, we immediately see that the class of n p-concave densities (q-concave measures) on R becomes larger as p (q) decreases from +∞ to −1/n (1/n to −∞).
We will assume throughout the rest of this section that p and q are related by (2.2). For convenience, we note that (−∞, −1/n), (−1/n, 0) and (0, ∞) in the p-domain get mapped to (1/n, ∞), (−∞, 0) and (0, 1/n) in the q-domain, respectively.
2.2 p-homogeneous densities and q-homogeneous measures We will employ throughout this work the following notation. We denote by B(x, r) the closed n Euclidean ball centered at x ∈ R and having radius r > 0. Furthermore: n Definition 2.6. A measurable function w : R → R+ is called p-homogeneous, p ∈ (−∞, ∞]\ {0}, if: n p p ∀x ∈ R ∀λ > 0 w(λx) = λw(x) , with the interpretation when p = ∞ that w(λx) = w(x) for all λ > 0, i.e. that w is constant along rays from the origin.
8 n Definition 2.7. A Borel measure µ on R is called q-homogeneous, q ∈ (−∞, ∞] \{0}, if:
n q q ∀ Borel subset A ⊂ R ∀λ > 0 µ(λA) = λµ(A) , with the interpretation when q = ∞ that µ(λA) = µ(A) for all λ > 0.
Notice that our p-homogeneous functions are often called 1/p-homogeneous in the litera- ture, and similarly for our q-homogeneous measures. Our convention will be more convenient in the sequel. The following lemma is a trivial analogue of Theorem 2.4 for the class of homogeneous densities and measures:
Lemma 2.8. Let p ∈ (−∞, ∞] \{0} and q ∈ (−∞, ∞] \{0} be related by (2.2).
n (1) Let w : R → R+ denote a p-homogeneous function. Then the measure µ = w(x)dx is q-homogeneous.
n (2) Conversely, if µ = w(x)dx is a q-homogeneous measure on R , then w coincides almost- everywhere with a p-homogeneous function.
Sketch of proof. (1) Z Z Z µ(λA) = w(x)dx = λn w(λy)dy = λn+1/p w(y)dy = λ1/qµ(A) . λA A A
(2) This follows similarly by testing µ’s homogeneity property on Euclidean balls of the form B(x, ) with → 0 and applying Lebesgue’s differentiation theorem.
2.3 q-concave and q-homogeneous measures with q > 0 The following elementary observation encapsulates the usefulness of combining the two pre- viously described properties:
n Proposition 2.9. Let µ denote a q-concave and q-homogeneous measure on R with q ∈ n (0, 1/n]. Let k·kK denote an arbitrary semi-norm on R with open unit ball K. Then the following isoperimetric inequality holds:
+ 1 q 1−q µk·k (A) ≥ µ(K) µ(A) , (2.3) K q for any Borel set A with µ(A) < ∞, and with equality for A = tK, t > 0. In other words, n homothetic copies of K are isoperimetric minimizers for (R , k·kK , µ). As an immediate corollary of the Borell–Brascamp–Lieb Theorem 2.4 and Lemma 2.8, we obtain Corollary 1.2 from the Introduction, which we state here again for convenience. See the remarks and references following Corollary 1.2 for previously known results.
9 n Corollary 2.10. Let µ = w(x)dx, and assume that w : R → R+ is p-concave and p- homogeneous with p ∈ (0, ∞]. Then homothetic copies of K are isoperimetric minimizers for n 1 1 (R , k·kK , µ), and (2.3) holds with q = p + n. Proof of Proposition 2.9. We may assume that µ(A)µ(K) > 0 since otherwise there is nothing to prove. By scaling the q-concavity property (2.1) and employing the q-homogeneity, we n obtain for any Borel sets A, B ⊂ R with µ(A)µ(B) > 0: µ(A + tB) ≥ (µ(A)q + tµ(B)q)1/q ∀t > 0 .
Applying this to B = K and using that µ(A) < ∞, we calculate the boundary measure of A:
+ µ((A + K) \ A) µ(A + K) − µ(A) µk·k (A) = lim inf = lim inf K →0 →0 (µ(A)q + µ(K)q)1/q − µ(A) 1 ≥ lim inf = µ(A)1−qµ(K)q , →0 q with equality for A = K, since K + K = (1 + )K when K is convex. By scaling, we see that equality holds for all positive homothetic copies of K.
Remark 2.11. Note that the convexity of K was only used to assert that homothetic copies of K are isoperimetric minimizers. The inequality (2.3) remains valid for arbitrary Borel sets K, but when K is convex, this inequality acquires isoperimetric content on an appropriate metric-measure space (in fact, it is only a non-symmetric semi-metric). Remark 2.12. Inspecting the proof, note that we only used one-sided homogeneity - we just need that: ∀ ∈ [0, 1] µ(A)q ≤ µ(A)q , which we have if: ∀ ∈ [0, 1] w(x)p ≤ w(x)p . However, the concavity of wp implies that:
∀ ∈ [0, 1] w(x)p − w(0)p ≥ (w(x)p − w(0)p) ,
so this is only consistent if w(0) = 0 and hence wp must be homogeneous.
2.4 Generalizations and Characterization of Equality Cases In order to characterize the equality case in (2.3), we will need part (2) of the following theorem. Part (1) generalizes part (1) of Theorem 2.4. n Theorem 2.13. Let p ∈ [−1/n, ∞], λ ∈ (0, 1) and let f, g, h : R → R+ denote three integrable functions so that:
p p 1/p n n h(λx + (1 − λ)y) ≥ (λf(x) + (1 − λ)g(y) ) for almost all (x, y) ∈ R × R . Then:
10 (1) (Borell [6], Brascamp–Lieb [7])
Z Z Z 1/q h ≥ λ( f)q + (1 − λ)( g)q , (2.4)
1 1 with q = p + n. (2) (Dubuc [14, Theorem 12]) If R f, R g, R h > 0 and we have equality in (2.4), then there n exist a scalar m0 > 0 and a vector b0 ∈ R so that: f(x/λ) mng((m x + b )/(1 − λ)) (m + 1)nh((m + 1)x + b ) = 0 0 0 = 0 0 0 , λn R f (1 − λ)n R g R h
n for almost all x ∈ R . Remark 2.14. An even more general formulation was obtained by Borell and Dubuc, whereby the `p-norm in the assumption is replaced by an arbitrary 1-homogeneous func- 2 tion P : R+ → R+, in which case the `q-norm in the conclusion should be replaced by:
−n −n 2 Pn(u, v) := inf P (ut , v(1 − t) ) , (u, v) ∈ R+ . t∈(0,1)
In addition, the following result of Dubuc, which is a particular case of [14, Theorem 6], will be very useful for characterizing cases of equality in the sequel:
n Theorem 2.15 (Dubuc). Let C1,C2 ⊂ R be two Borel sets, and assume that (αC1 + (1 − α)C2) \ (C1 ∩ C2) is a null-set. Then necessarily C1 and C2 coincide up to null sets with a common open convex set C3.
n 1 1 Corollary 2.16. Let w : R → R+ denote a p-concave density, p ∈ [−1/n, ∞], set q = p +n, and let µ = w(x)dx be the corresponding q-concave measure. Assume that:
µ(λA + (1 − λ)B) = (λµ(A)q + (1 − λ)µ(B)q)1/q ,
n for two Borel sets A, B ⊂ R with µ(A), µ(B) ∈ (0, ∞) and λ ∈ (0, 1). Then there exist m > 0 n and b ∈ R so that B coincides with mA + b up to zero µ-measure, and w(mx + b) = cw(x) for almost all x ∈ A and some c > 0. Furthermore, if w is p-homogeneous and b = 0, then up to null-sets, A ∩ Σ and B ∩ Σ must be convex, where Σ is the convex cone on which µ is supported.
Proof. Use f(x) = 1A(x)w(x), g(y) = 1B(y)w(y) and h(z) = 1λA+(1−λ)B(z)w(z) in Theorem λ 1 2.13 (2), and set m = 1−λ m0 and b = 1−λ b0. For the second part, denote A0 := mA, and observe by homogeneity that:
λ/m µ(λ0A0+(1−λ0)B) = λ0µ(A0)q + (1 − λ0)µ(B)q1/q = µ(A0) = µ(B) = µ(A0∩B) , λ0 := . λ/m + (1 − λ)
11 In particular, (λ0A0 + (1 − λ0)B) ∩ Σ coincides with A0 ∩ B ∩ Σ up to a null-set. Since Σ is convex:
(λ0A0 + (1 − λ0)B) ∩ Σ ⊃ λ0(A0 ∩ Σ) + (1 − λ0)(B ∩ Σ) ⊃ A0 ∩ B ∩ Σ , and so λ0(A0 ∩ Σ) + (1 − λ0)(B ∩ Σ) coincides with A0 ∩ B ∩ Σ up to a null-set. Invoking Theorem 2.15, it follows that A0 ∩ Σ and B ∩ Σ must be convex up to null-sets, and the assertion follows.
The equality case on the infinitesimal level requires more justification. The surprising idea below, which may be traced to Bonnesen (see [4, Section 49]), is to reduce the problem to the equality case in the q-Brunn–Minkowski inequality.
n Corollary 2.17. Let µ = w(x)dx, and assume that w : R → R+ is p-concave and p- n 1 homogeneous with p ∈ (0, ∞]. Let A, B ⊂ R denote two convex sets with µ(A), µ(B) ∈ (0, ∞). Assume that: 1 1 1 µ+(A) = µ(B)qµ(A)1−q , = + n . B q q p n Then A coincides with mB + b up to zero µ-measure, for some m > 0 and b ∈ R , and w(mx + b) = cw(x) for almost all x ∈ B and some c > 0.
Proof. Set: t q Ψ(t) := µ((1 − t)A + tB)q = (1 − t)µ A + B , t ∈ [0, 1] , 1 − t and observe that Ψ is concave by Theorem 2.4 and the fact that λC + (1 − λ)C = C for any convex C and λ ∈ [0, 1]. Consequently, its right derivative at 0 exists (possibly equaling +∞) and we have:
q q 0 q q−1 + µ(B) − µ(A) = Ψ(1) − Ψ(0) ≤ Ψ (0) = −µ(A) + qµ(A) µB(A) , which yields the isoperimetric inequality (2.3). Now assume we have equality in the isoperi- metric inequality - this means that Ψ0(0) = Ψ(1) − Ψ(0), and consequently Ψ must be affine. In particular: 1 1 1 1 1 1 µ( A + B)q = Ψ(1/2) = Ψ(0) + Ψ(1) = µ(A)q + µ(B)q . 2 2 2 2 2 2 The assertion now follows from Corollary 2.16.
n Remark 2.18. Clearly, the example of the Lebesgue measure on R shows that one cannot dispense with translations in Corollary 2.16 and Corollary 2.17 when p = ∞. To see this for 1/p p ∈ (0, ∞), consider w(x1, . . . , xn) = (xn)+ , which is translation invariant in the first n − 1 coordinate directions. 1In the published version, A and B were erroneously assumed to only be Borel sets
12 3 q-Complemented Concave measures: definitions and prop- erties
n Definition 3.1. A Borel measure µ on R is said to be q-complemented concave (“q- CC”), and is said to satisfy a q-complemented Brunn–Minkowski inequality (“q-CBM”), q ∈ [−∞, +∞], if:
n n n ∀λ ∈ (0, 1) ∀ Borel sets A, B ⊂ R such that µ(R \ A), µ(R \ B) < ∞ , n n q n q 1/q µ∗(R \ (λA + (1 − λ)B)) ≤ (λµ(R \ A) + (1 − λ)µ(R \ B) ) . (3.1)
Here µ∗ denotes the inner measure induced by µ, and we employ the usual convention for the n cases q ∈ {−∞, 0, ∞}. The class of all q-CBM measures on R is denoted by Cq,n, and we set Cq := ∪n∈NCq,n. Remark 3.2. Note that when A and B are Borel sets, their Minkowski sum need not be Borel; however, it is always analytic and hence universally measurable [20]. However, Suslin showed that the complement of an analytic set is not analytic, unless the set is Borel. Consequently, we are forced to use the inner measure in our formulation above, a technical point which was not needed in Definition 2.2.
n Remark 3.3. The fact that we do not require inequality (3.1) to hold when µ(R \ A) = ∞ n or µ(R \ B) = ∞ is not important when q ≥ 0, but becomes crucial when q < 0. This is the analogue of the assumption µ(A)µ(B) > 0 in the definition of q-concave measures. Indeed, if µ is non-integrable at the origin, and if B contains the origin while A and λA + (1 − λ)B do not, then (3.1) could never hold, since the right-hand side is finite while the left-hand side is not.
Our motivation for the above definition stems from the following immediate analogue of Proposition 2.9:
n Proposition 3.4. Let µ denote a q-CC and q-homogeneous measure on R , with q < 0. Let n n k·kK denote an arbitrary semi-norm on R with open unit ball K so that µ(R \ K) < ∞. Then the following isoperimetric inequality holds:
− 1 n q 1−q µk·k (C) ≥ − µ(R \ K) µ(C) , K q
n for any Borel set C with µ(C) < ∞, and with equality for C = R \tK, t > 0. In other words, n complements of homothetic copies of K are isoperimetric minimizers for (R , k·kK , µ). Proof. As in the proof of Proposition 2.9, we obtain by scaling and homogeneity that:
n n q n q 1/q µ∗(R \ (A + tB)) ≤ (µ(R \ A) + tµ(R \ B) ) ,
13 n n for all Borel sets A and B so that µ(R \ A), µ(R \ B) < ∞. When B is open then so is A + tB, so there is no need to use the inner measure. Let C be a Borel set with µ(C) < ∞, n and set A := R \ C. Then: n n − µ((A + K) \ A) µ(R \ A) − µ(R \ (A + K)) µk·k (C) = lim inf = lim inf K →0 →0 q n q 1/q µ(C) − (µ(C) + µ(R \ K) ) 1 n q 1−q ≥ lim inf = − µ(R \ K) µ(C) , →0 q
n with equality for C = R \ K, since A + K = (1 + )K when K is convex. By scaling, we see that equality holds for complements of all positive homothetic copies of K.
Remark 3.5. As in Remark 2.11, observe that the convexity of K is not required at all for the proof of the asserted inequality, but only for asserting equality for complements of homothetic copies of K.
3.1 Properties
Recall that a sequence of measures {µk} on a common measurable space (Ω, F) is said to converge strongly to µ (on F) if for any measurable set A ∈ F we have limk→∞ µk(A) = µ(A). Also, we say that µ is supported in K ∈ F if µ(Ω \ K) = 0.
Proposition 3.6.
0 (1) Cq,n ⊂ Cq0,n for all −∞ ≤ q ≤ q ≤ +∞.
(2) Cq,n is closed with respect to (Borel) strong convergence.
(3) Cq,n is a cone, which is in addition convex if q ≤ 1. In fact in the latter case, if for ω some measure space (Ω, F) we have µ ∈ Cq,n for every ω ∈ Ω, η is a σ-finite measure n ω on (Ω, F), and for every Borel set A ⊂ R , ω 7→ µ (A) is an F-measurable function, n then the Borel measure µ on R given by: Z µ(A) := µω(A)dη(ω) , Ω
satisfies µ ∈ Cq,n.
n m −1 (4) If T : R → R is an affine map and µ ∈ Cq,n then T∗(µ) ∈ Cq,m, where T∗(µ) = µ◦T denotes the push-forward of µ by T . In particular Cq is closed under translations and taking marginals.
n (5) Given a Borel measure µ on R supported in a Borel set K, it is enough to use Borel sets A, B ⊂ K when testing whether µ ∈ Cq,n in (3.1).
14 n (6) If µ ∈ Cq,n, then also µC ∈ Cq,n for any Borel subset C ⊂ R , where: ( µ(A) A ∩ C = ∅ µC (A) := . (3.2) +∞ otherwise
Proof. (1) The first assertion is immediate by Jensen’s inequality.
n (2) The second assertion is immediate since given λ ∈ [0, 1] and A, B Borel subsets of R , n n the definition in (3.1) only depends on the three values of µ(R \ A), µ(R \ B) and n µ(R \ C) for any fixed Borel subset C ⊃ (λA + (1 − λ)B)), and so the assertion follows 2 q q 1/q by the continuity of R+ 3 (a, b) → (λa + (1 − λ)b ) and the definition of strong convergence.
(3) The cone property is obvious. When q ≤ 1, the cone is in fact convex by the reverse triangle inequality for non-negative functions in Lq on the two point space {1, 2} with weights {λ, 1 − λ}, a space we denote by Lq(λ, 1 − λ). Indeed, for any fixed λ ∈ (0, 1) n n n and Borel sets A, B ⊂ R such that R \A and R \B have finite µ-measure (and hence by Fubini finite µω-measure for η-almost every ω), we have: Z n ω n µ∗(R \ (λA + (1 − λ)B)) ≤ µ∗ (R \ (λA + (1 − λ)B))dη(ω) Ω Z ω n q ω n q 1/q ≤ (λµ (R \ A) + (1 − λ)µ (R \ B) ) dη(ω) (3.3) Ω Z ω n ω n = k(µ (R \ A), µ (R \ B))kLq(λ,1−λ) dη(ω) Ω Z Z ω n ω n ≤ µ (R \ A)dη(ω), µ (R \ B)dη(ω) (3.4) Ω Ω Lq(λ,1−λ) n q n q 1/q = (λµ(R \ A) + (1 − λ)µ(R \ B) ) .
(4) This assertion follows since for an affine map T we have T −1(λA+(1−λ)B) = λT −1(A)+ −1 −1 m n −1 (1 − λ)T (B) and T (R \ A) = R \ T (A). n n n (5) Let A, B be two Borel subsets of R so that µ(R \ A), µ(R \ B) < ∞, and set A0 := A ∩ K and B0 := B ∩ K. Since A \ A0 and B \ B0 have zero µ-measure, it follows n 0 n n 0 n that µ(R \ A ) = µ(R \ A) < ∞ and µ(R \ B ) = µ(R \ B) < ∞, and so by the assumption that (3.1) is satisfied for A0,B0 ⊂ K, we have:
n n 0 0 µ∗(R \ (λA + (1 − λ)B)) ≤ µ∗(R \ (λA + (1 − λ)B )) n 0 q n 0 q1/q n q n q 1/q ≤ λµ(R \ A ) + (1 − λ)µ(R \ B ) = (λµ(R \ A) + (1 − λ)µ(R \ B) ) . (3.5)
15 n n n (6) Given two Borel sets A, B ⊂ R so that µC (R \ A), µC (R \ B) < ∞, clearly both sets must contain C. Consequently, λA + (1 − λ)B also contains C for any λ ∈ [0, 1], and hence the µC -measures of complements of all sets involved coincide with their corresponding µ-measures, which by assumption satisfy the q-CBM condition (3.1). It follows that µC is also q-CC.
Since the zero measure is trivially a q-CC measure for all q ∈ [−∞, ∞], we see by the last n assertion of the previous proposition that, for any Borel subset C ⊂ R , so is the measure: ( 0 A ∩ C = ∅ µ0 (A) := . (3.6) C +∞ otherwise
By appropriately choosing the set C 6= ∅, it is possible to construct many further examples of q-CC measures µ having the property that µ(A) = ∞ if A ∩ C 6= ∅; see Proposition 3.8 (3). However, we will consider non σ-finite examples such as (3.6) as having pathological nature, and defer the construction of non-pathological q-CC measures to the next section. Several additional interesting properties of q-CC measures pertain to their finiteness and infiniteness:
Proposition 3.7.
n (1) Any non-zero measure µ ∈ Cq,n, q ∈ [−∞, ∞), satisfies µ(R ) = ∞.
(2) The subclass of finite measures in C∞,n coincides with the subclass of finite −∞-concave n measures on R . (3) The subclass of infinite −∞-concave measures is a strict subset of the subclass of in- finite ∞-CC measures.
Proof.
n (1) Assume in the contrapositive that µ(R ) < ∞, and hence by rescaling we may assume that µ is a probability measure. By the first assertion of Proposition 3.6, we know that µ is q-CC for some q ∈ (0, ∞). The following argument mimics the proof of Borell’s lemma from [5]. Note that by the triangle inequality, for any s > 0 and t > 1: 2 t − 1 ( n \ B(ts)) + B(s) ⊂ n \ B(s) , t + 1 R t + 1 R where B(r) denotes the (say closed) Euclidean ball of radius r and center at the origin. The q-CBM property implies that:
2 t − 1 2 t − 1 1/q µ(B(s)) ≤ µ n \ ( n \ B(ts)) + B(s) ≤ µ(B(ts))q + µ( n \ B(s))q . R t + 1 R t + 1 t + 1 t + 1 R
16 Since q > 0 and µ is a probability measure, this is equivalent to:
t + 1 t − 1 1/q µ(B(ts)) ≥ µ(B(s))q − (1 − µ(B(s)))q . 2 2 Choosing s > 0 large enough so that µ(B(s)) > 1/2, we see that the right-hand side tends to infinity as t → ∞, in contradiction to our assumption that µ is a probability measure.
n (2) The assertion follows since when µ(R ) < ∞, then the inequality: n n n µ∗(R \ (λA + (1 − λ)B)) ≤ max(µ(R \ A), µ(R \ B)) ,
n n n for all Borel subsets A, B ⊂ R (we automatically have µ(R \ A), µ(R \ B) < ∞), is equivalent to: µ(λA + (1 − λ)B) ≥ min(µ(A), µ(B)) . Note that there is no need to check whether µ(A)µ(B) > 0, since otherwise the inequal- ity holds trivially.
(3) To show the asserted inclusion, observe that if µ is a −∞-concave measure, then by Borell’s characterization in Theorem 2.4, we know that µ is supported on an m- n dimensional affine subspace E of R , where it has a density w(x) with respect to the Lebesgue measure LebE on E which is −1/m-concave. Truncating w(x) by setting
wk(x) := min(w(x), k))1B(x0,k) for some fixed x0 ∈ E, it is easy to check that wk re- mains −1/m-concave, and hence by Theorem 2.4 µk := wk(x)dLebE(x) is −∞-concave. Since µk is finite, the second assertion of the current proposition implies that µk is ∞-CC, and since µk tends to µ strongly as k → ∞ by monotone convergence, it follows by the second assertion of Proposition 3.6 that µ is also ∞-CC on E. Proposition 3.6 n (5) then implies that µ is ∞-CC on R .
To show that the inclusion is strict, set C = {x1, x2} consisting of two distinct points in n 0 R (or any other non-convex set for that matter). Now observe that µC defined in (3.6) is ∞-CC but it is not −∞-concave, as seen by testing (2.1) with A = {x1}, B = {x2} and λ = 1/2.
The convex cone property described in Proposition 3.6 is on one hand extremely useful, but at the same time indicates that the class of q-CC measures (q ≤ 1) is very different from the one of Borell–Brascamp–Lieb p-concave measures, which certainly do not share this property, unless p ∈ [1/(n + 1), 1/n] (see Borell [6, Theorem 4.1 and subsequent paragraph]). In addition, the next proposition demonstrates that contrary to the local characterization of the class of p-concave measures given by Theorem 2.4, q-CC measures do not have any local characterization in the following sense:
Proposition 3.8 (Non-locality of the q-CBM property). Let µ ∈ Cq,n.
17 n 0 (1) If µ is locally finite at x0 ∈ R , then there exists an > 0 so that µ|B(x0,) ∈/ Cq ,n \{0} for all q0 ∈ [−∞, ∞).
n (2) If dµ = f(x)dx, then for any M, R > 0 and x0 ∈ R , min(f(x),M)1B(x0,R)(x)dx∈ / 0 Cq0,n \{0} for all q ∈ [−∞, ∞). Furthermore:
n n n (3) If µ is any Borel measure on R , then for any x0 ∈ R and bounded neighborhood R \C of x0, we have µC ∈ Cq,n for all q ∈ [−∞, ∞] (where recall µC was defined in (3.2)). Proof. The first two assertions are immediate since a non-zero q0-CC measure, q0 ∈ [−∞, ∞), is always infinite by Proposition 3.7 (1). The last assertion follows since if A, B are two n Borel subsets of R whose complements have finite µC -measure, then necessarily A and B n n contain C. But since R \ C is bounded, we easily see that λC + (1 − λ)C = R for all n λ ∈ (0, 1), and hence µC (R \ (λA + (1 − λ)B)) = µC (∅) = 0 and so µC is trivially q-CC for any q ∈ [−∞, ∞].
4 Homogeneous Measures
So far we have discussed various properties of q-CC measures, but we have yet to produce a single non-trivial (σ-finite) example of such measures. In this section we will show that such measures exist in abundance. We begin with the following lemma, which will be superseded by the ensuing theorem.
n Lemma 4.1. Let µ be a q-concave and q-homogeneous measure on R , q ∈ (−∞, 1/n] \{0}. Then µ is also q-CC. Using the Borell–Brascamp–Lieb Theorem 2.4 and Lemma 2.8, we immediately deduce the following (essentially equivalent) corollary:
n n Corollary 4.2. Let w : R → R+ be a p-concave and p-homogeneous density on R , p ∈ 1 1 [−1/n, ∞] \{0}. Then µ = w(x)dx is q-CC, with q = p + n. Proof of Lemma 4.1. Since µ is q-concave, it is also −∞-concave by Remark 2.5. It follows by Proposition 3.7 that µ is also ∞-CC. It remains to employ the homogeneity of µ in order to “self-improve” the degree of complemented-concavity from ∞ to q. n n n Indeed, let A, B ⊂ R denote two Borel sets with µ(R \ A), µ(R \ B) < ∞, and let n n λ ∈ (0, 1). Assume first that µ(R \ A)µ(R \ B) > 0 and define: λµ( n \ A)q + (1 − λ)µ( n \ B)q A0 = R R A ; µ(Rn \ A)q λµ( n \ A)q + (1 − λ)µ( n \ B)q B0 = R R B ; µ(Rn \ B)q λµ( n \ A)q λ0 = R . λµ(Rn \ A)q + (1 − λ)µ(Rn \ B)q
18 Then by ∞-complemented concavity (3.1) applied to A0,B0 and λ0 ∈ (0, 1): n 0 0 0 0 n 0 n 0 µ∗(R \ (λ A + (1 − λ )B )) ≤ max µ(R \ A ), µ(R \ B ) . 0 0 0 n n Plugging in the definitions of A ,B ,λ , and using the fact that R \ δC = δ(R \ C)(δ 6= 0) and that µ is q-homogeneous, we obtain:
n n q n q 1 µ∗(R \ (λA + (1 − λ)B)) ≤ (λµ(R \ A) + (1 − λ)µ(R \ B) ) q , (4.1) n n which is the desired q-CBM inequality. Finally, when µ(R \ A)µ(R \ B) = 0, (4.1) is satisfied by an approximation argument. Indeed, whenever µ is not identically zero, since µ n has a non-trivial density on an m-dimensional affine subspace of R , then for any Borel set C n n n with µ(R \ C) < ∞, we can find Borel sets Ck ⊂ C so that (0, ∞) 3 µ(R \ Ck) → µ(R \ C) as k → ∞, and therefore: n n µ∗(R \ (λA + (1 − λ)B)) ≤ lim inf µ∗(R \ (λAk + (1 − λ)Bk)) k→∞ n q n q 1 n q n q 1 ≤ lim (λµ(R \ Ak) + (1 − λ)µ(R \ Bk) ) q = (λµ(R \ A) + (1 − λ)µ(R \ B) ) q . k→∞
The main result of this section asserts that the requirement in Lemma 4.1 that µ be q-concave, is redundant when q ≤ 1: Theorem 4.3. Fix q ≤ 1, q 6= 0, and let µ be any σ-finite q-homogeneous Borel measure on n R . Then µ is q-CC. Again, using Lemma 2.8, we immediately deduce the following corollary: n 1 Corollary 4.4. Let w : R \{0} → R+ denote a p-homogeneous Borel density, p ∈ (−∞, − n−1 ]∪ 1 1 1 (− n , 0) ∪ (0, ∞]. Then µ = w(x)dx is q-CC, where q = p + n.
Proof of Theorem 4.3. Let us disintegrate µ into its one-dimensional radial components µθ n−1 supported on Rθ := R+θ, θ ∈ S , as follows: Z 1/q−1 µ = µθdη(θ) , µθ = r dLebRθ (rθ) , (4.2) Sn−1 where η is a σ-finite Borel measure on Sn−1. Indeed, for sets of the form (s, t]A where (s, t] ⊂ (0, ∞) and A ⊂ Sn−1 is Borel, we easily verify by homogeneity that: 1 µ((s, t]A) = q(t1/q − s1/q)η(A) , η(A) := µ((1, 2]A) . q(21/q − 1) n Since sets of the above form generate the entire Borel σ-algebra in R , the representation (4.2) follows by Caratheodory’s extension theorem. 1 1 1/p Set p = q − 1. Since µθ = 1{r>0}r dLebRθ(r) has a p-homogeneous and p-concave n density on Rθ, it follows by Corollary 4.2 and Proposition 3.6 (5) that µθ is q-CC on R for every θ ∈ Sn−1. Recall that when q ≤ 1 then the class of q-CC measures is a convex cone, and so by the extended formulation of Proposition 3.6 (3) and the representation (4.2), it follows that µ is also q-CC, concluding the proof.
19 Remark 4.5. In particular, we conclude that the Lebesgue measure (in fact, restricted to an arbitrary measurable cone) is a 1/n-CC measure, satisfying (3.1) with q = 1/n. Using Theorem 4.3 and the properties of Section 3, one can also easily construct many additional q-CC measures which are not necessarily homogeneous. For example, if µ is any non-zero q- n homogeneous σ-finite measure with q ≤ 1, and x1, x2, . . . , xk ∈ R are distinct points (k ≥ 2), then the measure k X µe(A) = µ(A + xi) i=1 is also q-CC, but no longer homogeneous. By using several different homogeneous measures, or even different values of qi ≤ q (as Cqi,n ⊂ Cq,n), one can create many further examples as well. An interesting question is what are the extremal rays of the convex cone of q-CC n measures on R for a given q ≤ 1.
4.1 Isoperimetric Inequality As a corollary of Theorem 4.3 and Proposition 3.4, one immediately obtains a sharp isoperi- metric inequality for q-homogeneous measures: n Corollary 4.6. Let µ denote a q-homogeneous σ-finite Borel measure on R with q < 0; in n particular, the following applies if µ = w(x)dx and w : R \{0} → R+ is a p-homogeneous n Borel density with p ∈ (−1/n, 0). Let k·kK denote an arbitrary semi-norm on R with open n unit ball K so that µ(R \ K) < ∞. Then the following isoperimetric inequality holds:
− 1 n q 1−q µk·k (C) ≥ − µ(R \ K) µ(C) (4.3) K q n for any Borel set C with µ(C) < ∞, and with equality for C = R \tK, t > 0. In other words, n complements of homothetic copies of K are isoperimetric minimizers for (R , k·kK , µ). Remark 4.7. We refer to the Introduction for remarks and references regarding previously known partial results. The range p ≤ −1/n is excluded above for good reason: it is known that even for Euclidean space endowed with the density w(x) = |x|1/p for p in that range, isoperimetric minimizers do not exist [13, Prop 7.3]. The next subsection addresses the characterization of the equality cases in the q-CBM inequality and corresponding isoperimetric inequality.
4.2 Equality Cases In this subsection, our analysis will be based on Dubuc’s characterization in Theorem 2.13 of the equality case in the q-BM inequality. In the next section, we will present a different argument based on a 1-dimensional analysis, which applies in a more general setting on one hand, but assumes that one of the sets is star-shaped on the other. We begin with a technical lemma required for the ensuing theorem, in which the super- fluous technical assumptions will be removed. Although we will only apply this lemma in dimension 1, we formulate it arbitrary dimension.
20 n Lemma 4.8. Fix q < 0 and let µ = w(x)dx be a q-concave and q-homogeneous measure on R n−1 n n with density bounded above on S . Let A and B be two Borel sets with µ(R \A), µ(R \B) ∈ (0, ∞), and assume in addition that B is open and contains the origin. If for some λ ∈ (0, 1) we have: n n q n q 1 µ(R \ (λA + (1 − λ)B)) = (λµ(R \ A) + (1 − λ)µ(R \ B) ) q , then up to null-sets A ∩ Σ and B ∩ Σ are homothetic and convex, where Σ is the convex cone on which µ is supported.
Note that since B is open then all the relevant sets are Borel, so we do not need to worry about measurability issues.
0 1 n 0 Proof. By the homogeneity of µ, we may scale B to a set B = c B so that µ(R \ B ) = n 2 µ(R \ A), and set δ := λ/(λ + (1 − λ)c) ∈ (0, 1). Employing the homogeneity and using the assumption, we have: 1 µ n \ δA + (1 − δ)B0q = · µ ( n \ (λA + (1 − λ)B))q R λ + (1 − λ)c R 1 = (λµ( n \ A)q + (1 − λ)µ( n \ B)q) λ + (1 − λ)c R R n q n 0 q n 0 q n q = δµ(R \ A) + (1 − δ)µ(R \ B ) = µ(R \ B ) = µ(R \ A) .
We now approximate the measure µ is a way similar to that in the proof of Proposition 1 1 3.7 (3). Set wk := min(w, k) and µk := wk(x)dx. Since w is p-concave (with q = p + n), then 0 so is wk, and hence µk is q-concave for all k ≥ 0. Since B contains a neighbourhood of the n−1 n 0 n 0 origin and w is bounded on S and is homogeneous, we have µ(R \ B ) = µk(R \ B ) for n 0 large enough k. Since µ(R \ A) < ∞ the origin is in the closure of A, so δA + (1 − δ)B also contains a neighborhood of the origin. It follows that for large enough k we have: