Mixed integrals and related inequalities

In this paper we define an addition operation on the class of quasi-concave functions. While the new operation is similar to the well-known sup-convolution, it has the property that it polarizes the Lebesgue integral. This allows us to define mixed integrals, which are the functional analogs of the classic mixed volumes. We extend various classic inequalities, such as the Brunn–Minkowski and the Alexandrov–Fenchel inequalities, to the functional setting. For general quasi-concave functions, this is done by restating those results in the language of rearrangement inequalities. Restricting ourselves to log-concave functions, we prove generalizations of the Alexandrov inequalities in a more familiar form. © 2012 Elsevier Inc. All rights reserved.