Hadamard products and moments of random vectors (Q2213794)

The authors establish an upper bound on strong moments of finite dimensional random vectors, in terms of the corresponding weak moments. In particular, for a random vector \(X\) on a normed space \((\mathbb{R}^n,\lVert\cdot\rVert)\), one of the main results of the paper is the upper bound \[ (\mathbb{E}\lVert X^p\rVert)^{1/p}\leq2\sqrt{e}\sqrt{\frac{n+p}{p}}\sup_{\lVert t\rVert_*\leq1}(\mathbb{E}|\langle t,X\rangle|^p)^{1/p}\,, \] for any \(p\geq2\), where \(\lVert\cdot\rVert_*\) denotes the dual norm. Two applications are discussed: the authors show that (up to a universal constant) Hilbert spaces have the largest \(p\)-summing constant among Banach spaces of a fixed dimension, and establish concentration of measure properties for centered log-concave probability measures on \(\mathbb{R}^n\).