Hypercontractivity and lower deviation estimates in normed spaces

DOI10.1214/21-AOP1543zbMATH Open1496.46006arXiv1906.03208MaRDI QIDQ2129696FDOQ2129696

Grigoris Paouris, Petros Valettas, Konstantin E. Tikhomirov

Publication date: 22 April 2022

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: We consider the problem of estimating small ball probabilities $mathbbPf(G)leqslantdeltamathbbEf(G)$ for sub-additive,positively homogeneous functions $f$ with respect to the Gaussian measure. We establish estimates that depend on global parameters of the underlying function which take into account analytic and statistical measures, such as the variance and the $L^1$-norms of its partial derivatives. This leads to dimension-dependent bounds for small ball and lower small deviation estimates for seminorms when the linear structure is appropriately chosen to optimize the aforementioned parameters. Our bounds are best possible up to numerical constants. In all regimes, $|G{|}_{i}nfty=ma{x}_{ileqslantn}|g_i|$ arises as an extremal case in this study. The proofs exploit the convexity and hypercontractivity properties of the Gaussian measure.

Full work available at URL: https://arxiv.org/abs/1906.03208

zbMATH Keywords

Ornstein-Uhlenbeck semigroupsuperconcentrationAlon-Milman theoremGaussian convexityhypercontractvityTalagrand's \(L^1\)-\(L^2\) bound

Mathematics Subject Classification ID

Convexity and finite-dimensional Banach spaces (including special norms, zonoids, etc.) (aspects of convex geometry) (52A21) Probabilistic methods in Banach space theory (46B09)

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