Bounding marginal densities via affine isoperimetry

DOI10.1112/PLMS/PDW026MaRDI QIDQ2827965zbMATH OpenOpenAlexFDO

Authors Susanna Dann, Grigoris Paouris, Peter Pivovarov

Publication date 24 October 2016

Published in Proceedings of the London Mathematical Society. Third Series (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1501.02048

zbMATH Keywords

Grassmann manifoldmarginal densityaffine-invariance property

Mathematics Subject Classification ID

Probability theory on algebraic and topological structures (60B99) Harmonic analysis on homogeneous spaces (43A85) Random convex sets and integral geometry (aspects of convex geometry) (52A22)

Abstract: Let $mu$ be a probability measure on $mathbb{R}^n$ with a bounded density $f$. We prove that the marginals of $f$ on most subspaces are well-bounded. For product measures, studied recently by Rudelson and Vershynin, our results show there is a trade-off between the strength of such bounds and the probability with which they hold. Our proof rests on new affinely-invariant extremal inequalities for certain averages of $f$ on the Grassmannian and affine Grassmannian. These are motivated by Lutwak's dual affine quermassintegrals for convex sets. We show that key invariance properties of the latter, due to Grinberg, extend to families of functions. The inequalities we obtain can be viewed as functional analogues of results due to Busemann--Straus, Grinberg and Schneider. As an application, we show that without any additional assumptions on $mu$, any marginal $p{i}_E(mu)$, or a small perturbation thereof, satisfies a nearly optimal small-ball probability.

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