Moment estimates for convex measures

DOI10.1214/EJP.V17-2150zbMATH Open1286.46014arXiv1207.6618MaRDI QIDQ392689FDOQ392689

Authors: Radosław Adamczak, Olivier Guédon, Rafał Latała, Alexander E. Litvak, Krzysztof Oleszkiewicz, Alain Pajor, Nicole Tomczak-Jaegermann 

Publication date: 15 January 2014

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: Let $pgeq1$, $eps>0$, $rgeq(1+eps)p$, and $X$ be a $(-1/r)$-concave random vector in $R^n$ with Euclidean norm $|X|$. We prove that $(E|X{|}^p{)}^{1/p}leqc(C(eps)E|X|+sigm{a}_p(X))$, where $sigm{a}_p(X)=su{p}_{|z|leq1}(E|<z,X>{|}^p{)}^{1/p}$, $C(eps)$ depends only on $eps$ and $c$ is a universal constant. Moreover, if in addition $X$ is centered then $(E|X{|}^{-p}{)}^{-1/p}geqc(eps)(E|X|-Csigm{a}_p(X))$.

Full work available at URL: https://arxiv.org/abs/1207.6618

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zbMATH Keywords

tail inequalities\(\kappa \)-concave measureconvex measuressmall ball probability estimate

Mathematics Subject Classification ID

Large deviations (60F10) Inequalities; stochastic orderings (60E15) Inequalities and extremum problems involving convexity in convex geometry (52A40) Asymptotic theory of Banach spaces (46B06) Asymptotic theory of convex bodies (52A23)

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