On sharp bounds for marginal densities of product measures

DOI10.1007/S11856-016-1431-5zbMATH Open1373.60046OpenAlexW2963720619MaRDI QIDQ503274FDOQ503274

Authors Grigoris Paouris, Peter Pivovarov, Galyna V. Livshyts 

Publication date 11 January 2017

Published in Israel Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1507.07949

zbMATH Keywords

concentration inequalitiesisoperimetric inequalityoptimal constantsproduct densitiessmall ball probabilities

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Inequalities; stochastic orderings (60E15) Measures and integrals in product spaces (28A35)

Abstract: We discuss optimal constants in a recent result of Rudelson and Vershynin on marginal densities. We show that if $f$ is a probability density on $R^n$ of the form $f(x)=pro{d}_{i=1}^n{f}_i(x_i)$, where each $f_i$ is a density on $R$, say bounded by one, then the density of any marginal $p{i}_E(f)$ is bounded by $2^{k/2}$, where $k$ is the dimension of $E$. The proof relies on an adaptation of Ball's approach to cube slicing, carried out for functions. Motivated by inequalities for dual affine quermassintegrals, we also prove an isoperimetric inequality for certain averages of the marginals of such $f$ for which the cube is the extremal case.

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• On a reverse form of the Brascamp-Lieb inequality
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• On the maximal measure of sections of the \(n\)-cube
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Cited In (18)

• From Ball's cube slicing inequality to Khinchin-type inequalities for negative moments
• Minimal \(\mathcal{L}^p \)-densities with prescribed marginals
• Smoothed analysis for the condition number of structured real polynomial systems
• Bounding marginal densities via affine isoperimetry
• Stable recovery and the coordinate small-ball behaviour of random vectors
• On the isotropic constant of marginals
• On delocalization of eigenvectors of random non-Hermitian matrices
• Upper bound for intermediate singular values of random matrices
• Entropies of sums of independent gamma random variables
• Probabilistic condition number estimates for real polynomial systems. I: A broader family of distributions
• On the complexity of the Plantinga-Vegter algorithm
• Condition numbers for the cube. I: Univariate polynomials and hypersurfaces
• Functional norms, condition numbers and numerical algorithms in algebraic geometry
• On the real Davies' conjecture
• Regularity of linear and polynomial images of Skorohod differentiable measures
• Overlaps, eigenvalue gaps, and pseudospectrum under real Ginibre and absolutely continuous perturbations
• Slicing \(\ell_p\)-balls reloaded: stability, planar sections in \(\ell_1\)
• Average-case analysis of the Gaussian elimination with partial pivoting

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