English

A short proof of Paouris' inequality

Probability 2015-01-06 v1 Metric Geometry

Abstract

We give a short proof of a result of G. Paouris on the tail behaviour of the Euclidean norm X|X| of an isotropic log-concave random vector XRnX\in\R^n, stating that for every t1t\geq 1, P(Xctn)exp(tn)P(|X|\geq ct\sqrt n)\leq \exp(-t\sqrt n). More precisely we show that for any log-concave random vector XX and any p1p\geq 1, (EXp)1/pEX+supzSn1(E<z,X>p)1/p(E|X|^p)^{1/p}\sim E |X|+\sup_{z\in S^{n-1}}(E |< z,X>|^p)^{1/p}.

Keywords

Cite

@article{arxiv.1205.2515,
  title  = {A short proof of Paouris' inequality},
  author = {Radosław Adamczak and Rafał Latała and Alexander E. Litvak and Krzysztof Oleszkiewicz and Alain Pajor and Nicole Tomczak-Jaegermann},
  journal= {arXiv preprint arXiv:1205.2515},
  year   = {2015}
}