On a multi-integral norm defined by weighted sums of log-concave random vectors (2208.06365v1)

Abstract: Let $C$ and $K$ be centrally symmetric convex bodies in ${\mathbb R}^n$. We show that if $C$ is isotropic then \begin{equation*}|{\bf t}|{C^s,K}=\int{C}\cdots\int_{C}\Big|\sum_{j=1}^st_jx_j\Big|_K\,dx_1\cdots dx_s \leq c_1L_C(\log n)^5\,\sqrt{n}M(K)|{\bf t}|2\end{equation*} for every $s\geq 1$ and ${\bf t}=(t_1,\ldots ,t_s)\in {\mathbb R}^s$, where $L_C$ is the isotropic constant of $C$ and $M(K):=\int{S^{n-1}}|\xi|_Kd\sigma (\xi)$. This reduces a question of V.~Milman to the problem of estimating from above the parameter $M(K)$ of an isotropic convex body. The proof is based on an observation that combines results of Eldan, Lehec and Klartag on the slicing problem: If $\mu $ is an isotropic log-concave probability measure on ${\mathbb R}^n$ then, for any centrally symmetric convex body $K$ in ${\mathbb R}^n$ we have that $$I_1(\mu ,K):=\int_{{\mathbb R}^n}|x|_K\,d\mu(x)\leq c_2\sqrt{n}(\log n)^5\,M(K).$$ We illustrate the use of this inequality with further applications.