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Concentration between Lévy's inequality and the Poincaré inequality for log-concave densities

Published 24 Jun 2017 in math.FA | (1706.07984v1)

Abstract: Given a suitably normalized X∈R<sup>nX\in\mathbb{R}<sup>n we observe that the function θ↦E∣X⋅θ∣\theta\mapsto\mathbb{E}|X\cdot\theta|, defined for θ∈S<sup>n−1\theta\in S<sup>{n-1}, admits surprisingly strong concentration far surpassing what is expected on account of L\'evy's isoperimetric inequality. Among the measures to which the above holds are all log-concave measures, for which a solution of the similar problem concerning the third marginal moments θ↦E(X⋅θ)<sup>3\theta\mapsto\mathbb{E} (X\cdot \theta)<sup>3 would imply the hyperplane conjecture.

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