Abstract:
A well-known consequence of the Brunn–Minkowski inequality says that the distribution of a linear functional on a convex set has a uniformly subexponential tail. That is, for any dimension n, any convex set K⊂Rn of volume one, and any linear functional φ:Rn→R, we have
Voln({x∈K;|φ(x)|>t‖φ‖L1(K)})⩽e−ct\enskipfor all t>1,
where ‖φ‖L1(K)=∫K|φ(x)|dx and c>0 is a universal constant. In this paper, it is proved that for any dimension n and a convex set K⊂Rn of volume one, there exists a nonzero linear functional φ:Rn→R such that
Voln({x∈K;|φ(x)|>t‖φ‖L1(K)})⩽e−ct2log5(t+1)\enskip for all \enskipt>1, where c>0 is a universal constant.
Citation:
S.. Buyalo, V. Shroeder, “Uniform almost sub-Gaussian estimates for linear functionals on convex sets”, Algebra i Analiz, 19:1 (2007), 93–108; St. Petersburg Math. J., 19:1 (2008), 67–76