The variance conjecture for isotropic log-concave random vectors

Let XX be an isotropic log-concave random vector in Rn\mathbb{R}^n, let 2|\cdot|_2 denote the Euclidean norm, and let Var\operatorname{Var} and E\mathbb{E} denote variance and expectation.

Variance conjecture. There exists a constant CC such that for every isotropic log-concave random vector XX,

VarX22CEX22,\operatorname{Var}|X|_2^2\le C\,\mathbb{E}|X|_2^2,

or equivalently,

(EX24)1/4(1+Cn)(EX22)1/2.\left(\mathbb{E}|X|_2^4\right)^{1/4}\le\left(1+\frac{C}{n}\right)\left(\mathbb{E}|X|_2^2\right)^{1/2}.

The conjecture concerns fluctuations of the squared Euclidean norm when independence is replaced by isotropy and log-concavity. The surrounding text presents it as a consequence suggested by the KLS framework and does not state a general resolution.

Sources & referencesView supporting material

Primary source

Olivier Guédon, “Concentration phenomena in high dimensional geometry”, arXiv:1310.1204 (2013).

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