The weak and strong moments conjecture for log-concave random vectors

About 13 years old · traced to

Let XX be a log-concave random vector and let ∥⋅∥\|\cdot\| be any norm. Its dual norm is defined by

∥z∥⋆=sup⁡∥x∥≤1∣⟨z,x⟩∣.\|z\|_{\star}=\sup_{\|x\|\le1}|\langle z,x\rangle|.

Weak and strong moments conjecture. There exist C,c>0C,c>0 such that for any log-concave random vector XX and any norm ∥⋅∥\|\cdot\|,

(E∥X∥p)1/p≤C E∥X∥+csup⁡∥z∥⋆≤1(E⟨z,X⟩p)1/p.\left(\mathbb{E}\|X\|^p\right)^{1/p}\le C\,\mathbb{E}\|X\|+c\sup_{\|z\|_{\star}\le1}\left(\mathbb{E}\langle z,X\rangle^p\right)^{1/p}.

This proposes a universal comparison between strong moments of an arbitrary norm and one-dimensional weak moments. The source attributes the question to Latała and gives Gaussian and Rademacher analogues, but does not state a general resolution.

References

Primary source

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

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