L_p moments of random vectors via majorizing measures

dc.creatorGuedon, Olivier
dc.creatorRudelson, Mark
dc.date2005-07-01
dc.date2006-04-04
dc.date.accessioned2026-07-07T06:42:34Z
dc.date.available2026-07-07T06:42:34Z
dc.descriptionFor a random vector X in R^n, we obtain bounds on the size of a sample, for which the empirical p-th moments of linear functionals are close to the exact ones uniformly on an n-dimensional convex body K. We prove an estimate for a general random vector and apply it to several problems arising in geometric functional analysis. In particular, we find a short Lewis type decomposition for any finite dimensional subspace of L_p. We also prove that for an isotropic log-concave random vector, we only need about n^{p/2} \log n sample points so that the empirical p-th moments of the linear functionals are almost isometrically the same as the exact ones. We obtain a concentration estimate for the empirical moments. The main ingredient of the proof is the construction of an appropriate majorizing measure to bound a certain Gaussian process.
dc.description32 pages, to appear in Advances in Mathematics
dc.identifierhttps://arxiv.org/abs/math/0507023
dc.identifierhttp://arxiv.org/abs/math/0507023
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/102086
dc.subjectFunctional Analysis
dc.subject46B09, 52A21
dc.titleL_p moments of random vectors via majorizing measures
dc.typetext

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