Mathematical Surveys and Monographs Volume 196
Geometry of Isotropic Convex Bodies
Silouanos Brazitikos Apostolos Giannopoulos Petros Valettas Beatrice-Helen Vritsiou
American Mathematical Society Geometry of Isotropic Convex Bodies
http://dx.doi.org/10.1090/surv/196
Mathematical Surveys and Monographs Volume 196
Geometry of Isotropic Convex Bodies
Silouanos Brazitikos Apostolos Giannopoulos Petros Valettas Beatrice-Helen Vritsiou
American Mathematical Society Providence, Rhode Island EDITORIAL COMMITTEE Ralph L. Cohen, Chair Benjamin Sudakov Robert Guralnick MichaelI.Weinstein MichaelA.Singer
2010 Mathematics Subject Classification. Primary 52Axx, 46Bxx, 60Dxx, 28Axx.
For additional information and updates on this book, visit www.ams.org/bookpages/surv-196
Library of Congress Cataloging-in-Publication Data Brazitikos, Silouanos, 1990– author. Geometry of isotropic convex bodies / Silouanos Brazitikos, Apostolos Giannopoulos, Petros Valettas, Beatrice-Helen Vritsiou. pages cm. – (Mathematical surveys and monographs ; volume 196) Includes bibliographical references and indexes. ISBN 978-1-4704-1456-6 (alk. paper) 1. Convex geometry. 2. Banach lattices. I. Giannopoulos, Apostolos, 1963– author. II. Valettas, Petros, 1982– author. III. Vritsiou, Beatrice-Helen, author. IV. Title.
QA331.5.B73 2014 516.362–dc23 2013041914
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Preface ix
Chapter 1. Background from asymptotic convex geometry 1 1.1. Convex bodies 1 1.2. Brunn–Minkowski inequality 4 1.3. Applications of the Brunn-Minkowski inequality 8 1.4. Mixed volumes 12 1.5. Classical positions of convex bodies 16 1.6. Brascamp-Lieb inequality and its reverse form 22 1.7. Concentration of measure 25 1.8. Entropy estimates 34 1.9. Gaussian and sub-Gaussian processes 38 1.10. Dvoretzky type theorems 43 1.11. The -position and Pisier’s inequality 50 1.12. Milman’s low M ∗-estimate and the quotient of subspace theorem 52 1.13. Bourgain-Milman inequality and the M-position 55 1.14. Notes and references 58
Chapter 2. Isotropic log-concave measures 63 2.1. Log-concave probability measures 63 2.2. Inequalities for log-concave functions 66 2.3. Isotropic log-concave measures 72 2.4. ψα-estimates 78 2.5. Convex bodies associated with log-concave functions 84 2.6. Further reading 94 2.7. Notes and references 100
Chapter 3. Hyperplane conjecture and Bourgain’s upper bound 103 3.1. Hyperplane conjecture 104 3.2. Geometry of isotropic convex bodies 108 3.3. Bourgain’s upper bound for the isotropic constant 116 3.4. The ψ2-case 123 3.5. Further reading 128 3.6. Notes and references 134
Chapter 4. Partial answers 139 4.1. Unconditional convex bodies 139 4.2. Classes with uniformly bounded isotropic constant 144 4.3. The isotropic constant of Schatten classes 150 4.4. Bodies with few vertices or few facets 155
v vi CONTENTS
4.5. Further reading 161 4.6. Notes and references 170
Chapter 5. Lq-centroid bodies and concentration of mass 173 5.1. Lq-centroid bodies 174 5.2. Paouris’ inequality 182 5.3. Small ball probability estimates 190 5.4. A short proof of Paouris’ deviation inequality 197 5.5. Further reading 202 5.6. Notes and references 209
Chapter 6. Bodies with maximal isotropic constant 213 6.1. Symmetrization of isotropic convex bodies 214 6.2. Reduction to bounded volume ratio 223 6.3. Regular isotropic convex bodies 227 6.4. Reduction to negative moments 231 ◦ 6.5. Reduction to I1(K, Zq (K)) 234 6.6. Further reading 239 6.7. Notes and references 242
Chapter 7. Logarithmic Laplace transform and the isomorphic slicing problem 243 7.1. Klartag’s first approach to the isomorphic slicing problem 244 7.2. Logarithmic Laplace transform and convex perturbations 249 7.3. Klartag’s solution to the isomorphic slicing problem 251 7.4. Isotropic position and the reverse Santal´o inequality 254 7.5. Volume radius of the centroid bodies 256 7.6. Notes and references 270
Chapter 8. Tail estimates for linear functionals 271 8.1. Covering numbers of the centroid bodies 273 8.2. Volume radius of the ψ2-body 284 8.3. Distribution of the ψ2-norm 292 8.4. Super-Gaussian directions 298 8.5. ψα-estimates for marginals of isotropic log-concave measures 301 8.6. Further reading 304 8.7. Notes and references 310
Chapter 9. M and M ∗-estimates 313 9.1. Mean width in the isotropic case 313 9.2. Estimates for M(K) in the isotropic case 322 9.3. Further reading 330 9.4. Notes and references 332
Chapter 10. Approximating the covariance matrix 333 10.1. Optimal estimate 334 10.2. Further reading 349 10.3. Notes and references 354
Chapter 11. Random polytopes in isotropic convex bodies 357 11.1. Lower bound for the expected volume radius 358 CONTENTS vii
11.2. Linear number of points 363 11.3. Asymptotic shape 367 11.4. Isotropic constant 377 11.5. Further reading 381 11.6. Notes and references 387 Chapter 12. Central limit problem and the thin shell conjecture 389 12.1. From the thin shell estimate to Gaussian marginals 391 12.2. The log-concave case 397 12.3. The thin shell conjecture 402 12.4. The thin shell conjecture in the unconditional case 407 12.5. Thin shell conjecture and the hyperplane conjecture 415 12.6. Notes and references 422 Chapter 13. The thin shell estimate 425 13.1. The method of proof and Fleury’s estimate 427 13.2. The thin shell estimate of Gu´edon and E. Milman 436 13.3. Notes and references 458 Chapter 14. Kannan-Lov´asz-Simonovits conjecture 461 14.1. Isoperimetric constants for log-concave probability measures 462 14.2. Equivalence of the isoperimetric constants 473 14.3. Stability of the Cheeger constant 477 14.4. The conjecture and the first lower bounds 480 14.5. Poincar´e constant in the unconditional case 485 14.6. KLS-conjecture and the thin shell conjecture 486 14.7. Further reading 505 14.8. Notes and references 509 Chapter 15. Infimum convolution inequalities and concentration 511 15.1. Property (τ) 512 15.2. Infimum convolution conjecture 523 15.3. Concentration inequalities 527 15.4. Comparison of weak and strong moments 533 15.5. Further reading 535 15.6. Notes and references 546 Chapter 16. Information theory and the hyperplane conjecture 549 16.1. Entropy gap and the isotropic constant 550 16.2. Entropy jumps for log-concave random vectors with spectral gap 552 16.3. Further reading 559 16.4. Notes and references 562
Bibliography 565 Subject Index 585 Author Index 591
Preface
Asymptotic convex geometry may be described as the study of convex bodies from a geometric and analytic point of view, with an emphasis on the dependence of various parameters on the dimension. This theory stands at the intersection of classical convex geometry and the local theory of Banach spaces, but it is also closely linked to many other fields, such as probability theory, partial differential equations, Riemannian geometry, harmonic analysis and combinatorics. The aim of this book is to introduce a number of basic questions regarding the distribution of volume in high-dimensional convex bodies and to provide an up to date account of the progress that has been made in the last fifteen years. It is now understood that the convexity assumption forces most of the volume of a body to be concen- trated in some canonical way and the main question is whether, under some natural normalization, the answer to many fundamental questions should be independent of the dimension. One such normalization, that in many cases facilitates the study of volume distribution, is the isotropic position. A convex body K in Rn is called isotropic if it has volume 1, barycenter at the origin, and its inertia matrix is a multiple of the identity: there exists a constant LK > 0 such that 2 2 x, θ dx = LK K for every θ in the Euclidean unit sphere Sn−1. It is easily verified that the affine class of any convex body K contains a unique, up to orthogonal transformations, isotropic convex body; this is the isotropic position of K. A first example of the role and significance of the isotropic position may be given through the hyperplane conjecture (or slicing problem), which is one of the main problems in the asymptotic theory of convex bodies, and asks if there exists an absolute constant c>0such ⊥ n that maxθ∈Sn−1 |K ∩ θ | c for every convex body K of volume 1 in R that has barycenter at the origin. This question was posed by Bourgain [99], who was interested in finding Lp-bounds for maximal operators defined in terms of arbitrary convex bodies. It is not so hard to check that answering his question affirmatively is equivalent to the following statement: Isotropic constant conjecture. There exists an absolute constant C>0 such that n Ln := max{LK : K is isotropic in R } C. This problem became well-known due to an article of V. Milman and Pajor which remains a classical reference on the subject. Around the same time, K. Ball showed in his PhD Thesis that the notion of the isotropic constant and the conjec- ture can be reformulated in the language of logarithmically-concave (or log-concave
ix xPREFACE for short) measures; however, without the problem becoming essentially more gen- eral. Let us note here that a finite Borel measure μ on Rn is called log-concave if, for any λ ∈ (0, 1) and any compact subsets A, B of Rn,wehave μ(λA +(1− λ)B) μ(A)λμ(B)1−λ; note also that the indicator function of a convex body is the density (with respect to the Lebesgue measure) of a compactly supported log-concave measure, but that not all log-concave measures are compactly supported. Isotropic convex bodies now form a genuine subclass of isotropic log-concave measures, but several properties and results that (may) hold for this subclass, including the boundedness or not of the isotropic constants, immediately translate in the setting of log-concave√ mea- 4 sures. Around 1990, Bourgain obtained the upper bound√ Ln c n log n and, in 4 2006, this estimate was improved by Klartag to Ln c n. The problem remains open and has become the starting point for many other questions and challenging conjectures in high-dimensional geometry, one of those being the central limit problem. The latter in the asymptotic theory of convex bodies means the task to identify those high-dimensional distributions which have approximately Gaussian marginals. It is a question inspired by a general fact that has appeared more than once in the literature and states that, if μ is an isotropic probability measure on Rn which satisfies the thin shell condition √ μ x2 − n ε ε n−1 for some ε ∈√(0, 1), then, for all directions θ in a subset A of S with σ(A) 1 − exp(−c1 n), one has −α |μ ({x : x, θ t}) − Φ(t)| c2(ε + n ) for all t ∈ R, where Φ(t) is the standard Gaussian distribution function and c1,c2,α > 0are absolute constants. Thus, the central limit problem is reduced to the question of identifying those high-dimensional distributions that satisfy a thin shell condition. It was the work of Anttila, Ball and Perissinaki that made this type of statement widely known in the context of isotropic convex bodies or, more generally, log- concave distributions. One of the main results in this area, first proved by Klartag in a breakthrough work, states that the assumption of log-concavity guarantees a thin shell bound, and hence an affirmative answer to the central limit problem. In fact, the following quantitative conjecture has been proposed. Thin shell conjecture. There exists an absolute constant C>0 such that, for any n 1 and any isotropic log-concave measure μ on Rn, one has √ 2 − 2 2 σμ := x 2 n dμ(x) C . Rn
A third conjecture concerns the Cheeger constant Isμ of an isotropic log-concave measure μ which is defined as the best constant κ 0 such that μ+(A) κ min{μ(A), 1 − μ(A)} for every Borel subset A of Rn,andwhere μ(A ) − μ(A) μ+(A) := lim inf ε ε→0+ ε is the Minkowski content of A (also, Aε := {x :dist(x, A) <ε} is the ε-extension of A). PREFACE xi
Kannan-Lov´asz-Simonovits conjecture. There exists an absolute constant c> 0 such that n Isn := min{Isμ : μ is isotropic log-concave measure on R } c.
Another way to formulate this conjecture is to ask if there exists an absolute constant c>0 such that, for every isotropic log-concave measure μ on Rn and for every smooth function ϕ with Rn ϕdμ= 0, one has 2 ∇ 2 c ϕ dμ ϕ 2dμ. Rn Rn We then say that μ satisfies the Poincar´einequalitywith constant c>0. The equivalence of the two formulations can be seen by checking that ∇ϕ2dμ Is2 inf inf 2 . μ μ ϕ ϕ2dμ
In this book we discuss these three conjectures and what is currently known about them, as well as other problems that are related to and arise from them. We now give a brief account of the contents of every chapter; more details can be found in the introduction of each individual chapter. In Chapters 2–4, we present the hyperplane conjecture and the first attempts to an answer. This presentation is given in the more general setting of logarithmically concave probability measures, which are introduced in Chapter 2 along with their main concentration properties. Some of these properties follow immediately from the Brunn-Minkowski inequality (more precisely, from Borell’s lemma) and can be expressed in the form of reverse H¨older inequalities for seminorms: if f : Rn → R is a seminorm, then, for every Rn log-concave probability measure μ on , one has f ψ1(μ) c f L1(μ),where | | α f ψα(μ) =inf t>0: exp(( f /t) ) dμ 2 is the Orlicz ψα-norm of f with respect to μ, α ∈ [1, 2]. Isotropic log-concave measures are the log-concave probability measures μ that have barycenter at the origin and satisfy the isotropic condition x, θ 2dμ(x)=1 Rn for every θ ∈ Sn−1. The isotropic constant of a measure μ in this class is defined as 1/n 1/n Lμ := sup f(x) (f(0)) , x∈Rn where f is the log-concave density of μ. K. Ball introduced a family of convex bodies Kp(μ), p 1, that can be associated with a given log-concave measure μ and showed that these bodies allow us to reduce the study of log-concave measures to that of convex bodies, but also enable us to use tools from the broader class of measures to tackle problems that have naturally, or merely initially, been formulated for bodies. A first example of their use, as mentioned above, is the fact that studying the magnitude of the isotropic constant of log-concave measures is completely equivalent to the respective task inside the more restricted class of convex bodies. xii PREFACE
The isotropic constant conjecture is discussed in detail in Chapter 3; it reads that there exists an absolute constant C>0 such that
Lμ C for every n 1 and every log-concave measure μ on Rn. In order to understand its equivalence to the hyperplane conjecture we formulated above, we recall that
n max{LK : K is an isotropic convex body in R } n sup{Lμ : μ is an isotropic log-concave measure on R }, and then we have to explain the relation of the moments of inertia of a centered convex body to the volume of its hyperplane sections passing through the origin. In particular, in Section 3.1.2 we show that, if K is an isotropic convex body in Rn, then for every θ ∈ Sn−1 we have c c 1 |K ∩ θ⊥| 2 , LK LK where c1,c2 > 0 are absolute constants, and, thus, all hyperplane sections through the barycenter of K have approximately the same volume, this volume being large enough if and only if LK is small enough. The hyperplane conjecture is also equivalent to the asymptotic versions of several classical problems in convex ge- ometry. We discuss two of them: Sylvester’s problem on the expected volume of a random simplex contained in a convex body and the Busemann-Petty√ prob- 4 lem. In Sections 3.3 and 3.4 we discuss Bourgain’s upper bound LK C n log n for the isotropic constant of convex bodies K in Rn. We describe two proofs of Bourgain’s result. A key observation is that, if K is an isotropic convex body in Rn, then, as we saw above for every log-concave probability measure μ, one has · · ∈ n−1 ,θ ψ1(K) C ,θ L1(K) CLK for all θ S ,whereC>0 is an absolute constant. In fact, Alesker’s theorem shows that one has a stronger√ ψ2-estimate for the function f(x)= x 2: one has f ψ2(K) C f L2(K) C nLK .Markov’s inequality then implies exponential concentration of the mass√ of K in a strip of width CLK and normal concentration in a ball of radius C nLK . Chapter 4 is devoted to some partial affirmative answers to the hyperplane conjecture that were obtained soon after the problem became known. In order to make this statement more precise, we say that a class C of centered convex bodies satisfies the hyperplane conjecture uniformly if there exists a positive constant C such that LK C for all K ∈C. The hyperplane conjecture has been verified for several important classes of convex bodies. A first example is the class of unconditional convex bodies; these are the centrally symmetric convex bodies K in Rn that have a position that is symmetric with respect to the standard coordinate subspaces, namely they have a position K˜ such that, if (x1,...,xn) belongs to K˜ , n then ( 1x1,..., nxn) also belongs to K˜ for every ( 1,..., n) ∈{−1, 1} .Theclass of unconditional convex bodies will appear often in this book, mainly as a model for results or conjectures regarding the general cases. In this chapter, we also describe uniform bounds for the isotropic constants of some other classes of convex bodies and we give simple geometric proofs of the best known estimates for the isotropic constants of polytopes with N vertices or polyhedra with N facets, estimates that are logarithmic in N. In Chapters 5–7, we discuss more recent approaches to the slicing problem and some very useful tools that have been developed for these approaches as well as for PREFACE xiii related problems in the theory. Bourgain’s approach exploited the ψ1-information we have for the behavior of the linear functionals x → x, θ on an isotropic convex body. The aim to understand the distribution of linear functionals in an isotropic convex body or, more precisely, the behavior of their Lq-norms with respect to the uniform measure on the body, has been furthered by the introduction of the family of Lq-centroid bodies of a convex body K of volume 1 or, more generally, of a log-concave probability measure μ. For every q 1, the Lq-centroid body Zq(K)of K or, respectively, the Lq-centroid body Zq(μ)ofμ is defined through its support function, which is given by 1/q · | |q hZq (K)(y):= ,y Lq(K) = x, y dx , K 1/q · | |q or by hZq (μ)(y):= ,y Lq(μ) = x, y dμ(x) , respectively, for every vector y. Note that, according to our normalization, a convex n body K of volume 1 in R is isotropic if and only if it is centered and Z2(K)= n Rn LK B2 and, respectively, a log-concave probability measure μ on is isotropic n ifandonlyifitiscenteredandZ2(μ)=B2 . The development of an asymptotic theory for this family of bodies, and for their behavior as q increases from 2 up to the dimension n, was initiated by Paouris and has proved to be a very fruitful idea. In Chapter 5 we present the basic properties of the family {Lq(μ):q 2} of the centroid bodies of a centered log-concave probability measure μ on Rn and prove some fundamental formulas. The first main application of this theory is a striking and very useful deviation inequality of Paouris: for every isotropic log-concave probability measure μ on Rn one has √ √ n μ({x ∈ R : x2 ct n}) exp −t n for every t 1, where c>0 is an absolute constant. This is a consequence of the following statement: there exists an absolute constant C1 > 0 such that, if μ is an isotropic log-concave measure on Rn,then
(1) Iq(μ) C1I2(μ) √ for every q n,whereIq(μ) is defined by