Approximately gaussian marginals and the hyperplane conjecture

Ronen Eldan, Bo'az Klartag

Introduction

Little is currently known about the uniform measure on a general high-dimensional convex body. Many aspects of the Euclidean ball or the unit cube are easy to analyze, yet it is difficult to answer even some of the simplest questions regarding arbitrary convex bodies, lacking symmetries and structure. For example,

Here, of course, VolkVol_{k} stands for kk-dimensional volume. A convex body is a bounded, open convex set. Question 1.1 is referred to as the “slicing problem” or the “hyperplane conjecture”, and was raised by Bourgain in relation to the maximal function in high dimensions. It was demonstrated by Ball that Question 1.1 and similar questions are most naturally formulated in the broader class of logarithmically concave densities.

where ff is the log-concave density of μ\mu. It is well-known (see, e.g., [17, Lemma 3.1]) that Lf>cL_{f}>c, for some universal constant c>0c>0. Define

for a universal constant C>0C>0. Again, up to a universal constant, one may restrict attention in (2) to random vectors that are distributed uniformly in centrally-symmetric convex bodies. This essentially follows from the same technique as in the case of the parameter LnL_{n} mentioned above.

The importance of the parameter σn\sigma_{n} stems from the central limit theorem for convex bodies . This theorem asserts that most of the one-dimensional marginals of an isotropic, log-concave random vector are approximately gaussian. The Kolmogorov distance to the standard gaussian distribution of a typical marginal has roughly the order of magnitude of σn/n\sigma_{n}/\sqrt{n}. Therefore, the conjectured bound (3) actually concerns the quality of the gaussian approximation to the marginals of high-dimensional log-concave measures. Our main result reads as follows:

Inequality 1.1 may be sharpened, in view of Lemma 1.3, to the bound

for a universal constant C>0C>0. This is explained in the proof of Inequality 1.1 in Section 3. Our argument involves a certain Riemannian structure, which is presented in Section 2.

We write φ\nabla\varphi for the gradient of the function φ\varphi, and 2φ\nabla^{2}\varphi for the hessian matrix. For θSn1\theta\in S^{n-1} we write θ\partial_{\theta} for differentiation in direction θ\theta, and θθ(φ)=θ(θφ)\partial_{\theta\theta}(\varphi)=\partial_{\theta}(\partial_{\theta}\varphi).

Acknowledgements. We would like to thank Daniel Dadush, Vitali Milman, Leonid Polterovich, Misha Sodin and Boris Tsirelson for interesting discussions related to this work, and to Shahar Mendelson for pointing out that there is a difference between extremal points and exposed points.

A Riemannian metric associated with a convex body

where b(μξ)b(\mu_{\xi}) is the barycenter of the probability measure μξ\mu_{\xi} and Cov(μξ)Cov(\mu_{\xi}) is the covariance matrix. We learned the following lemma from Gromov’s work . A proof is provided for the reader’s convenience.

Suppose X=(U,g,Ψ,x0)X=(U,g,\Psi,x_{0}) and Y=(V,h,Φ,y0)Y=(V,h,\Phi,y_{0}) are Riemannian packages. A map φ:UV\varphi:U\rightarrow V is an isomorphism of XX and YY if the following conditions hold:

φ\varphi is a Riemannian isometry between the Riemannian manifolds (U,g)(U,g) and (V,h)(V,h).

Φ(φ(x))=Ψ(x)\Phi(\varphi(x))=\Psi(x) for any xUx\in U.

When such an isomorphism exists we say that XX and YY are isomorphic, and we write XYX\cong Y.

Let us describe an additional construction of the same Riemannian package associated with μ\mu, a construction which is dual to the one mentioned above. Consider the Legendre transform

Then hμh_{\mu} is a Riemannian metric on KK. Note the identity

A moment of reflection reveals that the definition (12) of the positive-definite bilinear form gξg_{\xi} is equivalent to the definition (10) given above. Additionally, there exists a linear operator Aξ:VVA_{\xi}:V^{*}\rightarrow V^{*}, which is self-adjoint and positive-definite with respect to the bilinear form g0g_{0}, that satisfies

Hence we may define Ψ(ξ)=logdetAξ\Psi(\xi)=\log\det A_{\xi}, which coincides with the definition (11) of Ψμ\Psi_{\mu} above. Therefore, Xμ=(V,g,Ψ,0)X_{\mu}=(V^{*},g,\Psi,0) is the Riemannian package associated with μ\mu. Back to the lemma, we see that XμX_{\mu} is constructed from exactly the same data as XνX_{\nu}, hence they must be isomorphic. \square

Proof: The only difference from Lemma 2.3 is that the map TT is assumed to be affine, and not linear. It is clearly enough to deal with the case where TT is a translation, i.e.,

Suppose X=(U,g,Ψ,ξ0)X=(U,g,\Psi,\xi_{0}) is an nn-dimensional Riemannian package of log-concave type. Let ξ1U\xi_{1}\in U. Denote

In order to prove the lemma, we need to demonstrate that

In order to see that φ\varphi is indeed an isomorphism, note that (15) yields

Inequalities

This proves the inequality on the left in (5). Regarding the inequality on the right, we use the bound

which follows from Paouris theorem . Here 1X>Cn1_{|X|>C\sqrt{n}} is the random variable that equals one when X>Cn|X|>C\sqrt{n} and vanishes otherwise. Apply again the identity X2n=(Xn)(X+n)|X|^{2}-n=(|X|-\sqrt{n})(|X|+\sqrt{n}) to conclude that

Suppose X=(U,g,Ψ,ξ0)X=(U,g,\Psi,\xi_{0}) is an nn-dimensional Riemannian package of log-concave type. Then, for any ξU\xi\in U,

Proof: Suppose first that ξ=ξ0\xi=\xi_{0}. We need to establish the bound

Since μ\mu is isotropic, 2Λμ(0)=Cov(μ)=Id\nabla^{2}\Lambda_{\mu}(0)=Cov(\mu)=Id, where IdId is the identity matrix. Consequently, the desired bound (20) is equivalent to

A straightforward computation shows that θlogdet2Λμ(ξ)\partial_{\theta}\log\det\nabla^{2}\Lambda_{\mu}(\xi) equals the trace of the matrix (2Λμ(ξ))12θΛμ(ξ)\left(\nabla^{2}\Lambda_{\mu}(\xi)\right)^{-1}\nabla^{2}\partial_{\theta}\Lambda_{\mu}(\xi). Since μ\mu is isotropic,

where d(ξ,η)d(\xi,\eta) is the Riemannian distance between ξ\xi and η\eta, with respect to the Riemannian metric gμg_{\mu}. In particular, when the barycenter of μ\mu lies at the origin,

Proof: The bound (21) is obvious when ξ=η\xi=\eta. When ξη\xi\neq\eta, we need to exhibit a path from η\eta to ξ\xi whose Riemannian length is at most the expression on the right in (21). Set θ=(ξη)/ξη\theta=(\xi-\eta)/|\xi-\eta| and R=ξηR=|\xi-\eta|. Consider the interval

This path connects η\eta and ξ\xi, and its Riemannian length is

according to the Cauchy-Schwartz inequality. Clearly, 0Rdt/(2Rt)=log21\int_{0}^{R}dt/(2R-t)=\log 2\leq 1. Regarding the other integral, recall Taylor’s formula with integral remainder:

The inequality (21) is thus proven. Furthermore, Λ(0)=0\Lambda(0)=0, and when the barycenter of μ\mu lies at the origin, also Λ(0)=0\nabla\Lambda(0)=0. Thus (22) follows from (21). \square

Proof: It suffices to prove the lemma under the additional assumption that tt is an integer. According to Lemma 22,

Note that the restriction of Λ\Lambda to the subspace EE is the logarithmic Laplace transform of (ProjE)μ(Proj_{E})_{*}\mu. It is proven in [17, Lemma 2.8] that

Since KtBtK_{t}\subseteq B_{t}, the bound (23) follows. \square

Since Ψμ(ξ)=logdet2Λμ(ξ)\Psi_{\mu}(\xi)=\log\det\nabla^{2}\Lambda_{\mu}(\xi) and Ψμ(0)=0\Psi_{\mu}(0)=0, then

as Λμ\Lambda_{\mu} is convex and hence det2Λμ(ξ)0\det\nabla^{2}\Lambda_{\mu}(\xi)\geq 0 for all ξ\xi. Lemma 3.3 yields that

thanks to Lemma 3.4. In view of (1), the bound LnCσnL_{n}\leq C\underline{\sigma}_{n} is proven. The desired inequality (4) now follows from Lemma 1.3. \square

where σn1\sigma_{n-1} is the uniform Lebesgue probability measure on the sphere Sn1S^{n-1}, and C>0C>0 is a universal constant.

is a homogenous, harmonic polynomial of degree three. In other words, the restriction FSn1F|_{S^{n-1}} decomposes into spherical harmonics as

Since spherical harmonics of different degrees are orthogonal to each other,

admits tight concentration bounds. For instance,

References