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arXiv · 1906.03208

Hypercontractivity and Lower Deviation Estimates in Normed Spaces

Grigoris Paouris·Konstantin Tikhomirov·Petros Valettas
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Abstract

We consider the problem of estimating small ball probabilities $\mathbb P\{f(G) \leqslant \delta \mathbb Ef(G)\}$ for sub-additive,positively homogeneous functions $f$ with respect to the Gaussian measure. We establish estimates that depend on global parameters of the underlying function which take into account analytic and statistical measures, such as the variance and the $L^1$-norms of its partial derivatives. This leads to dimension-dependent bounds for small ball and lower small deviation estimates for seminorms when the linear structure is appropriately chosen to optimize the aforementioned parameters. Our bounds are best possible up to numerical constants. In all regimes, $\|G\|_\infty = \max_{ i \leqslant n}|g_i|$ arises as an extremal case in this study. The proofs exploit the convexity and hypercontractivity properties of the Gaussian measure.

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Grigoris Paouris, Konstantin Tikhomirov, Petros Valettas. 2019-06-07. Hypercontractivity and Lower Deviation Estimates in Normed Spaces. https://arxiv.org/abs/1906.03208

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