A symmetric random variable is called a Gaussian mixture if it has the same distribution as the product of two independent random variables, one being positive and the other a standard Gaussian random variable. Examples of Gaussian mixtures include random variables with densities proportional to e −|t| p and symmetric p-stable random variables, where p ∈ (0, 2]. We obtain various sharp moment and entropy comparison estimates for weighted sums of independent Gaussian mixtures and investigate extensions of the B-inequality and the Gaussian correlation inequality in the context of Gaussian mixtures. We also obtain a correlation inequality for symmetric geodesically convex sets in the unit sphere equipped with the normalized surface area measure. We then apply these results to derive sharp constants in Khintchine inequalities for vectors uniformly distributed on the unit balls with respect to p-norms and provide short proofs to new and old comparison estimates for geometric parameters of sections and projections of such balls.2010 Mathematics Subject Classification. Primary: 60E15; Secondary: 52A20, 52A40, 94A17.
This article investigates sharp comparison of moments for various classes of random variables appearing in a geometric context. In the first part of our work we find the optimal constants in the Khintchine inequality for random vectors uniformly distributed on the unit ball of the space n q for q ∈ (2, ∞), complementing past works that treated q ∈ (0, 2] ∪ {∞}. As a byproduct of this result, we prove an extremal property for weighted sums of symmetric uniform distributions among all symmetric unimodal distributions. In the second part we provide a one-to-one correspondence between vectors of moments of symmetric log-concave functions and two simple classes of piecewise log-affine functions. These functions are shown to be the unique extremisers of the p-th moment functional, under the constraint of a finite number of other moments being fixed, which is a refinement of the description of extremisers provided by the generalised localisation theorem of Fradelizi and Guédon [Adv. Math. 204 (2006) no. 2, 509-529].
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