Generalized Dual Sudakov Minoration via Dimension Reduction - A Program
Abstract
We propose a program for establishing a conjectural extension to the class of (origin-symmetric) log-concave probability measures μ, of the classical dual Sudakov Minoration on the expectation of the supremum of a Gaussian process: equation eq:abstract M(Zp(μ), C ∫ ||x||K dμ · K) ≤ (C p) \;\;\, ∀ p ≥ 1 . equation Here K is an origin-symmetric convex body, Zp(μ) is the Lp-centroid body associated to μ, M(A,B) is the packing-number of B in A, and C > 0 is a universal constant. The Program consists of first establishing a Weak Generalized Dual Sudakov Minoration, involving the dimension n of the ambient space, which is then self-improved to a dimension-free estimate after applying a dimension-reduction step. The latter step may be thought of as a conjectural "small-ball one-sided" variant of the Johnson--Lindenstrauss dimension-reduction lemma. We establish the Weak Generalized Dual Sudakov Minoration for a variety of log-concave probability measures and convex bodies (for instance, this step is fully resolved assuming a positive answer to the Slicing Problem). The Separation Dimension-Reduction step is fully established for ellipsoids and, up to logarithmic factors in the dimension, for cubes, resulting in a corresponding Generalized (regular) Dual Sudakov Minoration estimate for these bodies and arbitrary log-concave measures, which are shown to be (essentially) best-possible. Along the way, we establish a regular version of (eq:abstract) for all p ≥ n and provide a new direct proof of Sudakov Minoration via The Program.
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