Sharp comparison of moments and the log-concave moment problem

Abstract

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 $\ell_q^n$ for $q\in(2,\infty)$, complementing past works that treated $q\in(0,2]\cup\{\infty\}$. 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 Gu\'edon [Adv. Math. 204 (2006) no. 2, 509-529].