Inequalities for convex functions of random points inside and on the boundary of convex bodies

Abstract

Let K be a convex body in Rd, and let I and B be random points uniformly distributed inside K and on its boundary, respectively. We prove that if d=2 and E I = E B, or if K is a circumscribed polytope with the center of the inscribed sphere coinciding with E I = E B, then I is dominated by B in the convex order. As a consequence, for any function φ convex in each argument, the expectation E φ(I1,…,Ik) does not exceed E φ(B1,…,Bk). This yields, in particular, an inequality between the moments of random chords E |I1 - I2|p ≤slant E |B1 - B2|p for all p ≥slant 1, confirming the Zaporozhets--Tarasov conjecture for the indicated class of bodies, and extends to inequalities for mean volumes of random simplices.

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