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1. CMB Online first
| A Short Proof of Paouris' Inequality We give a short proof of a result of G.~Paouris on
the tail behaviour of the Euclidean norm $|X|$ of an isotropic
log-concave random vector $X\in\mathbb{R}^n,$
stating that for every $t\geq 1$,
\[\mathbb{P} \big( |X|\geq ct\sqrt n\big)\leq \exp(-t\sqrt n).\]
More precisely we show that for any log-concave random vector $X$
and any $p\geq 1$,
\[(\mathbb{E}|X|^p)^{1/p}\sim \mathbb{E} |X|+\sup_{z\in
S^{n-1}}(\mathbb{E} |\langle
z,X\rangle|^p)^{1/p}.\]
Keywords:log-concave random vectors, deviation inequalities Categories:46B06, 46B09, 52A23 |

