Abstract

Let p≥1p\geq 1, $\eps >0$, $r\geq (1+\eps) p$, and XX be a (−1/r)(-1/r)-concave random vector in Rn\R^n with Euclidean norm ∣X∣|X|. We prove that $(\E |X|^{p})^{1/{p}}\leq c (C(\eps) \E|X|+σ_{p}(X))$, where $σ_{p}(X)=\sup_{|z|\leq 1}(\E|<z,X>|^{p})^{1/p}$, $C(\eps)$ depends only on $\eps$ and cc is a universal constant. Moreover, if in addition XX is centered then $(\E |X|^{-p})^{-1/{p}}\geq c(\eps) (\E|X| - C σ_{p}(X))$.

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