Let μ be a Borel probability measure on Rn with finite second moments. Its covariance matrix is
Cov(μ) := ∫Rn(x−m)(x−m)Tdμ(x),m:=∫Rnxdμ(x).
Convex bodies
If K⊂Rn is a convex body, let λK be the uniform probability measure on K and abbreviate
Cov(K):=Cov(λK).
The isotropic constant of K is
LK := (Voln(K)2detCov(K))1/(2n).
This quantity is invariant under invertible affine maps.
Define
Lnbody := sup{LK: K⊂Rn a convex body}.
Log-concave probability measures
If μ is absolutely continuous with density f, its (differential) entropy is
Ent(μ) := −∫Rnflogf.
For an absolutely-continuous log-concave probability measure μ on Rn, define its isotropic constant by
Lμ := e−Ent(μ)/n⋅det(Cov(μ))1/(2n).
(If μ is log-concave but supported on a proper affine subspace, define Lμ in that subspace.)
If K is a convex body, then λK has constant density 1/Voln(K) on K, hence
Ent(λK)=logVoln(K), and therefore
LλK:=e−log(Voln(K))/n⋅det(Cov(K))1/(2n):=(Voln(K)2detCov(K))1/(2n):=LK.
Define
Lnlc := sup{Lμ: μ log-concave on Rn},C20b := n≥1supLnlc.
The isotropic constant problem asked whether C20b<∞ (i.e. whether Lμ is bounded by a universal constant,
independent of the dimension). This is now known to be true.