Moment inequalities and central limit properties of isotropic convex bodies

The object of our investigations are isotropic convex bodies , centred at the origin and normed to volume one, in arbitrary dimensions. We show that a certain subset of these bodies – specified by bounds on the second and fourth moments – is invariant under forming ‘expanded joinsrsquo;. Considering a body K as above as a probability space and taking , we define random variables on K. It is known that for subclasses of isotropic convex bodies satisfying a ‘concentration of mass property’, the distributions of these random variables are close to Gaussian distributions, for high dimensions n and ‘most’ directions . We show that this ‘central limit property’, which is known to hold with respect to convergence in law, is also true with respect to -convergence and -convergence of the corresponding densities. Received: 21 March 2001 / in final form: 17 October 2001 / Published online: 4 April 2002