Dual $L_p$ John ellipsoids for general measures

Abstract

The dual $L_p$ John ellipsoid, including the classical Löwner and Legendre ellipsoids, arises as the solution to a certain optimization problem. In this paper, we consider a broad extension within the framework of the dual weighted $L_p$ Brunn-Minkowski theory. A variational formula for general measures with locally integrable densities, under $L_p$-harmonic radial combinations, is established. This leads us to propose a corresponding optimization problem for general measures. We prove the existence, uniqueness and characterization of the solution to this problem, which defines a new type of ellipsoid. This ellipsoid extends the dual $L_p$ John ellipsoid to a significantly general more setting, including Gaussian measures. The related geometric inequalities and the $L_p$ Löwner inclusion for general measures are also given.

21 pages