The **[thin shell conjecture](https://core.ac.uk/download/pdf/82335758.pdf)** states that there exist universal constants $C,c>0$ such that every logconcave isotropic random vector $X$ in every Euclidean space $\mathbb{R}^n$ satisfies


$$\mathbb{P}\Big\{\big|\|X\|\_2-\sqrt{n}\big|\geq t\Big\}\leq Ce^{-ct}\qquad \forall t\geq0.$$


That is, most of the probability mass resides in a constant-thickened sphere of radius $\sqrt{n}$, i.e, a "thin shell." A random vector $X$ in $\mathbb{R}^n$ is said to be **sub-exponential** if there exist constants $c\_1,c\_2>0$ such that


$$\mathbb{P}\{|\langle X,v\rangle|\geq t\}\leq c\_1e^{-c\_2t} \qquad \forall v\in S^{n-1}, ~t\geq0.$$


One may verify that every logconcave isotropic distribution is sub-exponential with $c\_1=1$ and $c\_2$ being the reciprocal of [Paouris' constant](http://www.math.tamu.edu/~grigoris/BNest_cor.pdf).


**Question:** Does there exist a sequence of random vectors of increasing dimension that are isotropic and sub-exponential with fixed constants $c\_1,c\_2>0$, but fail to reside in thin shells?


While I'm having difficulty producing such a counterexample, I never read about the thin shell conjecture beyond logconcave distributions, so perhaps a counterexample is known. Or maybe any sub-exponential counterexample can be transformed into a logconcave counterexample?



Is there a counterexample to the Thin Shell Conjecture for sub-exponential distributions?
Ahh, just take $X$ to be $0$ with probability $1/2$ and otherwise draw uniformly from the sphere of radius $\sqrt{2n}$.


If the support of the distribution were convex, then it wouldn't be able to "skip" the thin shell. I guess this is why logconcavity is important.


