A Berry-Esseen type inequality for convex bodies with an unconditional basis

Suppose X = (X1, . . . , Xn) is a random vector, distributed uniformly in a convex body \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${K \subset \mathbb R^n}$$\end{document} . We assume the normalization \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb E X_i^2 = 1}$$\end{document} for i = 1, . . . , n. The body K is further required to be invariant under coordinate reflections, that is, we assume that (±X1, . . . , ±Xn) has the same distribution as (X1, . . . , Xn) for any choice of signs. Then, we show that\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$ \mathbb E \left( \, |X| - \sqrt{n} \, \right)^2 \leq C^2,$$\end{document}where C  ≤  4 is a positive universal constant, and | · | is the standard Euclidean norm in \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$${\mathbb R^n}$$\end{document} . The estimate is tight, up to the value of the constant. It leads to a Berry-Esseen type bound in the central limit theorem for unconditional convex bodies.