English

Random embeddings with an almost Gaussian distortion

Functional Analysis 2022-07-13 v2 Probability

Abstract

Let XX be a symmetric, isotropic random vector in Rm\mathbb{R}^m and let X1...,XnX_1...,X_n be independent copies of XX. We show that under mild assumptions on X2\|X\|_2 (a suitable thin-shell bound) and on the tail-decay of the marginals X,u\langle X,u\rangle, the random matrix AA, whose columns are Xi/mX_i/\sqrt{m} exhibits a Gaussian-like behaviour in the following sense: for an arbitrary subset of TRnT\subset \mathbb{R}^n, the distortion suptTAt22t22\sup_{t \in T} | \|At\|_2^2 - \|t\|_2^2 | is almost the same as if AA were a Gaussian matrix. A simple outcome of our result is that if XX is a symmetric, isotropic, log-concave random vector and nmc1(α)nαn \leq m \leq c_1(\alpha)n^\alpha for some α>1\alpha>1, then with high probability, the extremal singular values of AA satisfy the optimal estimate: 1c2(α)n/mλminλmax1+c2(α)n/m1-c_2(\alpha) \sqrt{n/m} \leq \lambda_{\rm min} \leq \lambda_{\rm max} \leq 1+c_2(\alpha) \sqrt{n/m}.

Keywords

Cite

@article{arxiv.2106.15173,
  title  = {Random embeddings with an almost Gaussian distortion},
  author = {Daniel Bartl and Shahar Mendelson},
  journal= {arXiv preprint arXiv:2106.15173},
  year   = {2022}
}
R2 v1 2026-06-24T03:42:14.344Z