Random vectors in the isotropic position

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Abstract: Let y be a random vector in n, satisfying Bbb E , ens{y} = id. Let M be a natural number and let y1etcyM be independent copies of y. We prove that for some absolute constant C enor{frac{1}{M} sum_i ens{y_i} - id} le C cdot frac{sqrt{log M}}{sqrt{M}} cdot left ( enor{y}^{log M} ight )^{1/ log M}, provided that the last expression is smaller than 1. We apply this estimate to obtain a new proof of a result of Bourgain concerning the number of random points needed to bring a convex body into a nearly isotropic position.




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