Random vectors in the isotropic position

DOI10.1006/JFAN.1998.3384zbMATH Open0929.46021arXivmath/9608208OpenAlexW1967134148WikidataQ105583259 ScholiaQ105583259MaRDI QIDQ1294094FDOQ1294094

Mark Rudelson

Publication date: 11 January 2000

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Abstract: Let $y$ be a random vector in n, satisfying ${\displaystyle }$ Bbb E , ens{y} = id. ${\displaystyle }$ Let $M$ be a natural number and let $y_{1}etc{y}_M$ be independent copies of $y$. We prove that for some absolute constant $C$ ${\displaystyle }$ 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}, ${\displaystyle }$ 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.

Full work available at URL: https://arxiv.org/abs/math/9608208

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zbMATH Keywords

convex bodyisotropic positionapproximate John-decompositionsnoncommutative Khintchine inequality

Mathematics Subject Classification ID

Geometry and structure of normed linear spaces (46B20) Linear operators on function spaces (general) (47B38) Noncommutative measure and integration (46L51)

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