Prove the Johnson–Lindenstrauss lemma
ProofGraduate⏱ 3 hoursHigh-Dim Probabilityjohnson-lindenstraussunion boundconcentrationflagship
Problem
Prove the Johnson–Lindenstrauss lemma from first principles: for any and , if has i.i.d. entries and , then with probability at least ,
Your proof must establish the single-vector concentration statement, not merely cite it, and must state clearly where the independence and the fixed-in-advance point set are used.
Write a complete argument. Every inequality you use should be one you could state precisely.
Hints
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Solution
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