The operator norm on a net
ProofIntermediate⏱ 30 minHigh-Dim Probabilitynetoperator normapproximation
Problem
Let be an -net of with . Prove that for any ,
For a symmetric , prove the analogous statement for the quadratic form with when .
Write a complete argument. Every inequality you use should be one you could state precisely.
Hints
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Solution
Opening this before you have a real attempt on paper is the fastest way to feel like you understand something you cannot reproduce.
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