Gaussian Gram matrix concentration on a fixed subspace
ID: gaussian-gram-matrix-concentration-on-a-fixed-subspace
For with independent standard Gaussian rows in dimension , combine a constant-radius sphere metric net, the quadratic form net bound, the chi-squared concentration inequality, and a union bound. This gives for a numerical . Taking larger than a constant times gives exponential decay in . The subspace is fixed, so no union over supports is needed.
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