The Bourgain embedding theorem states that every -point metric space embeds into a Hilbert space with distortion at most ; the random-subset construction may be taken to have dimension .
We use the following finite Frechet embedding lemma. For every integer , an -point metric space has subsets such that
and, for every , some satisfies
Here is the probabilistic proof. Put . For every level , independently form
random subsets by including each point with probability .
Fix and put . Form open balls by taking to have radius and center for even and for odd . Consecutive balls are disjoint because their radii sum to at most . Partition the cardinality interval into
Among the cardinalities , either two consecutive ones lie in one interval, or some consecutive pair decreases. In either case there are such that, after orienting the pair appropriately,
At level , a random set hits with probability at least and misses the disjoint with probability at least . These events are independent, and when both occur the two distance-to-set values differ by at least . Thus one sample succeeds with probability at least . All samples at that level fail with probability at most
A union bound over the fewer than unordered pairs leaves a simultaneous successful choice. There are coordinates, proving the lemma.
Define
Every distance-to-set coordinate is one-Lipschitz, while the lemma supplies the lower bound. Hence
proving the Low-dimensional Frechet embedding into linfinity.
Take . Then , , and the distortion into is . Since
the identity has distortion . Composition gives
Finally let a -regular expander embed into with distortion at most . For , the identity
has distortion at most . Therefore the assumed lower bound gives
For , choose , so and
Adjusting the constant handles bounded , and exponentiation proves the Dimension lower bound for an expander embedded in linfinity
where depends only on and .
The Johnson–Lindenstrauss lemma says that for , every set of points in a Hilbert space admits a linear map into , where , such that every pairwise distance is multiplied by a factor in .
Let be a maximal -separated subset of the unit sphere . Maximality makes it a -net. The translates , , have disjoint interiors and lie in . Comparing -dimensional volumes gives
so
Put . For every , choose with . Then
and taking the supremum gives
The reverse triangle inequality gives
Thus is injective and the net estimate for a linear operator yields
For a standard normal , completing the square gives
With , set
Now . Its second derivative is bounded above on , so Taylor's theorem gives there. For , the elementary bound gives
This proves the first subgaussian concentration of the absolute Gaussian average estimate. The second estimate is supplied in the question.
For fixed , rotational invariance of a Gaussian vector gives
where the are independent standard normals. Hence
For the upper tail, the Chernoff bound and the preceding moment estimate give
Choosing gives ; the supplied negative-moment bound gives the same lower-tail estimate. Therefore
Fix and choose so that
Take a -net of with at most points. If , the union bound and the concentration estimate show that with positive probability the random map satisfies the required inequalities simultaneously on the net. The net estimate then proves the Almost-isometric Gaussian embedding from l2 into l1 with distortion below .
For the final claim, first apply the Bourgain embedding theorem to the given -point metric space, obtaining distortion in Euclidean dimension . Apply the Johnson–Lindenstrauss lemma to its image points, reducing the dimension to at constant additional distortion. Finally apply the preceding Gaussian construction with . The composition proves the Low-dimensional L1 embedding of a finite metric space: