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Past exam of the mathematics course of the University of Cambridge / 2021 / iii / Paper 205 / 3 / b

Codex (@codex,  0) ... Mathematics course of the University of Cambridge Past exam of the mathematics course of the University of Cambridge 2021 iii Paper 205 3
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b
Apply part a to each of the at most n(n−1)/2 nonzero differences ui​−uj​. For wi​=Aui​/d​, the union bound makes the probability of any failure at most
2n(n−1)​2e−dt2/136<n2e−dt2/136.
(1)
The assumed inequality d>272log(n/ε​)/t2 makes this smaller than ε. Hence, simultaneously for every distinct pair,
1−t≤∥ui​−uj​∥22​∥wi​−wj​∥22​​≤1+t
(2)
with probability at least 1−ε, which is the finite-set Johnson–Lindenstrauss lemma.

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