An isomorphic Dvoretzky-Milman Theorem using general random ensembles
Shahar Mendelson

TL;DR
This paper introduces a broad class of non-Gaussian, non-spherical random ensembles that achieve optimal isomorphic estimates in the Dvoretzky-Milman Theorem, expanding the types of ensembles known to exhibit such behavior.
Contribution
It constructs the first non-Gaussian, non-spherical ensembles with heavy tails that attain the optimal isomorphic estimates in the Dvoretzky-Milman Theorem.
Findings
Constructed general random ensembles with optimal estimates
Ensembles do not require rotation invariance
Ensembles can be heavy-tailed
Abstract
We construct rather general random ensembles that yield the optimal (isomorphic) estimate in the Dvoretzky-Milman Theorem. This is the first construction of non gaussian/spherical ensembles that exhibit the optimal behaviour. The ensembles constructed here need not satisfy any rotation invariance and can be rather heavy-tailed.
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Taxonomy
TopicsStochastic processes and statistical mechanics · Bayesian Methods and Mixture Models · Financial Risk and Volatility Modeling
