%0 Journal Article
%T Approximating the moments of marginals of high-dimensional distributions
%A Roman Vershynin
%J Mathematics
%D 2009
%I arXiv
%R 10.1214/10-AOP589
%X For probability distributions on $\mathbb{R}^n$, we study the optimal sample size N = N(n,p) that suffices to uniformly approximate the pth moments of all one-dimensional marginals. Under the assumption that the marginals have bounded 4p moments, we obtain the optimal bound $N=O(n^{p/2})$ for p > 2. This bound goes in the direction of bridging the two recent results: a theorem of Guedon and Rudelson [Adv. Math. 208 (2007) 798-823] which has an extra logarithmic factor in the sample size, and a result of Adamczak et al. [J. Amer. Math. Soc. 23 (2010) 535-561] which requires stronger subexponential moment assumptions.
%U http://arxiv.org/abs/0911.0391v4