Small-ball bound for the distance of a Gaussian column to the span of the others: $\mathbb P\{\operatorname{dist}(a_j,H_j)^2\le u\}\le (eu/(N-n+1))^{(N-n+1)/2}$

Initializing...

Small-ball bound for the distance of a Gaussian column to the span of the others: $\mathbb P\{\operatorname{dist}(a_j,H_j)^2\le u\}\le (eu/(N-n+1))^{(N-n+1)/2}$ · Prove2Me