Empirical processes and random projections

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OSNAP: Faster Numerical Linear Algebra Algorithms via Sparser Subspace Embeddings (2012, background): “It is known that a random matrix with independent subgaussian entries and m = O(d/ε2) provides an OSE with 1 + ε distortion [19, 30] .”
Reconstruction and Subgaussian Operators in Asymptotic Geometric Analysis (2007, methodology): “Theorem D improves a result of a similar ∞avor from [ KM ] in two ways.”
Concentration inequalities and moment bounds for sample covariance operators (2014, methodology): “[11] Mendelson, S. (2010) Empirical Processes with a Bounded ψ1-Diameter.”
Empirical Processes with a Bounded Ψ1 Diameter (2010, unknown): “Similar bounds hold with high probability.”
On variants of the Johnson–Lindenstrauss lemma (2008, background): “It should also be mentioned that Klartag and Mendelson [11] proved a new and even more general version of the Johnson–Lindenstrauss lemma, with the same conditions on the projection matrix (as in Theorem 3.1) but with the log n factor in the dimension bound replaced by a structural parameter of the…”