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Mar 6 at 3:05 vote accept MMH
Mar 6 at 3:05
Mar 5 at 0:13 comment added Christian Remling To elaborate on Iosif's comment, $E\|\eta\|^2=d$, so $E\|\eta\|<\sqrt{d}$ by Cauchy-Schwarz, without a calculation (clearly equality is impossible here), and the exact value could also easily be found (in terms of $\Gamma$ functions) by using the $\chi^2(d)$-distribution.
Mar 4 at 21:48 comment added Iosif Pinelis Just a very small point: $E\|\eta\|$ is asymptotic, but not equal, to $\sqrt d$.
Mar 4 at 18:27 vote accept MMH
Mar 4 at 21:23
Mar 4 at 18:02 comment added Kostya_I @PierrePC, ouch, thanks! I changed $\theta_{Kostya}$ to $\nu$.
Mar 4 at 18:00 history edited Kostya_I CC BY-SA 4.0
added 39 characters in body
Mar 4 at 16:58 comment added Pierre PC For all $\delta>0$, there exists $C>0$ such that for all $\theta_\mathrm{MMH}\sqrt d\geq\delta$, the expectation is bounded above by $C\sin(\theta_{Kostya})\sqrt d$ and below by $C\sin(\theta_{Kostya})\sqrt d$. So $\theta_\mathrm{MMH}$ can go to zero or to one and we still have a sharp bound, provided the dimension does to infinity fast enough.
Mar 4 at 16:54 comment added MMH @PierrePC. I see. you are right. I am not sure I understand your second part of your comment.
Mar 4 at 16:53 vote accept MMH
Mar 4 at 16:54
Mar 4 at 16:41 comment added Pierre PC I think $\theta_\mathrm{MMH}=\cos(\theta_\mathrm{Kostya})$. I just want to add that this looks like it holds for $\theta$ fixed, but we will still have inequalities up to constants in both directions over a domain where $\theta_\mathrm{MMH}\sqrt d$ is uniformly bounded below.
Mar 4 at 16:32 history answered Kostya_I CC BY-SA 4.0