On the structure of marginals in high dimensions

Daniel Bartl, Shahar Mendelson

Let $G,G_1,\dots ,G_N$ be independent copies of a standard gaussian random vector in ${\mathbb{R}}^d$ and denote by $\Gamma ={\sum }_{i=1}^N⟨G_i,\cdot ⟩e_i$ the standard gaussi…