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Let Q be projection in $R^m$ of rank $n$. Let $X=(x_1,...,x_m)$ be a vector with i.i.d components, i.e. $x_1,..., x_n$ are independent and identical distributed. Suppose that probability of the Euclidean norm $P(\|QX\|>K)\leq \frac{1}{K^c}$ for $c>0$ and $K> n)$.

What we can say about $P(|x_i|>K), i=1,...,m$?

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    @ Dilip Sarwate: You are right. Tha$n$k you.2012-01-31

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