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We prove that for every there exists $C_\epsilon\in (0,\infty)(X,d)$ is a compact metric space and is a Borel probability measure on then there exists a compact subset that embeds into an ultrametric space with distortion , and a probability measure supported on satisfying for all and . The dependence of the distortion on is sharp. We discuss an extension of this statement to multiple measures, as well as how it implies Talagrand’s majorizing measures theorem.

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