Add to ORKGLet A be a matrix whose entries are real i.i.d. centered random variables with unit variance and suitable moment assumptions. Then the smallest singular value of A is of order n^{-1/2} with high probability. The lower estimate of this type was proved recently by the authors; in this note we establish the matching upper estimate
We extend probability estimates on the smallest singular value of random matrices with independent e...
Sharp lower bounds on the least singular value of a random matrix without the fourth moment conditio...
Let $A$ be a $n \times n$ symmetric matrix with $(A_{i,j})_{i\leq j} $, independent and identically ...
Let $A = (a_{ij})$ be a square $n\times n$ matrix with i.i.d. zero mean and unit variance entries. I...
Introducing a new method for studying general probability distributions on R^n, we generalize some r...
Introducing a new method for studying general probability distributions on R^n, we generalize some r...
Introducing a new method for studying general probability distributions on R^n, we generalize some r...
Introducing a new method for studying general probability distributions on R^n, we generalize some r...
Introducing a new method for studying general probability distributions on R^n, we generalize some r...
We show that for an $n\times n$ random matrix $A$ with independent uniformly anti-concentrated entri...
We show that for an $n\times n$ random matrix $A$ with independent uniformly anti-concentrated entri...
We show that for an $n\times n$ random matrix $A$ with independent uniformly anti-concentrated entri...
We extend probability estimates on the smallest singular value of random matrices with independent e...
We extend probability estimates on the smallest singular value of random matrices with independent e...
We extend probability estimates on the smallest singular value of random matrices with independent e...
We extend probability estimates on the smallest singular value of random matrices with independent e...
Sharp lower bounds on the least singular value of a random matrix without the fourth moment conditio...
Let $A$ be a $n \times n$ symmetric matrix with $(A_{i,j})_{i\leq j} $, independent and identically ...
Let $A = (a_{ij})$ be a square $n\times n$ matrix with i.i.d. zero mean and unit variance entries. I...
Introducing a new method for studying general probability distributions on R^n, we generalize some r...
Introducing a new method for studying general probability distributions on R^n, we generalize some r...
Introducing a new method for studying general probability distributions on R^n, we generalize some r...
Introducing a new method for studying general probability distributions on R^n, we generalize some r...
Introducing a new method for studying general probability distributions on R^n, we generalize some r...
We show that for an $n\times n$ random matrix $A$ with independent uniformly anti-concentrated entri...
We show that for an $n\times n$ random matrix $A$ with independent uniformly anti-concentrated entri...
We show that for an $n\times n$ random matrix $A$ with independent uniformly anti-concentrated entri...
We extend probability estimates on the smallest singular value of random matrices with independent e...
We extend probability estimates on the smallest singular value of random matrices with independent e...
We extend probability estimates on the smallest singular value of random matrices with independent e...
We extend probability estimates on the smallest singular value of random matrices with independent e...
Sharp lower bounds on the least singular value of a random matrix without the fourth moment conditio...
Let $A$ be a $n \times n$ symmetric matrix with $(A_{i,j})_{i\leq j} $, independent and identically ...