Invertibility of random matrices: norm of the inverse (Q2389121)
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Invertibility of random matrices: norm of the inverse (English)
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14 July 2009
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Let \(A\) be an \(n \times n\) matrix, whose entries are independent copies of a centered random variable satisfying the subgaussian tail estimate. The author proves that the operator norm of \(A^{-1}\) does not exceed \(C n^{3/2}\) with probability close to 1. For random matrices a polynomial bound was unknown. Proving such a polynomial estimate is the main aim of this paper. The paper contains the sections of Introduction, Overview of the proof, Preliminary results, Halasz type lemma, Small ball probability estimates, Singular profile, and Proof of Theorem 1.1.
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random matrices
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Gaussian matrix
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invertibility
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norm of the inverse
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