Lower estimates for the singular values of random matrices

DOI10.1016/J.CRMA.2005.11.013zbMath1095.15021OpenAlexW2068546229MaRDI QIDQ817897

M. V. Rudel'son

Publication date: 20 March 2006

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2005.11.013

zbMATH Keywords

convergencesubgaussian random values

Mathematics Subject Classification ID

Inequalities involving eigenvalues and eigenvectors (15A42) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15)

Related Items (10)

Subspaces and orthogonal decompositions generated by bounded orthogonal systems ⋮ Estimating averages of order statistics of bivariate functions ⋮ Uniform estimates for order statistics and Orlicz functions ⋮ An extension of a Bourgain-Lindenstrauss-Milman inequality ⋮ On the singularity of adjacency matrices for random regular digraphs ⋮ Row products of random matrices ⋮ Random matrices: The distribution of the smallest singular values ⋮ Spectral norm of products of random and deterministic matrices ⋮ An upper bound on the smallest singular value of a square random matrix ⋮ Smallest singular value of a random rectangular matrix

Cites Work

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• Limit of the smallest eigenvalue of a large dimensional sample covariance matrix
• Random Euclidean embeddings in spaces of bounded volume ratio
• Invertibility of random matrices: norm of the inverse
• Smallest singular value of random matrices and geometry of random polytopes
• Euclidean embeddings in spaces of finite volume ratio via random matrices

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