An upper bound on the smallest singular value of a square random matrix

DOI10.1016/J.JCO.2018.06.002MaRDI QIDQ722769zbMATH OpenOpenAlexWikidataFDO

Authors Kateryna Tatarko

Publication date 27 July 2018

Published in Journal of Complexity (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.05018

zbMATH Keywords

heavy tailscondition numberrandom matricessmall ball probabilityinvertibility of random matricessmallest singular value

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Abstract: Let $A=(a_{ij})$ be a square $nimesn$ matrix with i.i.d. zero mean and unit variance entries. Rudelson and Vershynin showed that the upper bound for a smallest singular value $s_n(A)$ is of order $n^{-frac12}$ with probability close to one under additional assumption on entries of $A$ that $mathbbE{a}_{11}^4<infty$. We remove the assumption on the fourth moment and show the upper bound assuming only $mathbbE{a}_{11}^2=1.$

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Cited in

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