The method of perpendiculars of finding estimates from below for minimal singular eigenvalues of random matrices

DOI10.1515/ROSE-2018-0009MaRDI QIDQ1635517zbMATH OpenOpenAlexFDO

Authors Vyacheslav Girko

Publication date 6 June 2018

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rose-2018-0009

zbMATH Keywords

eigenvaluesrandom matrixcanonical equations

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52) Stochastic matrices (15B51)

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Cites work

• scientific article; zbMATH DE number 1722640 (Why is no real title available?)
• scientific article; zbMATH DE number 1301466 (Why is no real title available?)
• 35 years of the inverse tangent law
• Bounding the smallest singular value of a random matrix without concentration
• Condition number of a square matrix with i.i.d. columns drawn from a convex body
• How close is the sample covariance matrix to the actual covariance matrix?
• Inverse Littlewood-Offord theorems and the condition number of random discrete matrices
• Non-asymptotic theory of random matrices: extreme singular values
• Sharp lower bounds on the least singular value of a random matrix without the fourth moment condition
• Smallest singular value of a random rectangular matrix
• Smallest singular value of random matrices and geometry of random polytopes
• Smooth analysis of the condition number and the least singular value
• The Littlewood-Offord problem and invertibility of random matrices
• The circular law. Thirty years later
• The smallest singular value of random rectangular matrices with no moment assumptions on entries

Cited in

(2)

• The respect method. Simple proof of finding estimates from below for minimal singular eigenvalues of random matrices whose entries have zero means and bounded variances
• The limit \(G\)-law for the solutions of systems of linear algebraic equations with independent random coefficients under the \(G\)-Lindeberg condition

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