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

DOI10.1515/rose-2019-2015zbMath1426.15053OpenAlexW2969711201MaRDI QIDQ2334796

Vyacheslav L. Girko

Publication date: 7 November 2019

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

Full work available at URL: https://doi.org/10.1515/rose-2019-2015

zbMATH Keywords

eigenvaluesrandom matrixcanonical equations

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Cites Work

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• Asymptotics of eigenvalues of symmetric random matrices
• The method of perpendiculars of finding estimates from below for minimal singular eigenvalues of random matrices
• Sharp lower bounds on the least singular value of a random matrix without the fourth moment condition
• The smallest singular value of random rectangular matrices with no moment assumptions on entries
• Non-asymptotic theory of random matrices: extreme singular values
• Smooth analysis of the condition number and the least singular value
• Thirty years of the ACE-Law and Stochastic Power Method
• 35 years of the Inverse Tangent Law
• The Circular Law. Thirty years later

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