Lower bounds for the smallest singular value of structured random matrices
نویسندگان
چکیده
منابع مشابه
Lower Bounds for the Smallest Singular Value of Structured Random Matrices
We obtain lower tail estimates for the smallest singular value of random matrices with independent but non-identically distributed entries. Specifically, we consider n× n matrices with complex entries of the form M = A ◦X +B = (aijξij + bij) where X = (ξij) has iid centered entries of unit variance and A and B are fixed matrices. In our main result we obtain polynomial bounds on the smallest si...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2018
ISSN: 0091-1798
DOI: 10.1214/17-aop1251