Random Matrices: the Distribution of the Smallest Singular Values
نویسندگان
چکیده
منابع مشابه
Random Matrices: the Distribution of the Smallest Singular Values
Let ξ be a real-valued random variable of mean zero and variance 1. Let Mn(ξ) denote the n × n random matrix whose entries are iid copies of ξ and σn(Mn(ξ)) denote the least singular value of Mn(ξ). The quantity σn(Mn(ξ)) 2 is thus the least eigenvalue of the Wishart matrix MnM ∗ n. We show that (under a finite moment assumption) the probability distribution nσn(Mn(ξ)) 2 is universal in the sen...
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ژورنال
عنوان ژورنال: Geometric and Functional Analysis
سال: 2010
ISSN: 1016-443X,1420-8970
DOI: 10.1007/s00039-010-0057-8