THE LEAST SINGULAR VALUE OF A RANDOM SQUARE MATRIX IS O(n) MARK RUDELSON AND ROMAN VERSHYNIN
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چکیده
Let A be a matrix whose entries are real i.i.d. centered random variables with unit variance and suitable moment assumptions. Then the smallest singular value sn(A) is of order n −1/2 with high probability. The lower estimate of this type was proved recently by the authors; in this note we establish the matching upper estimate.
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تاریخ انتشار 2008