The probabilistic estimates on the largest and smallest q-singular values of random matrices

نویسندگان

  • Ming-Jun Lai
  • Yang Liu
چکیده

Abstract. We study the q-singular values of random matrices with preGaussian entries defined in terms of the q-quasinorm with 0 < q ≤ 1. In this paper, we mainly consider the decay of the lower and upper tail probabilities of the largest q-singular value s 1 , when the number of rows of the matrices becomes very large. Based on the results in probabilistic estimates on the largest q-singular value, we also give probabilistic estimates on the smallest q-singular value for pre-Gaussian random matrices.

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عنوان ژورنال:
  • Math. Comput.

دوره 84  شماره 

صفحات  -

تاریخ انتشار 2015