On the Singularity of Random Matrices with Independent Entries
نویسنده
چکیده
We consider n by n real matrices whose entries are non-degenerate random variables that are independent but non necessarily identically distributed, and show that the probability that such a matrix is singular is O(1/ √ n). The purpose of this note is to provide a short and elementary proof of this fact using a Bernoulli decomposition of arbitrary non degenerate random variables.
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تاریخ انتشار 2008