On the Singularity of Random Matrices with Independent Entries

نویسنده

  • LAURENT BRUNEAU
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.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On nest modules of matrices over division rings

Let $ m , n in mathbb{N}$, $D$ be a division ring, and $M_{m times n}(D)$ denote the bimodule of all $m times n$ matrices with entries from $D$. First, we characterize one-sided submodules of $M_{m times n}(D)$ in terms of left row reduced echelon or right column reduced echelon matrices with entries from $D$. Next, we introduce the notion of a nest module of matrices with entries from $D$. We ...

متن کامل

O ct 2 00 3 On asymptotics of large Haar distributed unitary matrices 1

Entries of a random matrix are random variables but a random matrix is equivalently considered as a probability measure on the set of matrices. A simple example of random matrix has independent identically distributed entries. In this paper random unitary matrices are studied whose entries must be correlated. A unitary matrix U = (Uij) is a matrix with complex entries and UU ∗ = UU = I. In term...

متن کامل

Spectral Norm of Products of Random and Deterministic Matrices

We study the spectral norm of matrices W that can be factored as W = BA, where A is a random matrix with independent mean zero entries and B is a fixed matrix. Under the (4 + ε)-th moment assumption on the entries of A, we show that the spectral norm of such an m×n matrix W is bounded by √ m + √ n, which is sharp. In other words, in regard to the spectral norm, products of random and determinis...

متن کامل

Inverse Littlewood-offord Problems and the Singularity of Random Symmetric Matrices

Let Mn denote a random symmetric n by n matrix, whose upper diagonal entries are iid Bernoulli random variables (which take value −1 and 1 with probability 1/2). Improving the earlier result by Costello, Tao and Vu [4], we show that Mn is nonsingular with probability 1 − O(n−C) for any positive constant C. The proof uses an inverse Littlewood-Offord result for quadratic forms, which is of inter...

متن کامل

No-gaps Delocalization for General Random Matrices

We prove that with high probability, every eigenvector of a random matrix is delocalized in the sense that any subset of its coordinates carries a non-negligible portion of its `2 norm. Our results pertain to a wide class of random matrices, including matrices with independent entries, symmetric and skew-symmetric matrices, as well as some other naturally arising ensembles. The matrices can be ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2008