A remark on the smallest singular value of powers of Gaussian matrices
Probability
2020-01-28 v3
Abstract
Let and let be the random matrix with i.i.d. standard real Gaussian entries. We show that there are constants depending only on such that the smallest singular value of satisfies and, furthermore, where denotes the Hilbert-Schmidt norm.
Cite
@article{arxiv.1910.03702,
title = {A remark on the smallest singular value of powers of Gaussian matrices},
author = {Han Huang and Konstantin Tikhomirov},
journal= {arXiv preprint arXiv:1910.03702},
year = {2020}
}
Comments
A typo corrected