English

A simple observation on random matrices with continuous diagonal entries

Probability 2013-02-21 v2

Abstract

Let TT be an n×nn\times n random matrix, such that each diagonal entry Ti,iT_{i,i} is a continuous random variable, independent from all the other entries of TT. Then for every n×nn\times n matrix AA and every t0t\ge0 \p[det(A+T)1/nt]2bnt, \p\Big[|\det(A+T)|^{1/n}\le t\Big]\le2bnt, where b>0b>0 is a uniform upper bound on the densities of Ti,iT_{i,i}.

Keywords

Cite

@article{arxiv.1302.0388,
  title  = {A simple observation on random matrices with continuous diagonal entries},
  author = {Omer Friedland and Ohad Giladi},
  journal= {arXiv preprint arXiv:1302.0388},
  year   = {2013}
}
R2 v1 2026-06-21T23:19:40.792Z