English

An upper bound on the smallest singular value of a square random matrix

Probability 2018-11-21 v2

Abstract

Let A=(aij)A = (a_{ij}) be a square n×nn\times n matrix with i.i.d. zero mean and unit variance entries. Rudelson and Vershynin showed that the upper bound for a smallest singular value sn(A)s_n(A) is of order n12n^{-\frac12} with probability close to one under additional assumption on entries of AA that Ea114<\mathbb{E}a^4_{11} < \infty. We remove the assumption on the fourth moment and show the upper bound assuming only Ea112=1.\mathbb{E}a^2_{11} = 1.

Keywords

Cite

@article{arxiv.1805.05018,
  title  = {An upper bound on the smallest singular value of a square random matrix},
  author = {Kateryna Tatarko},
  journal= {arXiv preprint arXiv:1805.05018},
  year   = {2018}
}

Comments

14 pages; A few typos corrected

R2 v1 2026-06-23T01:53:39.017Z