An upper bound on the smallest singular value of a square random matrix
Probability
2018-11-21 v2
Abstract
Let be a square matrix with i.i.d. zero mean and unit variance entries. Rudelson and Vershynin showed that the upper bound for a smallest singular value is of order with probability close to one under additional assumption on entries of that . We remove the assumption on the fourth moment and show the upper bound assuming only
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