English

On the least singular value of random symmetric matrices

Combinatorics 2011-03-18 v2 Probability

Abstract

Let FnF_n be an nn by nn symmetric matrix whose entries are bounded by nγn^{\gamma} for some γ>0\gamma>0. Consider a randomly perturbed matrix Mn=Fn+XnM_n=F_n+X_n, where XnX_n is a random symmetric matrix whose upper diagonal entries xijx_{ij} are iid copies of a random variable ξ\xi. Under a very general assumption on ξ\xi, we show that for any B>0B>0 there exists A>0A>0 such that P(σn(Mn)nA)nBP(\sigma_n(M_n)\le n^{-A})\le n^{-B}. The proof uses an inverse-type result concerning concentration of quadratic forms, which is of interest of its own.

Keywords

Cite

@article{arxiv.1102.1476,
  title  = {On the least singular value of random symmetric matrices},
  author = {Hoi H. Nguyen},
  journal= {arXiv preprint arXiv:1102.1476},
  year   = {2011}
}

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