On the least singular value of random symmetric matrices
Combinatorics
2011-03-18 v2 Probability
Abstract
Let be an by symmetric matrix whose entries are bounded by for some . Consider a randomly perturbed matrix , where is a random symmetric matrix whose upper diagonal entries are iid copies of a random variable . Under a very general assumption on , we show that for any there exists such that . 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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36 p