Quantitative invertibility of non-Hermitian random matrices
Probability
2022-06-02 v1
Abstract
The problem of estimating the smallest singular value of random square matrices is important in connection with matrix computations and analysis of the spectral distribution. In this survey, we consider recent developments in the study of quantitative invertibility in the non-Hermitian setting, and review some applications of this line of research.
Keywords
Cite
@article{arxiv.2206.00601,
title = {Quantitative invertibility of non-Hermitian random matrices},
author = {Konstantin Tikhomirov},
journal= {arXiv preprint arXiv:2206.00601},
year = {2022}
}
Comments
A short survey for ICM 2022 proceedings