The smallest singular value of random rectangular matrices with no moment assumptions on entries
Probability
2014-09-30 v1
Abstract
Let and be some real numbers. We prove that there are positive depending only on and with the following property: for any such that , any random matrix with i.i.d. entries satisfying and any non-random matrix , the smallest singular value of satisfies . The result holds without any moment assumptions on distribution of the entries of .
Keywords
Cite
@article{arxiv.1409.7975,
title = {The smallest singular value of random rectangular matrices with no moment assumptions on entries},
author = {Konstantin E. Tikhomirov},
journal= {arXiv preprint arXiv:1409.7975},
year = {2014}
}