English

Upper bound for intermediate singular values of random matrices

Probability 2016-08-03 v3

Abstract

In this paper, we prove that an n×nn\times n matrix AA with independent centered subgaussian entries satisfies sn+1l(A)C1tln s_{n+1-l}(A) \le C_1t \frac{l}{\sqrt{n}} with probability at least 1exp(C2tl)1-\exp(-C_2tl). This yields snl(A)clns_{n-l}(A) \sim \frac{cl}{\sqrt{n}} in combination with a known lower bound. These results can be generalized to the rectangular matrix case.

Keywords

Cite

@article{arxiv.1606.03931,
  title  = {Upper bound for intermediate singular values of random matrices},
  author = {Feng Wei},
  journal= {arXiv preprint arXiv:1606.03931},
  year   = {2016}
}
R2 v1 2026-06-22T14:23:56.266Z