Upper bound for intermediate singular values of random matrices
Probability
2016-08-03 v3
Abstract
In this paper, we prove that an matrix with independent centered subgaussian entries satisfies with probability at least . This yields 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}
}