Invertibility via distance for non-centered random matrices with continuous distributions
Probability
2020-01-28 v3
Abstract
Let be an random matrix with independent rows , and assume that for any and any three-dimensional linear subspace the orthogonal projection of onto has distribution density satisfying () for some constant . We show that for any fixed real matrix we have where is a universal constant. In particular, the above result holds if the rows of are independent centered log-concave random vectors with identity covariance matrices. Our method is free from any use of covering arguments, and is principally different from a standard approach involving a decomposition of the unit sphere and coverings, as well as an approach of Sankar-Spielman-Teng for non-centered Gaussian matrices.
Cite
@article{arxiv.1707.09656,
title = {Invertibility via distance for non-centered random matrices with continuous distributions},
author = {Konstantin Tikhomirov},
journal= {arXiv preprint arXiv:1707.09656},
year = {2020}
}
Comments
revised version