Quantitative version of a Silverstein's result
Probability
2017-08-29 v1
Abstract
We prove a quantitative version of a Silverstein's Theorem on a condition for convergence in probability of the norm of random matrix. More precisely, we show that for a random matrix whose entries are i.i.d. random variables, , satisfying certain natural conditions, is not small with large probability.
Cite
@article{arxiv.1708.08102,
title = {Quantitative version of a Silverstein's result},
author = {Alexander Litvak and Susanna Spektor},
journal= {arXiv preprint arXiv:1708.08102},
year = {2017}
}