On the least singular value of random symmetric matrices

被引:17
|
作者
Nguyen, Hoi H. [1 ]
机构
[1] Univ Penn, Philadelphia, PA 19104 USA
来源
关键词
Random symmetric matrices; least singular values; LITTLEWOOD-OFFORD PROBLEM; CONDITION NUMBER; UNIVERSALITY; ALGORITHMS;
D O I
10.1214/EJP.v17-2165
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Let F-n be an n by n symmetric matrix whose entries are bounded by n(gamma) for some gamma > 0. Consider a randomly perturbed matrix M-n = F-n + X-n, where X-n is a random symmetric matrix whose upper diagonal entries x(ij), 1 <= i <= j, are iid copies of a random variable xi. Under a very general assumption on xi, we show that for any B > 0 there exists A > 0 such that P (sigma(n) (M-n) <= n(-A)) <= n(-B).
引用
收藏
页码:1 / 19
页数:19
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