Article ID Journal Published Year Pages File Type
8898503 Journal of Complexity 2018 10 Pages PDF
Abstract
Let A=(aij) be a square n×n matrix with i.i.d. zero mean and unit variance entries. It was shown by Rudelson and Vershynin in 2008 that the upper bound for the smallest singular value sn(A) is of order n−12 with probability close to one under the additional assumption that the entries of A satisfy Ea114<∞. We remove the assumption on the fourth moment and show the upper bound assuming only Ea112=1.
Related Topics
Physical Sciences and Engineering Mathematics Analysis
Authors
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