Invertibility of random matrices: norm of the inverse

• 成果类型: Article
• 署名作者: Rudelson, Mark
• 刊物名称: ANNALS OF MATHEMATICS
• ISSN/ISSBN: 0003-486X
• DOI: 10.4007/annals.2008.168.575
• 发表日期: 2008
• 页码: 575-600
• 关键词: euclidean embeddings; SPACES; singularity; probability

摘要

Let A be an n x n matrix, whose entries are independent copies of a centered random variable satisfying the subgaussian tail estimate. We prove that the operator norm of A(-1) does not exceed Cn(3/2) with probability close to 1.