The least singular value of a random symmetric matrix
Let A be an $n \times n$ symmetric matrix with $(A_{i,j})_{i\leqslant j}$ independent and identically distributed according to a subgaussian distribution. We show that $$ \begin{align*}\mathbb{P}(\sigma_{\min}(A) \leqslant \varepsilon n^{-1/2} ) \leqslant C \varepsilon + e^{-cn},\e...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Cambridge University Press
2024-01-01
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| Series: | Forum of Mathematics, Pi |
| Subjects: | |
| Online Access: | https://www.cambridge.org/core/product/identifier/S205050862300029X/type/journal_article |