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The Smallest Singular Value of a Shifted Random Matrix

2021/08/11 by Dong, Xiaoyu
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2108.05413

Abstract

Let Rn be a n × n random matrix with i.i.d. subgaussian entries. Let M be a n × n deterministic matrix with norm ‖ M ‖ ≤ nγ where 1/2

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