Invertibility of random matrices: norm of the inverse

• Autores: Mark Rudelson
• Localización: Annals of mathematics, ISSN 0003-486X, Vol. 168, Nº 2, 2008, págs. 575-600
• Idioma: inglés
• DOI: 10.4007/annals.2008.168.575
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• Resumen

  • Let A be an n × 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 Cn3 / 2 with probability close to 1.