Universality and least singular values of random matrix products: a simplified approach

DOI10.3150/20-BEJ1320zbMath1473.15014arXiv2007.03595OpenAlexW3196242288MaRDI QIDQ1983622

Vishesh Jain, Natesh S. Pillai, Rohit Chaudhuri

Publication date: 10 September 2021

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.03595

zbMATH Keywords

universalityleast singular valueproduct random matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Eigenvalues, singular values, and eigenvectors (15A18) Random matrices (algebraic aspects) (15B52)

Cites Work

• Local law for the product of independent non-Hermitian random matrices with independent entries
• Random matrix products: universality and least singular values
• The smallest singular value of inhomogeneous square random matrices
• The Littlewood-Offord problem and invertibility of random matrices
• Smallest singular value of a random rectangular matrix
• Some estimates of norms of random matrices
• A note on the universality of ESDs of inhomogeneous random matrices

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