On the interval of fluctuation of the singular values of random matrices

DOI10.4171/JEMS/697zbMath1405.60011arXiv1509.02322MaRDI QIDQ2628338

Olivier Guédon, Alain Pajor, Nicole Tomczak-Jaegermann, Alexander E. Litvak

Publication date: 1 June 2017

Published in: Journal of the European Mathematical Society (JEMS) (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1509.02322

zbMATH Keywords

order statisticsrandom matricesspectrumheavy tailssingular valuesconcentration inequalitiescompressed sensingrestricted isometry propertydeviation inequalitiesnorm of random matriceslog-concave random vectorsapproximation of covariance matrices

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) Probabilistic methods in Banach space theory (46B09) Random matrices (algebraic aspects) (15B52)

Related Items

Coverings of random ellipsoids, and invertibility of matrices with i.i.d. heavy-tailed entries, Sampling discretization and related problems, The lower tail of random quadratic forms with applications to ordinary least squares, Random polytopes obtained by matrices with heavy-tailed entries, The smallest singular value of a shifted $d$-regular random square matrix, An upper bound on the smallest singular value of a square random matrix, Quantitative Version of a Silverstein’s Result, Local tail statistics of heavy-tailed random matrix ensembles with unitary invariance

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