[La plus petite valeur singulière d'une matrice carrée aléatoire est en
Soit A une matrice dont les entrées sont des variables aléatoires centrées réelles i.i.d. de variance 1 vérifiant une hypothèse adéquate de moment. Alors la plus petite valeur singulière
Let A be a matrix whose entries are real i.i.d. centered random variables with unit variance and suitable moment assumptions. Then the smallest singular value
Accepté le :
Publié le :
Mark Rudelson 1 ; Roman Vershynin 2
@article{CRMATH_2008__346_15-16_893_0, author = {Mark Rudelson and Roman Vershynin}, title = {The least singular value of a random square matrix is $ \mathrm{O}({n}^{-1/2})$}, journal = {Comptes Rendus. Math\'ematique}, pages = {893--896}, publisher = {Elsevier}, volume = {346}, number = {15-16}, year = {2008}, doi = {10.1016/j.crma.2008.07.009}, language = {en}, }
TY - JOUR AU - Mark Rudelson AU - Roman Vershynin TI - The least singular value of a random square matrix is $ \mathrm{O}({n}^{-1/2})$ JO - Comptes Rendus. Mathématique PY - 2008 SP - 893 EP - 896 VL - 346 IS - 15-16 PB - Elsevier DO - 10.1016/j.crma.2008.07.009 LA - en ID - CRMATH_2008__346_15-16_893_0 ER -
Mark Rudelson; Roman Vershynin. The least singular value of a random square matrix is $ \mathrm{O}({n}^{-1/2})$. Comptes Rendus. Mathématique, Volume 346 (2008) no. 15-16, pp. 893-896. doi : 10.1016/j.crma.2008.07.009. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2008.07.009/
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