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arXiv 1102.1476math.COmath.PR
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关于随机对称矩阵的最小奇异值

On the least singular value of random symmetric matrices

Hoi H. Nguyen

摘要:

设$F_n$是一个$n$乘$n$对称矩阵,对于某个$γ>0$,其元素由$n^γ$限定。考虑随机扰动矩阵$M_n=F_n+X_n$,其中$X_n$是其上对角元素$x_{ij}$是随机变量$ξ$的iid副本的随机对称矩阵。在一个非常一般的假设下,$ξ$,我们表明,对于任何$B>0$存在$A>0$,使$P(σ_n(M_n)\le n^{-A})\le n^{-B}$。证明使用一个逆型的结果,关于浓度的二次型,这是自己的利益。

英文摘要:

Let $F_n$ be an $n$ by $n$ symmetric matrix whose entries are bounded by $n^γ$ for some $γ>0$. Consider a randomly perturbed matrix $M_n=F_n+X_n$, where $X_n$ is a random symmetric matrix whose upper diagonal entries $x_{ij}$ are iid copies of a random variable $ξ$. Under a very general assumption on $ξ$, we show that for any $B>0$ there exists $A>0$ such that $P(σ_n(M_n)\le n^{-A})\le n^{-B}$. The proof uses an inverse-type result concerning concentration of quadratic forms, which is of interest of its own.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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