Geodesic
Invertibility of random matrices: norm of the inverse
Mark Rudelson1
1 Department of Mathematics<br/>University of Missouri<br/>Columbia, MO 65211<br/>United States
Annals of mathematics, Tome 168 (2008) no. 2, pp. 575-600.

Voir la notice de l'article provenant de la source Annals of Mathematics website

Let $A$ be an $n \times n$ 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 $Cn^{3/2}$ with probability close to $1$.
DOI : 10.4007/annals.2008.168.575

Mark Rudelson 1

1 Department of Mathematics<br/>University of Missouri<br/>Columbia, MO 65211<br/>United States 
@article{10_4007_annals_2008_168_575,
     author = {Mark Rudelson},
     title = {Invertibility of random matrices: norm of the inverse},
     journal = {Annals of mathematics},
     pages = {575--600},
     publisher = {mathdoc},
     volume = {168},
     number = {2},
     year = {2008},
     doi = {10.4007/annals.2008.168.575},
     mrnumber = {2434885},
     zbl = {1175.15030},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4007/annals.2008.168.575/}
}
TY  - JOUR
AU  - Mark Rudelson
TI  - Invertibility of random matrices: norm of the inverse
JO  - Annals of mathematics
PY  - 2008
SP  - 575
EP  - 600
VL  - 168
IS  - 2
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/articles/10.4007/annals.2008.168.575/
DO  - 10.4007/annals.2008.168.575
LA  - en
ID  - 10_4007_annals_2008_168_575
ER  - 
%0 Journal Article
%A Mark Rudelson
%T Invertibility of random matrices: norm of the inverse
%J Annals of mathematics
%D 2008
%P 575-600
%V 168
%N 2
%I mathdoc
%U http://geodesic.mathdoc.fr/articles/10.4007/annals.2008.168.575/
%R 10.4007/annals.2008.168.575
%G en
%F 10_4007_annals_2008_168_575
Mark Rudelson. Invertibility of random matrices: norm of the inverse. Annals of mathematics, Tome 168 (2008) no. 2, pp. 575-600. doi : 10.4007/annals.2008.168.575. http://geodesic.mathdoc.fr/articles/10.4007/annals.2008.168.575/

Cité par Sources :