DocumentCode :
2914028
Title :
Norm of the inverse of a random matrix
Author :
Rudelson, Mark
Author_Institution :
Dept. of Math., Missouri Univ., Columbia, MO
fYear :
2006
fDate :
Oct. 2006
Firstpage :
487
Lastpage :
496
Abstract :
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 Cn3/2 with probability close to 1. In a geometric language, this bounds the probability that the affine span of n random vectors in Ropfn with i.i.d. subGaussian coordinates comes close to the origin
Keywords :
Gaussian processes; estimation theory; geometry; matrix algebra; random processes; geometric language; probability; random matrix inverse; subGaussian tail estimation; Algorithm design and analysis; Functional analysis; Mathematics; Polynomials; Random variables; Tail;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Foundations of Computer Science, 2006. FOCS '06. 47th Annual IEEE Symposium on
Conference_Location :
Berkeley, CA
ISSN :
0272-5428
Print_ISBN :
0-7695-2720-5
Type :
conf
DOI :
10.1109/FOCS.2006.52
Filename :
4031384
Link To Document :
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