Coverings of random ellipsoids, and invertibility of matrices with i.i.d. heavy-tailed entries
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DOI: 10.1007/s11856-018-1732-y
Abstract: Let A = (aij) be an n × n random matrix with i.i.d. entries such that Ea11 = 0 and Ea112 = 1. We prove that for any δ > 0 there is L >… read more here.
Keywords: invertibility matrices; heavy tailed; random ellipsoids; matrices heavy ... See more keywords