Invertibility of symmetric random matrices

نویسنده

  • Roman Vershynin
چکیده

We study n × n symmetric random matrices H, possibly discrete, with iid abovediagonal entries. We show that H is singular with probability at most exp(−nc), and ‖H−1‖ = O(√n). Furthermore, the spectrum of H is delocalized on the optimal scale o(n−1/2). These results improve upon a polynomial singularity bound due to Costello, Tao and Vu, and they generalize, up to constant factors, results of Tao and Vu, and Erdös, Schlein and Yau. © 2012 Wiley Periodicals, Inc. Random Struct. Alg., 44, 135–182, 2014

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عنوان ژورنال:
  • Random Struct. Algorithms

دوره 44  شماره 

صفحات  -

تاریخ انتشار 2014