A1180
Title: Quantitative estimates for the singular values of non-Hermitian random matrices
Authors: Guozheng Dai - HKUST (China) [presenting]
Abstract: The problem of estimating the singular values of random matrices is crucial for matrix computations and the analysis of the spectral distribution. The focus is on the quantitative estimates for the singular values of a square random matrix M of size n with independent sub-Gaussian entries. It is shown that the k-th smallest singular value of M is at least of the order $k/\sqrt{n}$ with high probability, providing a nearly optimal estimate.