Abstract
We prove a quantitative version of a Silverstein’s Theorem on the 4-th moment condition for convergence in probability of the norm of a random matrix. More precisely, we show that for a random matrix with i.i.d. entries, satisfying certain natural conditions, its norm cannot be small.
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Acknowledgements
We are grateful to A. Pajor for useful comments and to S. Sodin for bringing reference [5] to our attention. Research partially supported by the E.W.R. Steacie Memorial Fellowship.
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Litvak, A.E., Spektor, S. (2014). Quantitative Version of a Silverstein’s Result. In: Klartag, B., Milman, E. (eds) Geometric Aspects of Functional Analysis. Lecture Notes in Mathematics, vol 2116. Springer, Cham. https://doi.org/10.1007/978-3-319-09477-9_21
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DOI: https://doi.org/10.1007/978-3-319-09477-9_21
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