Oct 9 2019

Computer Science Theory Seminar: Quantitative invertibility of random matrices: a combinatorial perspective , by Vishesh Jain

October 9, 2019

4:15 PM - 5:05 PM

Location

612 SEO

Address

Chicago, IL

Vishesh Jain (MIT): Quantitative invertibility of random matrices: a combinatorial perspective

Let $s_n(M_n)$ denote the smallest singular value of an $n\times n$ random (possibly complex) matrix $M_n$. We will discuss a novel combinatorial approach (in particular, not using either inverse Littlewood--Offord theory or net arguments) for obtaining upper bounds on the probability that $s_n(M_n)$ is smaller than $\eta \geq 0$ for quite general random matrix models. Such estimates are a fundamental part of the non-asymptotic theory of random matrices and have applications to the strong circular law, numerical linear algebra etc. In several cases of interest, our approach provides stronger bounds than those obtained by Tao and Vu using inverse Littlewood--Offord theory.

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Contact

Will Perkins

Date posted

Oct 22, 2019

Date updated

Oct 22, 2019

Speakers

Vishesh Jain | (MIT)