On the smallest singular value of symmetric random matrices
On the smallest singular value of symmetric random matrices
Abstract We show that for an $n\times n$ random symmetric matrix $A_n$ , whose entries on and above the diagonal are independent copies of a sub-Gaussian random variable $\xi$ with mean 0 and variance 1, \begin{equation*}\mathbb{P}[s_n(A_n) \le \epsilon/\sqrt{n}] \le O_{\xi}(\epsilon^{1/8} + \exp(\!-\Omega_{\xi}(n^{1/2}))) \quad \text{for all } \epsilon \ge 0.\end{equation*} This …