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arxiv: 1212.3531 · v3 · pith:TFMDK2VUnew · submitted 2012-12-14 · 🧮 math.PR

Smoothed analysis of symmetric random matrices with continuous distributions

classification 🧮 math.PR
keywords symmetriccontinuousdistributionsentriesindependentmatricesmatrixrandom
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We study invertibility of matrices of the form $D+R$ where $D$ is an arbitrary symmetric deterministic matrix, and $R$ is a symmetric random matrix whose independent entries have continuous distributions with bounded densities. We show that $|(D+R)^{-1}| = O(n^2)$ with high probability. The bound is completely independent of $D$. No moment assumptions are placed on $R$; in particular the entries of $R$ can be arbitrarily heavy-tailed.

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