Louis Yang Liu University of Georgia
Title: Probability Estimate for Generalized Extremal Singular Values of Random Matrices
We give the upper tail probability estimate on the extremal p-singular values of pregaussian random matrices, and also the lower tail probability estimate. The extremal singular values of random matrices in $\ell_2$-norm, including Gaussian random matrices, Bernoulli random matrices, subgaussian random matrices, etc, have attracted major research interest in recent years. In this talk, we study the p-singular values random matrices, defined in terms of the $\ell_p$-norm for $p>1$ and $\ell_p$-quasinorm for p between 0 and 1. We give the upper tail probability estimate on the extremal p-singular values of pregaussian random matrices, and also the lower tail probability estimate.
©2010, Department of Mathematical Sciences
Last Modified: February 26, 2009