47th Annual IEEE Symposium on Foundations of Computer Science (FOCS'06)
Norm of the inverse of a random matrix
Berkeley, California
October 21-October 24
ISBN: 0-7695-2720-5
Let A be an n ? n matrix, whose entries are independent copies of a centered random variable satisfying the subgaussian tail estimate. We prove that the operator norm of A^{-1} does not exceed Cn^{3/2} with probability close to 1. In a geometric language, this bounds the probability that the affine span of n random vectors in \mathbb{R}^n with i.i.d. subgaussian coordinates comes close to the origin.