Open AccessLarge-deviation asymptotics of condition numbers of random matrices
Author(s) -
Martin Singull,
Denise Uwamariya,
Xiangfeng Yang
Publication year - 2021
Publication title -
journal of applied probability
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.668
H-Index - 59
eISSN - 1475-6072
pISSN - 0021-9002
DOI - 10.1017/jpr.2021.13
Subject(s) - mathematics , independent and identically distributed random variables , random variable , combinatorics , large deviations theory , distribution (mathematics) , central limit theorem , gaussian , normal distribution , statistics , mathematical analysis , physics , quantum mechanics
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