Coverings of random ellipsoids, and invertibility of matrices with i.i.d. heavy-tailed entries

Elizaveta Rebrova, Konstantin Tikhomirov

Let $A=(a_{ij})$ be an $n\times n$ random matrix with i.i.d. entries such that $\mathbb{E}{a}_{11}=0$ and $\mathbb{E}{a_{11}}^2=1$. We prove that for any $\delta >0$ there is $L>0$ d…