On minimal singular values of random matrices with correlated entries

Friedrich Götze, Alexey Naumov, Alexander Tikhomirov

Let $\mathbf{X}$ be a random matrix whose pairs of entries $X_{jk}$ and $X_{kj}$ are correlated and vectors $(X_{jk},X_{kj})$, for $1\le j<k\le n$, are mutually independent. Assume…