Quantitative estimates of the singular values of random i.i.d. matrices

Guozheng Dai, Zhonggen Su, Hanchao Wang

Let $M$ be an $n\times n$ random i.i.d. matrix. This paper studies the deviation inequality of $s_{n-k+1}(M)$, the $k$-th smallest singular value of $M$. In particular, when the en…