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Quantitative version of a Silverstein's result
Alexander Litvak, Susanna Spektor · 2017-08-28 · via math.PR updates on arXiv.org

We prove a quantitative version of a Silverstein's Theorem on a condition for convergence in probability of the norm of random matrix. More precisely, we show that for a random matrix whose entries are i.i.d. random variables, $w_{i,j}$, satisfying certain natural conditions, is not small with large probability.

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