Date:	Tue, November 25, 2014
Time:	9:45
Place:	Research I Seminar Room

Abstract: We are going to overview the results of Rudelson and Vershynin on the distribution of the smallest singular value of a random matrix with identically distributed independent entries. Under suitable moment assumptions, they showed that the smallest singular value is of order n^-1/2 and gave an estimate on the tail probability. These results come as a consequence of a new and essentially sharp estimate in the Littlewood-Offord problem of estimating the small ball probability of a random sum.