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L. D. Abreu

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Preprint Sep 2026

Non-asymptotic bounds for the average singular value of a complex Gaussian matrix

Let $G_{d}$ be a $d \times d$ matrix with independent standard complex Gaussian entries, let $\alpha_{\mathbb{C}}(d)$ be the expected average singular value of $G_{d}/\sqrt{d}$, and set $\Delta_d := \alpha_{\mathbb{C}}(d)-\alpha_{\mathbb{C}}(d+1)$. The statistic $\alpha_{\mathbb{C}}(d)$ admits a variational representat...

L. D. Abreu, Pratik V. Patil · 2 citations
Open access Aug 2026

A recurrence relation for the average singular value of a complex Gaussian random matrix

In this brief note, we obtain a recurrence relation for the average singular value α(d)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\al...

L. D. Abreu · 4 citations · ⚡3

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