Some remarks on the condition number of
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J.A. Cuesta-Albertos; M. Wschebor
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Article
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2003
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Elsevier Science
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English
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In this paper we obtain some bounds for the expectation of the logarithm of the condition number of a random matrix whose elements are independent and identically distributed random variables. We also include some examples and extensions to cover the smoothed analysis as well as higher order moments