Report
On tail decay and moment estimates of a condition number for random linear conic systems
- Abstract:
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In this paper we study the distribution tails and the moments of a condition number which arises in the study of homogeneous systems of linear inequalities. We consider the case where this system is defined by a Gaussian random matrix and characterise the exact decay rates of the distribution tails, improve the existing moment estimates, and prove various limit theorems for large scale systems. Our results are of complexity theoretic interest, because interior-point methods and relaxation met...
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Bibliographic Details
- Publisher:
- Unspecified
- Publication date:
- 2003-09-01
Item Description
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uuid:64521b0f-0249-4470-a270-07ee93af3077
- Local pid:
- oai:eprints.maths.ox.ac.uk:1200
- Deposit date:
- 2011-05-20
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- Copyright date:
- 2003
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