Small-ball bound for the smallest singular value of a Gaussian matrix: $\mathbb P\{s_{\min}(A)\le s\}\le n\bigl(\frac{e\,n s^2}{N-n+1}\bigr)^{(N-n+1)/2}$

Initializing...

Small-ball bound for the smallest singular value of a Gaussian matrix: $\mathbb P\{s_{\min}(A)\le s\}\le n\bigl(\frac{e\,n s^2}{N-n+1}\bigr)^{(N-n+1)/2}$ · Prove2Me