The smallest singular value of random rectangular matrices with no moment assumptions on entries (Q2630871)

The author proves the following property about random matrices. Let \(\delta >1\) and \(\beta >0\) be some real numbers. Then, there are positive \(u\), \(v\), \(N_0\) depending only on \(\beta\) and \(\delta\) with the following property: for any \(N\), \(n\) such that \(N\geq \max (N_0, \delta_n)\), any \(N\times n\) random matrix \(A=(a_{ij})\) with i.i.d. entries satisfying \(\sup_{\lambda \in\mathbb{R}} P\{|a_{11} -\lambda |\}\leq 1-\beta\) and any non-random \(N\times n\) matrix \(B\), the smallest singular value \(s_n\) of \(A+B\) satisfies \(P\{s_n(A+B)\leq u\sqrt{N}\}\leq \exp(-vN)\). The result holds without any moment assumptions on the distribution of the entries of \(A\).