On the largest and the smallest singular value of sparse rectangular random matrices

Abstract: We derive estimates for the largest and smallest singular values of sparse rectangular

N i m e s n

random matrices, assuming

l i m_{N, n o i n f t y} f r a c n N = y i n (0, 1)

. We consider a model with sparsity parameter

p_{N}

such that

N p_{N} s i m l o g^{a l p h a} N

for some

a l p h a > 1

, and assume that the moments of the matrix elements satisfy the condition

m a t h b f E | X_{j k} |^{4 + d e l t a} l e C < i n f t y

. We assume also that the entries of matrices we consider are truncated at the level

(N p_{N})^{f r a c 12 - v a r k a p p a}

with

v a r k a p p a := f r a c d e l t a 2 (4 + d e l t a)

.

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