Singularity of discrete random matrices

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Publication:2126277



Abstract: Let xi be a non-constant real-valued random variable with finite support, and let Mn(xi) denote an nimesn random matrix with entries that are independent copies of xi. For xi which is not uniform on its support, we show that �egin{align*} mathbb{P}[M_{n}(xi) ext{ is singular}] &= mathbb{P}[ ext{zero row or column}] + (1+o_n(1))mathbb{P}[ ext{two equal (up to sign) rows or columns}], end{align*} thereby confirming a folklore conjecture. As special cases, we obtain: (1) For xi=extBernoulli(p) with fixed pin(0,1/2), [mathbb{P}[M_{n}(xi) ext{ is singular}] = 2n(1-p)^{n} + (1+o_n(1))n(n-1)(p^2 + (1-p)^2)^{n},] which determines the singularity probability to two asymptotic terms. Previously, no result of such precision was available in the study of the singularity of random matrices. (2) For xi=extBernoulli(p) with fixed pin(1/2,1), [mathbb{P}[M_{n}(xi) ext{ is singular}] = (1+o_n(1))n(n-1)(p^2 + (1-p)^2)^{n}.] Previously, only the much weaker upper bound of (sqrtp+on(1))n was known due to the work of Bourgain-Vu-Wood. For xi which is uniform on its support: (1) We show that �egin{align*} mathbb{P}[M_{n}(xi) ext{ is singular}] &= (1+o_n(1))^{n}mathbb{P}[ ext{two rows or columns are equal}]. end{align*} (2) Perhaps more importantly, we provide a sharp analysis of the contribution of the `compressible' part of the unit sphere to the lower tail of the smallest singular value of Mn(xi).



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