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

Abstract: Let

d e l t a > 1

and

be some real numbers. We prove that there are positive

u, v, N_{0}

depending only on

and

d e l t a

with the following property: for any

N, n

such that

N g e m a x (N_{0}, d e l t a n)

, any

N i m e s n

random matrix

A = (a_{i j})

with i.i.d. entries satisfying

and any non-random

N i m e s n

matrix

B

, the smallest singular value

s_{n}

of

A + B

satisfies

. The result holds without any moment assumptions on distribution of the entries of

A

.

Review text

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 \(A\).

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