Universality of the least singular value for sparse random matrices

DOI10.1214/19-EJP269zbMATH Open1412.60015arXiv1711.00580OpenAlexW2964350697MaRDI QIDQ2631876FDOQ2631876

Authors: Ziliang Che, Patrick Lopatto 

Publication date: 16 May 2019

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Abstract: We study the distribution of the least singular value associated to an ensemble of sparse random matrices. Our motivating example is the ensemble of $NimesN$ matrices whose entries are chosen independently from a Bernoulli distribution with parameter $p$. These matrices represent the adjacency matrices of random ErdH{o}s--R'enyi digraphs and are sparse when $pll1$. We prove that in the regime $pNgg1$, the distribution of the least singular value is universal in the sense that it is independent of $p$ and equal to the distribution of the least singular value of a Gaussian matrix ensemble. We also prove the universality of the joint distribution of multiple small singular values. Our methods extend to matrix ensembles whose entries are chosen from arbitrary distributions that may be correlated, complex valued, and have unequal variances.

Full work available at URL: https://arxiv.org/abs/1711.00580

Recommendations

• Universality of the least singular value for the sum of random matrices
• Universality and least singular values of random matrix products: a simplified approach
• Smallest singular value of sparse random matrices
• Random matrix products: universality and least singular values
• On the least singular value of random symmetric matrices
• Bulk universality of sparse random matrices
• On the largest and the smallest singular value of sparse rectangular random matrices
• On the singular values of random matrices
• Singularity of sparse random matrices: simple proofs
• Lower estimates for the singular values of random matrices

zbMATH Keywords

random matrix theorysingular valueuniversalitysparse

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Random matrices (probabilistic aspects) (60B20)

Cites Work

• Rigidity of eigenvalues of generalized Wigner matrices
• Title not available (Why is that?)
• Analysis.
• An introduction to random matrices
• The local relaxation flow approach to universality of the local statistics for random matrices
• Universality of random matrices and local relaxation flow
• Inverse Littlewood-Offord theorems and the condition number of random discrete matrices
• Averaging fluctuations in resolvents of random band matrices
• The local semicircle law for a general class of random matrices
• On the free convolution with a semi-circular distribution
• Fixed energy universality for generalized Wigner matrices
• Bulk universality of sparse random matrices
• Universality of local spectral statistics of random matrices
• Local Semicircle Law for Random Regular Graphs
• Diffusions of perturbed principal component analysis
• Universality of covariance matrices
• Non-asymptotic theory of random matrices: extreme singular values
• Title not available (Why is that?)
• Title not available (Why is that?)
• Random matrices: The distribution of the smallest singular values
• Invertibility of sparse non-Hermitian matrices
• Spectral statistics of Erdős-Rényi graphs. I: Local semicircle law
• Bulk universality for Wigner matrices
• Smooth analysis of the condition number and the least singular value
• Brownian motion in a Weyl chamber, non-colliding particles, and random matrices
• Bulk universality for deformed Wigner matrices
• Title not available (Why is that?)
• Convergence of local statistics of Dyson Brownian motion
• The eigenvector moment flow and local quantum unique ergodicity
• Smallest singular value of sparse random matrices
• Local law for random Gram matrices
• Universality of random matrices with correlated entries
• Fixed energy universality of Dyson Brownian motion
• Lower bounds for the smallest singular value of structured random matrices
• A Dynamical Approach to Random Matrix Theory
• Local law and complete eigenvector delocalization for supercritical Erdős-Rényi graphs
• Boundaries of sine kernel universality for Gaussian perturbations of Hermitian matrices
• Sparse general Wigner-type matrices: Local law and eigenvector delocalization

Cited In (18)

• Precise asymptotics for the spectral radius of a large random matrix
• Extreme singular values of inhomogeneous sparse random rectangular matrices
• Quantitative universality for the largest eigenvalue of sample covariance matrices
• Asymptotics of rectangular spherical integrals
• Comparison theorem for some extremal eigenvalue statistics
• Conservatism of randomized structured singular value
• Universal eigenvalue statistics for dynamically defined matrices
• Fluctuation around the circular law for random matrices with real entries
• Universality of the least singular value for the sum of random matrices
• Mesoscopic central limit theorem for non-Hermitian random matrices
• Fluctuations in the spectrum of non-Hermitian i.i.d. matrices
• Central Limit Theorem for Linear Eigenvalue Statistics of <scp>Non‐Hermitian</scp> Random Matrices
• Optimal lower bound on the least singular value of the shifted Ginibre ensemble
• Smallest singular value of sparse random matrices
• Optimal delocalization for generalized Wigner matrices
• Tail bounds for gaps between eigenvalues of sparse random matrices
• Quantitative invertibility of non-Hermitian random matrices
• High dimensional normality of noisy eigenvectors

This page was built for publication: Universality of the least singular value for sparse random matrices

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2631876)