A large deviation inequality for the rank of a random matrix

arXiv2304.09055MaRDI QIDQ6509703FDOQ6509703

Authors: Mark Rudelson 

Abstract: Let $A$ be an $nimesn$ random matrix with independent identically distributed non-constant subgaussian entries.Then for any $klecsqrtn$, [ ext{rank}(A) ge n-k ] with probability at least $1-exp(-c^{\prime }kn)$.

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20)

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