Smallest singular value of sparse random matrices

DOI10.4064/SM212-3-1MaRDI QIDQ4900177zbMATH OpenOpenAlexFDO

Authors Omar Rivasplata, Alexander E. Litvak

Publication date 14 January 2013

Published in Studia Mathematica (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1106.0938

zbMATH Keywords

deviation inequalitiesrandom matricessingular valuessparse matrices

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Asymptotic theory of Banach spaces (46B06) Random matrices (probabilistic aspects) (60B20)

Abstract: We extend probability estimates on the smallest singular value of random matrices with independent entries to a class of sparse random matrices. We show that one can relax a previously used condition of uniform boundedness of the variances from below. This allows us to consider matrices with null entries or, more generally, with entries having small variances. Our results do not assume identical distribution of the entries of a random matrix and help to clarify the role of the variances of the entries. We also show that it is enough to require boundedness from above of the $r$-th moment, $r>2$, of the corresponding entries.

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• The probabilistic estimates on the largest and smallest q-singular values of random matrices
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• Asymptotic geometric analysis: achievements and perspective
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