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

preprint2014arXivOpen access

Abstract

Let δ>1δ>1 and β>0β>0 be some real numbers. We prove that there are positive u,v,N0u,v,N_0 depending only on ββ and δδ with the following property: for any N,nN,n such that N≥max⁡(N0,δn)N\ge \max(N_0,δn), any N×nN\times n random matrix A=(aij)A=(a_{ij}) with i.i.d. entries satisfying sup⁡λ∈RP{∣a11−λ∣≤1}≤1−β\sup\limits_{λ\in {\mathbb R}}{\mathbb P}\bigl\{|a_{11}-λ|\le 1\bigr\}\le 1-β and any non-random N×nN\times n matrix BB, the smallest singular value sns_n of A+BA+B satisfies P{sn(A+B)≤uN}≤exp⁡(−vN){\mathbb P}\bigl\{s_n(A+B)\le u\sqrt{N}\bigr\}\le \exp(-vN). The result holds without any moment assumptions on distribution of the entries of AA.

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