English

A large deviation inequality for the rank of a random matrix

Probability 2024-03-19 v2

Abstract

Let AA be an n×nn \times n random matrix with independent identically distributed non-constant subgaussian entries. Then for any kcnk \le c \sqrt{n}, rank(A)nk \text{rank}(A) \ge n-k with probability at least 1exp(ckn)1-\exp(-c'kn).

Keywords

Cite

@article{arxiv.2304.09055,
  title  = {A large deviation inequality for the rank of a random matrix},
  author = {M. Rudelson},
  journal= {arXiv preprint arXiv:2304.09055},
  year   = {2024}
}